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, 2022 |
Item 1.
Reports to Stockholders
Fidelity® Series Global ex U.S. Index Fund
Semi-Annual Report
April 30, 2022


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.
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All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2022 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 COVID-19 emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and corporate earnings. On March 11, 2020, the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread. The pandemic prompted a number of measures to limit the spread of COVID-19, 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. To help stem the turmoil, the U.S. government took unprecedented action – in concert with the U.S. Federal Reserve and central banks around the world – to help support consumers, businesses, and the broader economy, and to limit disruption to the financial system.
In general, the overall impact of the pandemic lessened in 2021, amid a resilient economy and widespread distribution of three COVID-19 vaccines granted emergency use authorization from the U.S. Food and Drug Administration (FDA) early in the year. Still, the situation remains dynamic, and the extent and duration of its influence on financial markets and the economy is highly uncertain, due in part to a recent spike in cases based on highly contagious variants of the coronavirus.
Extreme events such as the COVID-19 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 continue to take extra steps to be responsive to customer needs. We encourage you to visit us online, 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, 2022 |
| Japan | 13.5% |
| United Kingdom | 9.0% |
| Canada | 8.3% |
| Switzerland | 6.5% |
| France | 6.4% |
| Cayman Islands | 5.2% |
| Australia | 5.0% |
| Germany | 4.9% |
| Taiwan | 4.3% |
| Other* | 36.9% |

* 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, 2022
| % of fund's net assets |
Stocks and Equity Futures | 100.0 |
Top Ten Stocks as of April 30, 2022
| % of fund's net assets |
Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan, Semiconductors & Semiconductor Equipment) | 1.9 |
Nestle SA (Reg. S) (Switzerland, Food Products) | 1.5 |
Tencent Holdings Ltd. (Cayman Islands, Interactive Media & Services) | 1.1 |
Roche Holding AG (participation certificate) (Switzerland, Pharmaceuticals) | 1.1 |
Samsung Electronics Co. Ltd. (Korea (South), Technology Hardware, Storage & Peripherals) | 1.1 |
ASML Holding NV (Netherlands) (Netherlands, Semiconductors & Semiconductor Equipment) | 1.0 |
Shell PLC (London) (United Kingdom, Oil, Gas & Consumable Fuels) | 0.9 |
AstraZeneca PLC (United Kingdom) (United Kingdom, Pharmaceuticals) | 0.9 |
Novartis AG (Switzerland, Pharmaceuticals) | 0.8 |
Novo Nordisk A/S Series B (Denmark, Pharmaceuticals) | 0.8 |
| 11.1 |
Market Sectors as of April 30, 2022
| % of fund's net assets |
Financials | 21.3 |
Industrials | 10.7 |
Information Technology | 11.3 |
Consumer Discretionary | 10.8 |
Health Care | 10.0 |
Consumer Staples | 8.3 |
Materials | 8.9 |
Communication Services | 6.1 |
Energy | 5.7 |
Utilities | 3.1 |
Real Estate | 1.9 |
Schedule of Investments April 30, 2022 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 97.1% | | | |
| | Shares | Value |
Australia - 5.0% | | | |
Ampol Ltd. | | 303,544 | $7,136,692 |
APA Group unit | | 1,481,015 | 11,900,141 |
Aristocrat Leisure Ltd. | | 769,212 | 17,847,518 |
ASX Ltd. | | 245,643 | 14,851,496 |
Aurizon Holdings Ltd. | | 2,309,034 | 6,520,980 |
Australia & New Zealand Banking Group Ltd. | | 3,561,417 | 67,770,886 |
BHP Group Ltd. | | 6,397,971 | 213,790,964 |
BlueScope Steel Ltd. | | 626,850 | 8,911,046 |
Brambles Ltd. | | 1,825,908 | 13,483,087 |
Cochlear Ltd. | | 83,307 | 13,418,046 |
Coles Group Ltd. | | 1,697,272 | 22,316,854 |
Commonwealth Bank of Australia | | 2,156,265 | 156,724,919 |
Computershare Ltd. | | 686,040 | 12,094,936 |
Crown Ltd. (a) | | 474,505 | 4,296,242 |
CSL Ltd. | | 605,409 | 115,542,458 |
Dexus unit | | 1,363,802 | 10,662,986 |
Dominos Pizza Enterprises Ltd. | | 77,594 | 4,067,567 |
Endeavour Group Ltd. | | 1,716,856 | 9,398,174 |
Evolution Mining Ltd. | | 2,322,418 | 6,571,521 |
Fortescue Metals Group Ltd. | | 2,140,020 | 32,342,287 |
Goodman Group unit | | 2,125,869 | 35,382,741 |
IDP Education Ltd. | | 266,533 | 4,944,562 |
Insurance Australia Group Ltd. | | 3,117,031 | 9,953,587 |
Lendlease Group unit | | 858,224 | 7,351,858 |
Macquarie Group Ltd. | | 427,916 | 61,604,107 |
Medibank Private Ltd. | | 3,492,019 | 7,847,069 |
Mineral Resources Ltd. | | 215,398 | 8,752,317 |
Mirvac Group unit | | 5,053,390 | 8,540,692 |
National Australia Bank Ltd. | | 4,133,802 | 94,369,308 |
Newcrest Mining Ltd. | | 1,126,131 | 21,148,014 |
Northern Star Resources Ltd. | | 1,394,289 | 9,584,050 |
Orica Ltd. | | 520,594 | 5,982,055 |
Origin Energy Ltd. | | 2,225,570 | 10,645,236 |
Qantas Airways Ltd. (a) | | 1,207,244 | 4,677,860 |
QBE Insurance Group Ltd. | | 1,867,320 | 16,109,902 |
Ramsay Health Care Ltd. | | 225,174 | 12,778,007 |
REA Group Ltd. | | 68,924 | 6,174,761 |
Reece Ltd. | | 365,260 | 4,437,765 |
Rio Tinto Ltd. | | 468,525 | 37,062,153 |
Santos Ltd. | | 4,073,409 | 22,762,495 |
Scentre Group unit | | 6,556,464 | 13,660,478 |
SEEK Ltd. | | 425,182 | 8,331,607 |
Sonic Healthcare Ltd. | | 567,857 | 14,665,607 |
South32 Ltd. | | 5,899,713 | 19,648,035 |
Stockland Corp. Ltd. unit | | 3,065,847 | 8,873,880 |
Suncorp Group Ltd. | | 1,582,535 | 12,706,159 |
Tabcorp Holdings Ltd. | | 2,816,882 | 10,772,375 |
Telstra Corp. Ltd. | | 5,225,114 | 14,832,265 |
The GPT Group unit | | 2,443,853 | 8,687,619 |
Transurban Group unit | | 3,849,677 | 38,656,971 |
Treasury Wine Estates Ltd. | | 927,644 | 7,339,230 |
Vicinity Centres unit | | 4,914,673 | 6,412,736 |
Washington H. Soul Pattinson & Co. Ltd. | | 281,643 | 5,488,131 |
Wesfarmers Ltd. | | 1,434,435 | 49,635,884 |
Westpac Banking Corp. | | 4,635,924 | 77,605,330 |
WiseTech Global Ltd. | | 182,636 | 5,662,230 |
Woodside Petroleum Ltd. | | 1,226,158 | 26,676,408 |
Woolworths Group Ltd. | | 1,536,560 | 41,568,657 |
|
TOTAL AUSTRALIA | | | 1,510,980,941 |
|
Austria - 0.1% | | | |
Erste Group Bank AG | | 434,954 | 13,542,628 |
OMV AG | | 186,771 | 9,547,292 |
Raiffeisen International Bank-Holding AG | | 179,990 | 2,048,882 |
Verbund AG | | 85,379 | 9,126,102 |
Voestalpine AG | | 143,374 | 3,731,004 |
|
TOTAL AUSTRIA | | | 37,995,908 |
|
Bailiwick of Jersey - 0.6% | | | |
Experian PLC | | 1,168,378 | 40,349,179 |
Ferguson PLC | | 278,810 | 34,976,488 |
Glencore Xstrata PLC | | 12,530,271 | 77,207,354 |
WPP PLC | | 1,470,654 | 18,331,509 |
|
TOTAL BAILIWICK OF JERSEY | | | 170,864,530 |
|
Belgium - 0.5% | | | |
Ageas | | 218,400 | 10,450,781 |
Anheuser-Busch InBev SA NV | | 1,101,520 | 63,380,925 |
Colruyt NV | | 72,809 | 2,673,607 |
ELIA GROUP SA/NV | | 39,384 | 6,269,081 |
Groupe Bruxelles Lambert SA | | 136,578 | 12,887,567 |
KBC Group NV | | 316,986 | 21,565,150 |
Proximus (b) | | 193,134 | 3,375,656 |
Sofina SA | | 19,535 | 5,986,638 |
Solvay SA Class A | | 96,305 | 9,056,255 |
UCB SA | | 160,088 | 18,197,632 |
Umicore SA | | 250,244 | 9,620,245 |
|
TOTAL BELGIUM | | | 163,463,537 |
|
Bermuda - 0.2% | | | |
Alibaba Health Information Technology Ltd. (a) | | 4,998,000 | 2,815,997 |
Alibaba Pictures Group Ltd. (a) | | 12,540,000 | 1,058,093 |
Beijing Enterprises Water Group Ltd. | | 5,452,000 | 1,763,654 |
China Gas Holdings Ltd. | | 3,992,000 | 4,866,119 |
China Resource Gas Group Ltd. | | 1,242,000 | 4,666,679 |
China Ruyi Holdings Ltd. (a)(b) | | 3,256,000 | 780,382 |
CK Infrastructure Holdings Ltd. | | 841,131 | 5,655,271 |
Cosco Shipping Ports Ltd. | | 2,234,345 | 1,593,171 |
Credicorp Ltd. (United States) | | 85,997 | 11,944,123 |
GOME Retail Holdings Ltd. (a) | | 15,200,418 | 736,303 |
Hongkong Land Holdings Ltd. | | 1,402,345 | 6,541,889 |
Hopson Development Holdings Ltd. | | 983,520 | 1,896,319 |
Huabao International Holdings Ltd. (b) | | 1,169,000 | 637,766 |
Jardine Matheson Holdings Ltd. | | 271,464 | 14,379,129 |
Kunlun Energy Co. Ltd. | | 4,932,000 | 4,093,002 |
Nine Dragons Paper (Holdings) Ltd. | | 1,880,000 | 1,660,294 |
Shenzhen International Holdings Ltd. | | 1,607,459 | 1,721,571 |
|
TOTAL BERMUDA | | | 66,809,762 |
|
Brazil - 1.1% | | | |
Ambev SA | | 5,489,130 | 16,121,152 |
Americanas SA | | 803,695 | 3,901,472 |
Atacadao SA | | 653,600 | 2,719,395 |
B3 SA - Brasil Bolsa Balcao | | 7,712,375 | 20,747,497 |
Banco Bradesco SA | | 516,238 | 1,556,874 |
Banco BTG Pactual SA unit | | 1,484,600 | 6,933,609 |
Banco do Brasil SA | | 1,055,600 | 7,092,918 |
Banco Inter SA unit | | 450,069 | 1,380,990 |
Banco Santander SA (Brasil) unit | | 520,900 | 3,345,215 |
BB Seguridade Participacoes SA | | 901,200 | 4,635,467 |
BRF SA (a) | | 849,391 | 2,333,100 |
CCR SA | | 1,498,800 | 3,762,196 |
Centrais Eletricas Brasileiras SA (Electrobras) | | 470,430 | 3,851,780 |
Companhia de Saneamento Basico do Estado de Sao Paulo (SABESP) | | 414,300 | 3,731,587 |
Companhia Siderurgica Nacional SA (CSN) | | 874,300 | 3,726,069 |
Cosan SA | | 1,370,132 | 5,819,794 |
Energisa SA unit | | 245,400 | 2,364,679 |
ENGIE Brasil Energia SA | | 300,450 | 2,546,315 |
Equatorial Energia SA | | 1,273,700 | 6,605,582 |
Hapvida Participacoes e Investimentos SA (c) | | 5,371,044 | 9,527,616 |
Hypera SA | | 468,500 | 3,546,005 |
JBS SA | | 886,800 | 6,789,183 |
Klabin SA unit | | 892,300 | 3,743,222 |
Localiza Rent A Car SA | | 752,441 | 8,057,166 |
Lojas Renner SA | | 1,261,809 | 6,061,543 |
Magazine Luiza SA | | 3,841,832 | 3,792,138 |
Natura & Co. Holding SA (a) | | 1,130,019 | 4,249,042 |
Petro Rio SA (a) | | 896,600 | 4,842,124 |
Petroleo Brasileiro SA - Petrobras (ON) | | 3,718,811 | 25,153,377 |
Raia Drogasil SA | | 1,354,100 | 5,732,524 |
Rede D'Oregon Sao Luiz SA (c) | | 512,900 | 3,810,479 |
Rumo SA | | 1,661,600 | 5,501,753 |
Suzano Papel e Celulose SA | | 943,495 | 9,467,488 |
Telefonica Brasil SA | | 646,140 | 6,951,564 |
TIM SA | | 1,059,303 | 2,888,258 |
Totvs SA | | 679,300 | 4,392,686 |
Ultrapar Participacoes SA | | 925,100 | 2,445,627 |
Vale SA | | 4,431,147 | 74,650,883 |
Vale SA sponsored ADR | | 756,895 | 12,783,957 |
Vibra Energia SA | | 1,494,750 | 6,385,404 |
Weg SA | | 2,135,332 | 13,000,434 |
|
TOTAL BRAZIL | | | 326,948,164 |
|
British Virgin Islands - 0.0% | | | |
VK Co. Ltd. unit (a)(d) | | 120,267 | 46,596 |
Canada - 8.1% | | | |
Agnico Eagle Mines Ltd. (Canada) | | 577,630 | 33,624,078 |
Air Canada (a) | | 214,814 | 3,762,359 |
Algonquin Power & Utilities Corp. (b) | | 840,541 | 12,169,900 |
Alimentation Couche-Tard, Inc. Class A (multi-vtg.) | | 1,078,395 | 48,007,948 |
AltaGas Ltd. (b) | | 344,063 | 7,868,735 |
Ballard Power Systems, Inc. (a) | | 314,506 | 2,612,213 |
Bank of Montreal (b) | | 817,658 | 86,695,362 |
Bank of Nova Scotia | | 1,535,910 | 97,260,949 |
Barrick Gold Corp. (Canada) | | 2,250,580 | 50,191,972 |
Bausch Health Cos., Inc. (Canada) (a) | | 387,798 | 7,368,660 |
BCE, Inc. | | 93,245 | 4,957,485 |
BlackBerry Ltd. (a) | | 680,969 | 3,896,098 |
Brookfield Asset Management, Inc. (Canada) Class A | | 1,783,319 | 88,954,253 |
Brookfield Renewable Corp. | | 169,404 | 6,083,063 |
CAE, Inc. (a) | | 398,185 | 9,469,156 |
Cameco Corp. | | 501,173 | 12,940,418 |
Canadian Apartment Properties (REIT) unit (b) | | 116,516 | 4,563,955 |
Canadian Imperial Bank of Commerce | | 568,902 | 62,892,976 |
Canadian National Railway Co. | | 892,980 | 105,018,035 |
Canadian Natural Resources Ltd. | | 1,488,040 | 92,098,284 |
Canadian Pacific Railway Ltd. | | 1,173,805 | 85,861,874 |
Canadian Tire Ltd. Class A (non-vtg.) (b) | | 73,643 | 10,143,719 |
Canadian Utilities Ltd. Class A (non-vtg.) | | 155,520 | 4,675,345 |
CCL Industries, Inc. Class B | | 192,848 | 8,408,062 |
Cenovus Energy, Inc. (Canada) | | 1,661,003 | 30,707,836 |
CGI, Inc. Class A (sub. vtg.) (a) | | 275,334 | 21,955,564 |
Constellation Software, Inc. | | 25,333 | 39,870,807 |
Dollarama, Inc. | | 367,624 | 20,438,023 |
Emera, Inc. (b) | | 327,681 | 15,822,249 |
Empire Co. Ltd. Class A (non-vtg.) | | 222,889 | 7,361,678 |
Enbridge, Inc. | | 2,560,754 | 111,747,067 |
Fairfax Financial Holdings Ltd. (sub. vtg.) | | 31,587 | 17,355,946 |
First Quantum Minerals Ltd. | | 742,836 | 21,296,579 |
FirstService Corp. | | 50,712 | 6,323,161 |
Fortis, Inc. (b) | | 596,755 | 29,037,602 |
Franco-Nevada Corp. | | 242,100 | 36,613,232 |
George Weston Ltd. | | 95,836 | 11,922,710 |
GFL Environmental, Inc. (b) | | 205,464 | 6,189,590 |
Gildan Activewear, Inc. | | 243,391 | 8,247,235 |
Great-West Lifeco, Inc. | | 352,948 | 9,736,876 |
Hydro One Ltd. (c) | | 416,337 | 11,255,505 |
iA Financial Corp, Inc. | | 137,084 | 7,167,658 |
IGM Financial, Inc. | | 111,051 | 3,519,158 |
Imperial Oil Ltd. | | 307,327 | 15,473,405 |
Intact Financial Corp. | | 222,546 | 31,133,746 |
Ivanhoe Mines Ltd. (a) | | 769,669 | 6,171,012 |
Keyera Corp. (b) | | 292,103 | 7,246,583 |
Kinross Gold Corp. | | 1,594,374 | 8,054,713 |
Lightspeed Commerce, Inc. (Canada) (a) | | 141,325 | 3,158,402 |
Loblaw Companies Ltd. | | 213,552 | 19,534,111 |
Lundin Mining Corp. | | 840,409 | 7,673,684 |
Magna International, Inc. Class A (sub. vtg.) | | 361,217 | 21,768,902 |
Manulife Financial Corp. | | 2,453,724 | 47,980,031 |
Metro, Inc. | | 313,339 | 17,222,486 |
National Bank of Canada | | 428,891 | 29,953,762 |
Northland Power, Inc. | | 298,970 | 9,022,743 |
Nutrien Ltd. | | 721,550 | 70,905,283 |
Nuvei Corp. (a)(c) | | 84,900 | 4,747,765 |
Onex Corp. (sub. vtg.) | | 93,792 | 5,635,624 |
Open Text Corp. | | 338,083 | 13,540,163 |
Pan American Silver Corp. | | 272,406 | 6,747,497 |
Parkland Corp. (b) | | 199,256 | 5,659,792 |
Pembina Pipeline Corp. (b) | | 697,929 | 26,409,005 |
Power Corp. of Canada (sub. vtg.) | | 708,961 | 20,860,721 |
Quebecor, Inc. Class B (sub. vtg.) | | 209,778 | 4,936,433 |
Restaurant Brands International, Inc. | | 246,184 | 14,064,098 |
Restaurant Brands International, Inc. | | 113,857 | 6,500,096 |
RioCan (REIT) (b) | | 199,677 | 3,730,392 |
Ritchie Bros. Auctioneers, Inc. | | 139,032 | 7,658,043 |
Rogers Communications, Inc. Class B (non-vtg.) | | 448,153 | 24,412,678 |
Royal Bank of Canada (b) | | 1,800,540 | 181,855,031 |
Saputo, Inc. | | 313,582 | 6,702,963 |
Shaw Communications, Inc. Class B | | 563,242 | 16,774,716 |
Shopify, Inc. Class A (a) | | 143,679 | 61,461,037 |
Sun Life Financial, Inc. | | 739,888 | 36,808,658 |
Suncor Energy, Inc. | | 1,842,886 | 66,247,208 |
TC Energy Corp. (b) | | 1,241,265 | 65,655,203 |
Teck Resources Ltd. Class B (sub. vtg.) | | 598,443 | 23,608,836 |
TELUS Corp. | | 572,829 | 14,331,315 |
TFI International, Inc. (Canada) | | 105,718 | 8,504,183 |
The Toronto-Dominion Bank | | 2,303,419 | 166,375,471 |
Thomson Reuters Corp. | | 216,978 | 21,693,577 |
TMX Group Ltd. | | 70,753 | 7,203,351 |
Toromont Industries Ltd. | | 104,997 | 9,243,071 |
Tourmaline Oil Corp. | | 397,141 | 20,452,924 |
West Fraser Timber Co. Ltd. | | 118,674 | 10,430,453 |
Wheaton Precious Metals Corp. | | 571,128 | 25,598,840 |
WSP Global, Inc. (b) | | 147,679 | 17,222,798 |
|
TOTAL CANADA | | | 2,466,464,180 |
|
Cayman Islands - 5.2% | | | |
3SBio, Inc. (c) | | 1,874,500 | 1,322,445 |
51job, Inc. sponsored ADR (a)(b) | | 39,339 | 2,393,778 |
AAC Technology Holdings, Inc. (b) | | 944,000 | 2,204,980 |
Agile Property Holdings Ltd. | | 1,474,000 | 705,883 |
Airtac International Group | | 178,456 | 4,845,683 |
Akeso, Inc. (a)(c) | | 321,000 | 598,849 |
Alibaba Group Holding Ltd. (a) | | 19,185,324 | 234,016,622 |
Anta Sports Products Ltd. | | 1,390,600 | 15,981,464 |
Autohome, Inc. ADR Class A | | 96,442 | 2,803,569 |
Baidu, Inc. sponsored ADR (a) | | 351,181 | 43,606,145 |
BeiGene Ltd. ADR (a) | | 59,544 | 9,527,040 |
Bilibili, Inc. ADR (a)(b) | | 208,940 | 5,085,600 |
Bosideng International Holdings Ltd. | | 4,008,000 | 1,999,074 |
Budweiser Brewing Co. APAC Ltd. (c) | | 2,217,758 | 5,518,220 |
Chailease Holding Co. Ltd. | | 1,630,708 | 12,966,184 |
China Conch Environment Protection Holdings Ltd. (a) | | 1,195,959 | 1,007,806 |
China Conch Venture Holdings Ltd. | | 2,070,500 | 5,376,618 |
China Education Group Holdings Ltd. | | 1,289,000 | 1,098,534 |
China Evergrande Group (d) | | 5,001,000 | 1,051,567 |
China Feihe Ltd. (c) | | 4,542,000 | 4,318,388 |
China Hongqiao Group Ltd. | | 2,913,000 | 3,624,441 |
China Huishan Dairy Holdings Co. Ltd. (a)(d) | | 958,000 | 1 |
China Liansu Group Holdings Ltd. | | 1,380,000 | 1,725,734 |
China Literature Ltd. (a)(c) | | 516,400 | 2,169,976 |
China Medical System Holdings Ltd. | | 1,697,000 | 2,429,674 |
China Meidong Auto Holding Ltd. | | 728,000 | 2,396,120 |
China Mengniu Dairy Co. Ltd. | | 4,008,000 | 21,631,264 |
China Overseas Property Holdings Ltd. | | 1,675,000 | 1,982,709 |
China Resources Cement Holdings Ltd. | | 3,354,000 | 2,782,938 |
China Resources Land Ltd. | | 4,042,465 | 18,054,513 |
China Resources Microelectronics Ltd. (A Shares) | | 85,320 | 620,423 |
China Resources Mixc Lifestyle Services Ltd. (c) | | 721,000 | 3,463,911 |
China State Construction International Holdings Ltd. | | 2,719,750 | 3,510,216 |
ChinaSoft International Ltd. | | 3,354,000 | 2,713,858 |
Chindata Group Holdings Ltd. ADR (a) | | 145,383 | 907,190 |
Chow Tai Fook Jewellery Group Ltd. | | 2,577,600 | 4,321,922 |
CIFI Ever Sunshine Services Group Ltd. | | 1,002,000 | 1,327,053 |
CIFI Holdings Group Co. Ltd. | | 4,481,115 | 2,155,496 |
CK Asset Holdings Ltd. | | 2,515,139 | 17,050,482 |
CK Hutchison Holdings Ltd. | | 3,367,223 | 23,630,925 |
Country Garden Holdings Co. Ltd. | | 10,104,866 | 6,989,303 |
Country Garden Services Holdings Co. Ltd. | | 2,559,000 | 10,785,622 |
Dali Foods Group Co. Ltd. (c) | | 2,063,000 | 1,049,868 |
Daqo New Energy Corp. ADR (a) | | 75,240 | 3,127,727 |
Dongyue Group Co. Ltd. | | 1,778,000 | 2,093,210 |
ENN Energy Holdings Ltd. | | 1,004,100 | 13,449,996 |
ESR Cayman Ltd. (a)(c) | | 2,493,791 | 7,570,173 |
Futu Holdings Ltd. ADR (a)(b) | | 62,844 | 2,010,380 |
GDS Holdings Ltd. ADR (a)(b) | | 113,059 | 3,552,314 |
Geely Automobile Holdings Ltd. | | 7,756,000 | 11,992,240 |
Genscript Biotech Corp. (a) | | 1,464,000 | 4,135,216 |
Grab Holdings Ltd. (a)(b) | | 1,371,440 | 4,045,748 |
Greentown China Holdings Ltd. | | 1,080,000 | 1,896,588 |
Greentown Service Group Co. Ltd. | | 1,786,000 | 1,778,015 |
Haidilao International Holding Ltd. (b)(c) | | 1,427,000 | 2,769,805 |
Haitian International Holdings Ltd. | | 830,000 | 2,042,986 |
Hansoh Pharmaceutical Group Co. Ltd. (c) | | 1,468,000 | 2,417,987 |
Hello Group, Inc. ADR | | 213,949 | 1,138,209 |
Hengan International Group Co. Ltd. | | 831,500 | 3,929,525 |
Huazhu Group Ltd. ADR | | 224,487 | 6,788,487 |
HUTCHMED China Ltd. sponsored ADR (a) | | 105,185 | 1,587,242 |
Hygeia Healthcare Holdings Co. (c) | | 422,200 | 2,040,225 |
I-Mab ADR (a)(b) | | 47,171 | 591,524 |
Innovent Biologics, Inc. (a)(c) | | 1,520,000 | 4,714,191 |
iQIYI, Inc. ADR (a)(b) | | 411,492 | 1,464,912 |
JD Health International, Inc. (a)(c) | | 418,700 | 2,610,201 |
JD.com, Inc. Class A | | 2,533,449 | 78,989,282 |
Jinxin Fertility Group Ltd. (c) | | 1,609,000 | 1,008,507 |
Jiumaojiu International Holdings Ltd. (c) | | 944,000 | 2,076,877 |
JOYY, Inc. ADR | | 69,553 | 2,752,212 |
Kanzhun Ltd. ADR | | 107,007 | 2,517,875 |
KE Holdings, Inc. ADR (a) | | 453,384 | 6,428,985 |
Kingboard Chemical Holdings Ltd. | | 838,000 | 3,772,775 |
Kingboard Laminates Holdings Ltd. | | 1,246,000 | 1,911,309 |
Kingdee International Software Group Co. Ltd. (a) | | 3,343,000 | 6,821,705 |
Kingsoft Cloud Holdings Ltd. ADR (a)(b) | | 150,463 | 544,676 |
Kingsoft Corp. Ltd. | | 1,211,600 | 3,636,024 |
Kuaishou Technology Class B (a)(c) | | 611,000 | 4,989,294 |
KWG Group Holdings Ltd. | | 1,687,000 | 603,634 |
Lee & Man Paper Manufacturing Ltd. | | 1,638,000 | 783,527 |
Legend Biotech Corp. ADR (a) | | 123 | 4,938 |
Li Ning Co. Ltd. | | 2,982,000 | 23,242,213 |
Logan Property Holdings Co. Ltd. (b) | | 1,778,000 | 553,179 |
Longfor Properties Co. Ltd. (c) | | 2,275,500 | 11,269,612 |
Lufax Holding Ltd. ADR | | 770,472 | 4,276,120 |
Meituan Class B (a)(c) | | 5,169,690 | 110,767,878 |
Melco Crown Entertainment Ltd. sponsored ADR (a) | | 275,108 | 1,573,618 |
Microport Scientific Corp. | | 793,700 | 1,560,066 |
Ming Yuan Cloud Group Holdings Ltd. | | 663,000 | 861,118 |
Minth Group Ltd. | | 974,000 | 2,294,946 |
NetEase, Inc. | | 2,620,235 | 50,191,336 |
New Oriental Education & Technology Group, Inc. sponsored ADR (a) | | 185,073 | 2,322,666 |
NIO, Inc. sponsored ADR (a)(b) | | 1,662,168 | 27,758,206 |
Noah Holdings Ltd. sponsored ADR (a) | | 42,752 | 768,253 |
Parade Technologies Ltd. | | 96,000 | 4,567,992 |
Pinduoduo, Inc. ADR (a) | | 554,004 | 23,872,032 |
Ping An Healthcare and Technology Co. Ltd. (a)(b)(c) | | 564,700 | 1,389,845 |
Powerlong Real Estate Holding Ltd. | | 1,821,000 | 617,499 |
RLX Technology, Inc. ADR (a) | | 719,754 | 1,461,101 |
Sands China Ltd. (a) | | 3,030,465 | 6,679,677 |
Sany Heavy Equipment International Holdings Co. Ltd. | | 1,388,000 | 1,307,606 |
Sea Ltd. ADR (a) | | 404,342 | 33,463,344 |
Seazen Group Ltd. | | 2,464,000 | 1,040,761 |
Shenzhou International Group Holdings Ltd. | | 1,057,000 | 14,342,399 |
Shimao Property Holdings Ltd. (b)(d) | | 1,345,000 | 757,602 |
Shimao Services Holdings Ltd. (c) | | 1,395,000 | 736,256 |
Silergy Corp. | | 102,000 | 9,086,398 |
Sino Biopharmaceutical Ltd. | | 13,970,000 | 7,327,709 |
SITC International Holdings Co. Ltd. | | 1,727,000 | 5,741,359 |
Smoore International Holdings Ltd. (b)(c) | | 2,335,000 | 4,883,230 |
Sunac China Holdings Ltd. (d) | | 3,885,000 | 1,927,400 |
Sunac Services Holdings Ltd. (c) | | 1,383,000 | 753,723 |
Sunny Optical Technology Group Co. Ltd. | | 909,500 | 13,254,950 |
TAL Education Group ADR (a) | | 534,909 | 1,813,342 |
Tencent Holdings Ltd. | | 7,286,500 | 343,375,476 |
Tencent Music Entertainment Group ADR (a) | | 862,541 | 3,665,799 |
Tingyi (Cayman Islands) Holding Corp. | | 2,514,000 | 4,588,457 |
Tongcheng Travel Holdings Ltd. (a) | | 1,272,800 | 2,244,419 |
Topsports International Holdings Ltd. (c) | | 1,924,000 | 1,471,573 |
Trip.com Group Ltd. ADR (a) | | 645,970 | 15,277,191 |
Uni-President China Holdings Ltd. | | 1,686,000 | 1,477,445 |
Vinda International Holdings Ltd. (b) | | 423,000 | 1,019,936 |
Vipshop Holdings Ltd. ADR (a) | | 564,257 | 4,322,209 |
Want Want China Holdings Ltd. | | 6,015,000 | 5,429,542 |
Weibo Corp. sponsored ADR (a)(b) | | 80,681 | 1,866,958 |
Weimob, Inc. (a)(c) | | 2,475,000 | 1,450,398 |
WH Group Ltd. (c) | | 10,794,743 | 7,454,846 |
Wharf Real Estate Investment Co. Ltd. | | 2,069,349 | 9,751,948 |
Wuxi Biologics (Cayman), Inc. (a)(c) | | 4,531,500 | 33,446,171 |
Xiaomi Corp. Class B (a)(c) | | 18,227,000 | 27,747,660 |
Xinyi Glass Holdings Ltd. | | 2,317,467 | 5,128,118 |
Xinyi Solar Holdings Ltd. | | 6,219,450 | 9,244,753 |
XPeng, Inc. ADR (a) | | 494,510 | 12,169,891 |
Yadea Group Holdings Ltd. (c) | | 1,580,000 | 2,381,527 |
Yihai International Holding Ltd. | | 579,000 | 1,629,930 |
Zai Lab Ltd. ADR (a) | | 99,461 | 3,974,462 |
Zhen Ding Technology Holding Ltd. | | 848,230 | 3,005,080 |
Zhongsheng Group Holdings Ltd. Class H | | 814,000 | 5,378,764 |
ZTO Express, Inc. sponsored ADR | | 551,711 | 15,177,570 |
|
TOTAL CAYMAN ISLANDS | | | 1,591,484,168 |
|
Chile - 0.1% | | | |
Banco de Chile | | 58,544,299 | 5,845,780 |
Banco de Credito e Inversiones | | 62,995 | 1,949,479 |
Banco Santander Chile | | 86,929,701 | 4,182,567 |
Cencosud SA | | 1,823,210 | 2,918,385 |
Compania Cervecerias Unidas SA | | 148,443 | 992,220 |
Empresas CMPC SA | | 1,436,384 | 2,140,865 |
Empresas COPEC SA | | 482,901 | 3,550,576 |
Enel Americas SA | | 27,631,799 | 2,893,569 |
Enel Chile SA | | 31,768,169 | 837,828 |
Falabella SA | | 1,021,353 | 2,868,498 |
|
TOTAL CHILE | | | 28,179,767 |
|
China - 3.3% | | | |
360 Security Technology, Inc. (A Shares) (a) | | 788,800 | 968,489 |
37 Interactive Entertainment Network Technology Group Co. Ltd. (A Shares) | | 245,200 | 885,105 |
A-Living Smart City Services C (H Shares) (c) | | 721,750 | 1,141,499 |
Addsino Co. Ltd. (A Shares) | | 89,800 | 121,466 |
Advanced Micro-Fabrication Equipment, Inc., China (A Shares) (a) | | 42,874 | 672,903 |
AECC Aero-Engine Control Co. Ltd. (A Shares) | | 61,200 | 219,817 |
AECC Aviation Power Co. Ltd. | | 187,452 | 1,063,828 |
Agricultural Bank of China Ltd.: | | | |
(A Shares) | | 3,127,500 | 1,444,912 |
(H Shares) | | 36,382,000 | 13,645,503 |
Aier Eye Hospital Group Co. Ltd. (A Shares) | | 375,000 | 2,017,374 |
Air China Ltd.: | | | |
(A Shares) (a) | | 1,259,700 | 1,789,751 |
(H Shares) (a) | | 1,052,000 | 709,094 |
Aluminum Corp. of China Ltd.: | | | |
(A shares) (a) | | 950,100 | 672,238 |
(H Shares) (a) | | 5,108,000 | 2,342,425 |
Angel Yeast Co. Ltd. (A Shares) | | 41,700 | 241,200 |
Anhui Conch Cement Co. Ltd.: | | | |
(A Shares) | | 254,100 | 1,530,379 |
(H Shares) | | 1,644,000 | 8,933,554 |
Anhui Gujing Distillery Co. Ltd.: | | | |
(A Shares) | | 15,800 | 464,059 |
(B Shares) | | 158,900 | 2,114,172 |
Anhui Honglu Steel Construction Group Co. Ltd. | | 37,000 | 201,651 |
Anhui Kouzi Distillery Co. Ltd. (A Shares) | | 31,400 | 241,871 |
Anhui Yingjia Distillery Co. Ltd. (A Shares) | | 55,900 | 482,469 |
Anjoy Foods Group Co. Ltd. (A Shares) | | 13,100 | 255,572 |
Apeloa Pharmaceutical Co. Ltd. A Shares | | 70,000 | 196,548 |
Asymchem Laboratories Tianjin Co. Ltd. (A Shares) | | 20,000 | 801,877 |
Autel Intelligent Technology Corp. Ltd. (A Shares) | | 47,839 | 202,696 |
Autobio Diagnostics Co. Ltd. | | 35,200 | 242,690 |
Avary Holding Shenzhen Co. Ltd. (A Shares) | | 123,800 | 546,657 |
AVIC Capital Co. Ltd. (A Shares) | | 584,900 | 338,506 |
AVIC Electromechanical Systems Co. Ltd. (A Shares) | | 200,500 | 298,212 |
AviChina Industry & Technology Co. Ltd. (H Shares) | | 3,499,000 | 1,898,422 |
Avicopter PLC (A Shares) | | 35,900 | 230,258 |
Bank of Beijing Co. Ltd. (A Shares) | | 1,592,200 | 1,097,112 |
Bank of Changsha Co. Ltd. (A Shares) | | 913,500 | 1,022,169 |
Bank of Chengdu Co. Ltd. (A Shares) | | 202,100 | 510,163 |
Bank of China Ltd.: | | | |
(A Shares) | | 4,596,600 | 2,241,457 |
(H Shares) | | 97,950,024 | 38,433,886 |
Bank of Communications Co. Ltd.: | | | |
(A Shares) | | 753,200 | 576,743 |
(H Shares) | | 13,851,200 | 9,638,898 |
Bank of Hangzhou Co. Ltd. (A Shares) | | 550,431 | 1,263,789 |
Bank of Jiangsu Co. Ltd. (A Shares) | | 1,141,660 | 1,257,150 |
Bank of Nanjing Co. Ltd. (A Shares) | | 590,500 | 1,030,418 |
Bank of Ningbo Co. Ltd. (A Shares) | | 408,210 | 2,222,681 |
Bank of Shanghai Co. Ltd. (A Shares) | | 1,062,500 | 1,039,788 |
Baoshan Iron & Steel Co. Ltd. (A Shares) | | 1,355,400 | 1,314,767 |
BBMG Corp. (A Shares) | | 647,300 | 273,158 |
Beijing BDStar Navigation Co. Ltd. (A Shares) (a) | | 37,900 | 157,554 |
Beijing Capital International Airport Co. Ltd. (H Shares) (a) | | 2,426,000 | 1,325,342 |
Beijing Dabeinong Technology Group Co. Ltd. (A Shares) | | 239,800 | 258,468 |
Beijing E-Hualu Information Technology Co. Ltd. (A Shares) | | 39,800 | 87,347 |
Beijing Easpring Material Technology Co. Ltd. (A Shares) | | 36,400 | 363,575 |
Beijing Enlight Media Co. Ltd. (A Shares) | | 153,700 | 167,901 |
Beijing Kingsoft Office Software, Inc. (A Shares) | | 29,182 | 826,499 |
Beijing New Building Materials PLC (A Shares) | | 87,000 | 379,440 |
Beijing Originwater Technology Co. Ltd. (A Shares) | | 167,400 | 117,864 |
Beijing Roborock Technology Co. Ltd. (A Shares) | | 5,042 | 435,607 |
Beijing Shiji Information Technology Co. Ltd. (A Shares) | | 64,680 | 174,786 |
Beijing Shunxin Agriculture Co. Ltd. | | 38,600 | 118,687 |
Beijing Sinnet Technology Co. Ltd. (A Shares) | | 72,700 | 105,345 |
Beijing Tiantan Biological Products Corp. Ltd. (A Shares) | | 67,080 | 198,651 |
Beijing United Information Technology Co. Ltd. (A Shares) | | 30,400 | 440,983 |
Beijing Wantai Biological Pharmacy Enterprise Co. Ltd. (A Shares) | | 45,385 | 1,103,947 |
Beijing Yuanliu Hongyuan Electronic Technology Co. Ltd. (A Shares) | | 18,400 | 324,863 |
Beijing-Shanghai High Speed Railway Co. Ltd. (A Shares) | | 2,539,500 | 1,755,866 |
Betta Pharmaceuticals Co. Ltd. (A Shares) | | 21,800 | 140,879 |
BGI Genomics Co. Ltd. | | 22,000 | 208,724 |
BOC International China Co. Ltd. | | 178,000 | 333,161 |
BOE Technology Group Co. Ltd. (A Shares) | | 3,560,100 | 2,033,180 |
By-Health Co. Ltd. (A Shares) | | 80,300 | 242,491 |
BYD Co. Ltd.: | | | |
(A Shares) | | 115,300 | 4,182,214 |
(H Shares) | | 1,067,500 | 31,066,092 |
C&S Paper Co. Ltd. (A Shares) | | 75,600 | 119,514 |
Caitong Securities Co. Ltd. | | 271,960 | 290,516 |
CanSino Biologics, Inc.: | | | |
(A Shares) (a) | | 20,069 | 460,337 |
(H Shares) (a)(c) | | 77,200 | 819,169 |
CECEP Solar Energy Co. Ltd. (A Shares) | | 288,800 | 289,705 |
CECEP Wind-Power Corp. (A Shares) | | 460,100 | 277,526 |
CGN Power Co. Ltd. (H Shares) (c) | | 14,610,000 | 4,105,463 |
Chacha Food Co. Ltd. (A Shares) | | 27,900 | 223,216 |
Changchun High & New Technology Industry Group, Inc. (A Shares) | | 24,900 | 587,285 |
Changjiang Securities Co. Ltd. (A Shares) | | 305,600 | 254,288 |
Changzhou Xingyu Automotive Lighting Systems Co. Ltd. (A Shares) | | 14,900 | 286,599 |
Chaozhou Three-Circle Group Co. (A Shares) | | 93,100 | 401,047 |
Chengtun Mining Group Co. Ltd. (A Shares) | | 267,800 | 279,243 |
Chengxin Lithium Group Co. Ltd. (A Shares) (a) | | 66,100 | 437,808 |
Chifeng Jilong Gold Mining Co. Ltd. (A Shares) (a) | | 89,800 | 248,606 |
China Baoan Group Co. Ltd. (A Shares) | | 186,000 | 250,321 |
China Bohai Bank Co. Ltd. (H Shares) (c) | | 4,005,500 | 655,141 |
China Cinda Asset Management Co. Ltd. (H Shares) | | 12,363,000 | 2,084,710 |
China CITIC Bank Corp. Ltd.: | | | |
(A Shares) | | 308,300 | 233,720 |
(H Shares) | | 11,299,293 | 5,742,864 |
China Coal Energy Co. Ltd. (H Shares) | | 2,577,000 | 2,169,489 |
China Communications Services Corp. Ltd. (H Shares) | | 2,958,000 | 1,347,194 |
China Construction Bank Corp.: | | | |
(A Shares) | | 4,020,200 | 3,675,966 |
(H Shares) | | 117,587,649 | 83,769,351 |
China CSSC Holdings Ltd. (A Shares) | | 287,000 | 676,898 |
China Eastern Airlines Corp. Ltd. (A Shares) (a) | | 729,400 | 517,459 |
China Energy Engineering Corp. Ltd. (A Shares) (a) | | 2,557,000 | 928,294 |
China Everbright Bank Co. Ltd.: | | | |
(A Shares) | | 4,317,300 | 2,075,374 |
(H Shares) | | 2,628,000 | 952,040 |
China Galaxy Securities Co. Ltd. (H Shares) | | 5,419,000 | 2,947,519 |
China Great Wall Securities Co. Ltd. (A Shares) | | 112,800 | 139,298 |
China Greatwall Technology Group Co. Ltd. (A Shares) | | 152,400 | 206,276 |
China International Capital Corp. Ltd. | | 108,600 | 609,658 |
China International Capital Corp. Ltd. (H Shares) (c) | | 1,733,600 | 3,474,783 |
China International Travel Service Corp. Ltd. (A Shares) | | 133,000 | 3,607,906 |
China Jushi Co. Ltd. (A Shares) | | 211,340 | 498,569 |
China Life Insurance Co. Ltd.: | | | |
(A Shares) | | 318,500 | 1,217,423 |
(H Shares) | | 9,155,000 | 13,303,797 |
China Longyuan Power Grid Corp. Ltd. (H Shares) | | 4,284,000 | 8,263,034 |
China Merchants Bank Co. Ltd.: | | | |
(A Shares) | | 716,800 | 4,306,489 |
(H Shares) | | 5,690,691 | 34,299,219 |
China Merchants Securities Co. Ltd. (A Shares) | | 479,200 | 919,803 |
China Merchants Shekou Industrial Zone Holdings Co. Ltd. (A Shares) | | 650,200 | 1,540,037 |
China Minmetals Rare Earth Co. Ltd. (A Shares) | | 78,500 | 272,618 |
China Minsheng Banking Corp. Ltd.: | | | |
(A Shares) | | 1,905,200 | 1,064,021 |
(H Shares) | | 8,611,832 | 3,265,548 |
China Molybdenum Co. Ltd.: | | | |
(A Shares) | | 384,300 | 268,681 |
(H Shares) | | 5,793,000 | 2,880,851 |
China National Building Materials Co. Ltd. (H Shares) | | 5,492,000 | 7,308,824 |
China National Chemical Engineering Co. Ltd. (A Shares) | | 327,100 | 447,471 |
China National Medicines Corp. Ltd. (A Shares) | | 78,600 | 349,125 |
China National Nuclear Power Co. Ltd. (A Shares) | | 1,205,400 | 1,287,939 |
China Northern Rare Earth Group High-Tech Co. Ltd. | | 253,300 | 1,199,027 |
China Oilfield Services Ltd. (H Shares) | | 2,410,000 | 2,467,262 |
China Pacific Insurance (Group) Co. Ltd. | | 109,600 | 342,504 |
China Pacific Insurance (Group) Co. Ltd. (H Shares) | | 4,199,000 | 9,309,076 |
China Petroleum & Chemical Corp.: | | | |
(A Shares) | | 2,332,000 | 1,522,038 |
(H Shares) | | 31,237,800 | 15,290,033 |
China Railway Group Ltd.: | | | |
(A Shares) | | 2,481,900 | 2,652,178 |
(H Shares) | | 3,849,000 | 2,695,698 |
China Railway Signal & Communications Corp. (A Shares) | | 645,958 | 420,607 |
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. (A Shares) | | 60,700 | 337,780 |
China Shenhua Energy Co. Ltd.: | | | |
(A Shares) | | 215,300 | 997,832 |
(H Shares) | | 4,664,500 | 14,902,409 |
China Southern Airlines Ltd.: | | | |
(A Shares) (a) | | 1,312,000 | 1,284,689 |
(H Shares) (a) | | 1,256,000 | 701,460 |
China State Construction Engineering Corp. Ltd. (A Shares) | | 2,840,440 | 2,688,147 |
China Suntien Green Energy Corp. Ltd. (H Shares) | | 2,312,000 | 1,305,171 |
China Three Gorges Renewables Group Co. Ltd. (A Shares) | | 2,089,600 | 1,826,900 |
China Tower Corp. Ltd. (H Shares) (c) | | 54,040,000 | 6,306,975 |
China TransInfo Technology Co. Ltd. (A Shares) | | 83,100 | 106,745 |
China United Network Communications Ltd. (A Shares) | | 4,044,400 | 2,147,296 |
China Vanke Co. Ltd.: | | | |
(A Shares) | | 588,900 | 1,724,475 |
(H Shares) | | 2,322,900 | 5,477,401 |
China Yangtze Power Co. Ltd. (A Shares) | | 1,760,400 | 6,031,434 |
China Zhenhua (Group) Science & Technology Co. Ltd. (A Shares) | | 41,200 | 653,356 |
China Zheshang Bank Co. Ltd. | | 1,543,400 | 771,021 |
Chongqing Brewery Co. Ltd. (A Shares) (a) | | 41,600 | 783,174 |
Chongqing Changan Automobile Co. Ltd. (A Shares) | | 473,280 | 740,217 |
Chongqing Fuling Zhacai Group Co. Ltd. Group (A Shares) | | 42,300 | 222,021 |
Chongqing Rural Commercial Bank Co. Ltd.: | | | |
(A Shares) | | 198,300 | 115,588 |
(H Shares) | | 1,395,000 | 541,676 |
Chongqing Zhifei Biological Products Co. Ltd. (A Shares) | | 109,900 | 1,564,079 |
CITIC Securities Co. Ltd.: | | | |
(A Shares) | | 410,405 | 1,209,711 |
(H Shares) | | 4,356,775 | 9,572,418 |
CNGR Advanced Material Co. Ltd. | | 32,400 | 407,104 |
CNNC Hua Yuan Titanium Dioxide Co. Ltd. (A Shares) | | 209,500 | 230,886 |
Contemporary Amperex Technology Co. Ltd. | | 166,100 | 10,121,331 |
COSCO Shipping Development Co. Ltd. (A Shares) | | 962,000 | 446,026 |
COSCO Shipping Energy Transportation Co. Ltd. (A Shares) | | 331,800 | 394,032 |
COSCO SHIPPING Holdings Co. Ltd.: | | | |
(A Shares) | | 634,170 | 1,364,935 |
(H Shares) | | 4,692,100 | 7,299,794 |
CRRC Corp. Ltd. (A Shares) | | 5,539,300 | 4,213,719 |
CSC Financial Co. Ltd. (A Shares) | | 295,500 | 953,362 |
Daan Gene Co. Ltd. | | 79,840 | 216,856 |
Daqin Railway Co. Ltd. (A Shares) | | 1,014,000 | 1,019,251 |
DaShenLin Pharmaceutical Group Co. Ltd. | | 41,400 | 164,576 |
DHC Software Co. Ltd. (A Shares) | | 663,800 | 578,618 |
Do-Fluoride New Materials Co. Ltd. (A Shares) | | 70,000 | 329,866 |
Dong E-E-Jiao Co. Ltd. (A Shares) | | 53,400 | 243,446 |
Dongfang Electric Corp. Ltd. (A Shares) | | 139,524 | 263,001 |
Dongfeng Motor Group Co. Ltd. (H Shares) | | 3,668,000 | 2,675,790 |
Dongxing Securities Co. Ltd. (A Shares) | | 241,600 | 298,488 |
East Money Information Co. Ltd. (A Shares) | | 980,817 | 3,333,589 |
Ecovacs Robotics Co. Ltd. Class A | | 31,300 | 506,668 |
ENN Natural Gas Co. Ltd. (A Shares) | | 148,700 | 366,681 |
Eve Energy Co. Ltd. (A shares) | | 133,729 | 1,304,817 |
Everbright Securities Co. Ltd. (A Shares) | | 203,800 | 348,285 |
Fangda Carbon New Material Co. Ltd. (A Shares) | | 224,487 | 238,033 |
FAW Jiefang Group Co. Ltd. (A Shares) | | 156,700 | 191,283 |
Fiberhome Telecommunication Technologies Co. Ltd. (A Shares) | | 89,200 | 180,131 |
First Capital Securities Co. Ltd. (A Shares) | | 221,400 | 184,099 |
Flat Glass Group Co. Ltd. | | 87,000 | 311,097 |
Flat Glass Group Co. Ltd. (A Shares) | | 347,700 | 2,107,583 |
Focus Media Information Technology Co. Ltd. (A Shares) | | 947,940 | 829,753 |
Foshan Haitian Flavouring & Food Co. Ltd. (A Shares) | | 283,386 | 3,473,710 |
Founder Securities Co. Ltd. (A Shares) | | 428,400 | 393,646 |
Foxconn Industrial Internet Co. Ltd. (A Shares) | | 607,594 | 870,504 |
Fujian Sunner Development Co. Ltd. A Shares (a) | | 72,200 | 177,102 |
Fuyao Glass Industries Group Co. Ltd.: | | | |
(A Shares) | | 124,600 | 664,578 |
(H Shares) (c) | | 837,200 | 3,420,545 |
G-bits Network Technology Xiamen Co. Ltd. (A Shares) | | 13,100 | 664,184 |
Ganfeng Lithium Co. Ltd. (A Shares) | | 188,400 | 3,114,384 |
GCL System Integration Technology Co. Ltd. (a) | | 270,800 | 111,789 |
GD Power Development Co. Ltd. (A Shares) | | 1,884,200 | 854,308 |
GEM Co. Ltd. (A Shares) | | 254,300 | 256,957 |
Gemdale Corp. (A Shares) | | 245,600 | 531,454 |
GF Securities Co. Ltd.: | | | |
(A Shares) | | 70,600 | 169,399 |
(H Shares) | | 2,165,000 | 2,705,936 |
Giant Network Group Co. Ltd. (A Shares) | | 426,800 | 529,200 |
Gigadevice Semiconductor Beijing, Inc. (A Shares) | | 47,384 | 879,004 |
Ginlong Technologies Co. Ltd. (A Shares) | | 18,300 | 528,410 |
GoerTek, Inc. (A Shares) | | 260,500 | 1,366,188 |
Gotion High-tech Co. Ltd. (A Shares) (a) | | 69,900 | 280,352 |
Great Wall Motor Co. Ltd.: | | | |
(A Shares) | | 160,400 | 595,194 |
(H Shares) | | 4,181,000 | 5,855,184 |
Gree Electric Appliances, Inc. of Zhuhai (A Shares) | | 229,700 | 1,078,454 |
Greenland Holdings Corp. Ltd. (A Shares) | | 2,459,820 | 1,783,192 |
GRG Banking Equipment Co. Ltd. (A Shares) | | 127,700 | 163,775 |
Guangdong Haid Group Co. Ltd. (A Shares) | | 106,100 | 985,565 |
Guangdong Kinlong Hardware Products Co. Ltd. (A Shares) | | 17,200 | 201,140 |
Guanghui Energy Co. Ltd. (A Shares) (a) | | 376,500 | 503,550 |
Guangzhou Automobile Group Co. Ltd. | | 12,200 | 22,275 |
Guangzhou Automobile Group Co. Ltd. (H Shares) | | 3,739,526 | 3,170,730 |
Guangzhou Baiyunshan Pharma Health (A Shares) | | 79,500 | 348,269 |
Guangzhou Haige Communications Group (A Shares) | | 113,500 | 154,836 |
Guangzhou Kingmed Diagnostics Group Co. Ltd. (A Shares) | | 24,900 | 305,257 |
Guangzhou R&F Properties Co. Ltd. (H Shares) (b) | | 1,932,000 | 717,212 |
Guangzhou Shiyuan Electronic Technology Co. Ltd. (A Shares) | | 33,100 | 382,860 |
Guangzhou Tinci Materials Technology Co. Ltd. (A Shares) | | 66,470 | 743,227 |
Guangzhou Yuexiu Financial Holdings Group Co. Ltd. (A Shares) | | 132,975 | 147,045 |
Guolian Securities Co. Ltd. | | 84,200 | 118,003 |
Guosen Securities Co. Ltd. (A Shares) | | 542,800 | 790,318 |
Guotai Junan Securities Co. Ltd. (A Shares) | | 649,900 | 1,422,909 |
Guoyuan Securities Co. Ltd. (A Shares) | | 276,900 | 250,821 |
Haier Smart Home Co. Ltd. | | 2,973,400 | 10,504,414 |
Haier Smart Home Co. Ltd. (A Shares) | | 369,300 | 1,432,157 |
Haitong Securities Co. Ltd.: | | | |
(A Shares) | | 65,000 | 88,277 |
(H Shares) | | 5,156,000 | 3,600,815 |
Hanergy Mobile Energy Holding (a)(d) | | 1,902,000 | 2 |
Hangzhou First Applied Material Co. Ltd. (A Shares) | | 58,500 | 810,080 |
Hangzhou Great Star Industrial Co. Ltd. (A Shares) (a) | | 91,900 | 213,286 |
Hangzhou Oxygen Plant Group Co. Ltd. (A Shares) | | 68,500 | 269,070 |
Hangzhou Robam Appliances Co. Ltd. (A Shares) | | 60,000 | 278,534 |
Hangzhou Silan Microelectronics Co. Ltd. (A Shares) | | 79,400 | 494,647 |
Hangzhou Tigermed Consulting Co. Ltd.: | | | |
(A Shares) | | 123,207 | 1,650,423 |
(H Shares) (c) | | 35,600 | 345,017 |
Hefei Meiya Optoelectronic Technology, Inc. (A Shares) | | 64,800 | 220,756 |
Heilongjiang Agriculture Co. Ltd. (A Shares) | | 97,800 | 207,449 |
Henan Shuanghui Investment & Development Co. Ltd. (A Shares) | | 197,900 | 886,338 |
Hengli Petrochemical Co. Ltd. (A Shares) | | 353,160 | 1,107,850 |
Hengtong Optic-electric Co. Ltd. (A Shares) | | 265,400 | 401,178 |
Hengyi Petrochemical Co. Ltd. (A Shares) | | 197,110 | 226,476 |
Hesteel Co. Ltd. (A Shares) | | 773,200 | 271,072 |
Hithink RoyalFlush Information Network Co. Ltd. (A Shares) | | 27,400 | 337,139 |
Hongfa Technology Co. Ltd. (A Shares) | | 39,800 | 289,409 |
Hoshine Silicon Industry Co. Ltd. (A Shares) | | 33,200 | 395,180 |
Huadian Power International Corp. Ltd. (A Shares) | | 448,900 | 252,294 |
Huadong Medicine Co. Ltd. (A Shares) | | 93,060 | 476,145 |
Huafon Chemical Co. Ltd. (A Shares) | | 302,200 | 353,169 |
Huagong Tech Co. Ltd. (A Shares) | | 79,200 | 199,795 |
Hualan Biological Engineer, Inc. (A Shares) | | 94,650 | 237,395 |
Huaneng Power International, Inc.: | | | |
(A Shares) | | 685,900 | 748,543 |
(H Shares) | | 4,236,000 | 2,127,931 |
Huatai Securities Co. Ltd.: | | | |
(A Shares) | | 246,600 | 492,961 |
(H Shares) (c) | | 2,469,400 | 3,394,022 |
HUAXI Securities Co. Ltd. | | 156,800 | 164,396 |
Huaxia Bank Co. Ltd. (A Shares) | | 1,922,564 | 1,579,673 |
Huaxin Cement Co. Ltd. (A Shares) | | 72,800 | 239,734 |
Huayu Automotive Systems Co. Ltd. (A Shares) | | 273,200 | 803,211 |
Hubei Xingfa Chemicals Group Co. Ltd. (A Shares) | | 90,900 | 435,651 |
Huizhou Desay SV Automotive Co. Ltd. | | 31,500 | 562,908 |
Humanwell Healthcare Group Co. Ltd. (A Shares) | | 76,900 | 181,020 |
Hunan Valin Steel Co. Ltd. (A Shares) | | 314,400 | 274,742 |
Hundsun Technologies, Inc. (A Shares) | | 146,053 | 836,943 |
iFlytek Co. Ltd. (A Shares) | | 199,200 | 1,102,454 |
IMEIK Technology Development Co. Ltd. (A Shares) | | 17,600 | 1,364,626 |
Industrial & Commercial Bank of China Ltd.: | | | |
(A Shares) | | 3,444,700 | 2,484,308 |
(H Shares) | | 72,857,008 | 43,918,693 |
Industrial Bank Co. Ltd. (A Shares) | | 1,482,400 | 4,557,019 |
Industrial Securities Co. Ltd. (A Shares) | | 594,900 | 580,480 |
Ingenic Semiconductor Co. Ltd. (A Shares) | | 32,500 | 360,604 |
Inner Mongoli Yili Industries Co. Ltd. (A Shares) | | 388,200 | 2,248,983 |
Inner Mongolia Baotou Steel Union Co. Ltd. (A Shares) (a) | | 3,410,100 | 961,151 |
Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd. (A Shares) | | 454,000 | 298,300 |
Inner Mongolia Yuan Xing Energy Co. Ltd. (A Shares) | | 323,600 | 411,558 |
Inspur Electronic Information Industry Co. Ltd. (A Shares) | | 70,834 | 262,473 |
Intco Medical Technology Co. Ltd. (A Shares) | | 26,400 | 114,394 |
JA Solar Technology Co. Ltd. (A Shares) | | 112,600 | 1,369,923 |
Jafron Biomedical Co. Ltd. (A Shares) | | 41,600 | 258,871 |
Jason Furniture Hangzhou Co. Ltd. (A Shares) | | 33,100 | 289,333 |
JCET Group Co. Ltd. (A Shares) | | 123,800 | 399,684 |
Jiangsu Eastern Shenghong Co. Ltd. | | 200,200 | 367,888 |
Jiangsu Expressway Co. Ltd. (H Shares) | | 1,174,000 | 1,159,885 |
Jiangsu Hengli Hydraulic Co. Ltd. | | 102,432 | 706,759 |
Jiangsu Hengrui Medicine Co. Ltd. (A Shares) | | 477,366 | 2,119,764 |
Jiangsu King's Luck Brewery JSC Ltd. (A Shares) | | 106,200 | 715,373 |
Jiangsu Yanghe Brewery JSC Ltd. (A Shares) | | 115,200 | 2,748,734 |
Jiangsu Yangnong Chemical Co. Ltd. (A Shares) | | 17,600 | 347,490 |
Jiangsu Yoke Technology Co. Ltd. (A Shares) | | 36,600 | 246,435 |
Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. (A Shares) | | 56,900 | 204,525 |
Jiangsu Zhongtian Technology Co. Ltd. (A Shares) | | 167,400 | 408,837 |
Jiangxi Copper Co. Ltd. (H Shares) | | 1,719,000 | 2,688,902 |
Jiangxi Zhengbang Technology Co. Ltd. (A Shares) | | 130,400 | 114,260 |
Jinke Properties Group Co. Ltd. (A Shares) | | 268,300 | 181,556 |
JiuGui Liquor Co. Ltd. (A Shares) | | 17,400 | 391,598 |
Joincare Pharmaceutical Group Industry Co. Ltd. (A Shares) | | 132,100 | 221,572 |
Joinn Laboratories China Co. Ltd. (A Shares) | | 23,800 | 355,152 |
Jointown Pharmaceutical Group (A Shares) | | 111,500 | 215,639 |
Jonjee Hi-Tech Industrial & Commercial Holding Co. Ltd. (A Shares) | | 41,000 | 154,137 |
Juewei Food Co. Ltd. | | 31,000 | 204,610 |
Kingfa Sci & Tech Co. Ltd. (A Shares) | | 145,100 | 180,624 |
Kuang-Chi Technologies Co. Ltd. (A Shares) (a) | | 110,100 | 219,322 |
Kunlun Tech Co. Ltd. (A Shares) | | 174,800 | 376,431 |
Kweichow Moutai Co. Ltd. (A Shares) | | 89,200 | 24,617,139 |
Lakala Payment Co. Ltd. (A Shares) | | 42,500 | 113,836 |
Laobaixing Pharmacy Chain JSC (A Shares) | | 21,800 | 105,671 |
Lb Group Co. Ltd. (A Shares) | | 141,300 | 387,265 |
Lens Technology Co. Ltd. (A Shares) | | 293,800 | 446,928 |
Lepu Medical Technology Beijing Co. Ltd. (A Shares) | | 85,600 | 219,489 |
Leyard Optoelectronic Co. Ltd. (A Shares) | | 166,100 | 149,075 |
Lingyi iTech Guangdong Co. (A Shares) (a) | | 498,800 | 319,655 |
Livzon Pharmaceutical Group, Inc. (A Shares) | | 44,700 | 224,210 |
LONGi Green Energy Technology Co. Ltd. | | 394,262 | 3,985,981 |
Luoyang Xinqianglian Slewing Bearing Co. Ltd. (A Shares) | | 14,100 | 255,923 |
Luxi Chemical Group Co. Ltd. (d) | | 137,600 | 378,954 |
Luxshare Precision Industry Co. Ltd. (A Shares) | | 513,882 | 2,375,375 |
Luzhou Laojiao Co. Ltd. (A Shares) | | 105,800 | 3,346,659 |
Mango Excellent Media Co. Ltd. (A Shares) | | 108,994 | 583,574 |
Maxscend Microelectronics Co. Ltd. (A Shares) | | 20,260 | 561,274 |
Meinian Onehealth Healthcare Holdings Co. Ltd. (A Shares) (a) | | 207,764 | 156,042 |
Metallurgical Corp. China Ltd. (A Shares) | | 1,480,200 | 779,018 |
Mianyang Fulin Precision Co. Ltd. (A Shares) (a) | | 64,800 | 193,032 |
Ming Yang Smart Energy Group Ltd. (A Shares) | | 151,200 | 499,898 |
Montage Technology Co. Ltd. (A Shares) | | 52,006 | 453,171 |
Muyuan Foodstuff Co. Ltd. (A Shares) | | 379,970 | 2,972,008 |
Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd. | | 124,199 | 482,552 |
Nanjing Securities Co. Ltd. (A Shares) | | 200,400 | 224,191 |
NARI Technology Co. Ltd. (A Shares) | | 416,320 | 1,995,101 |
National Silicon Industry Group Co. Ltd. (A Shares) (a) | | 164,661 | 512,752 |
NAURA Technology Group Co. Ltd. | | 33,700 | 1,197,889 |
NavInfo Co. Ltd. (A Shares) (a) | | 97,500 | 181,839 |
New China Life Insurance Co. Ltd. | | 69,700 | 312,524 |
New China Life Insurance Co. Ltd. (H Shares) | | 1,292,500 | 3,274,806 |
New Hope Liuhe Co. Ltd. (A Shares) (a) | | 431,900 | 911,110 |
Ninestar Corp. (A Shares) | | 53,500 | 328,396 |
Ningbo Joyson Electronic Corp. (A shares) | | 75,500 | 123,418 |
Ningbo Ronbay New Energy Technology Co. Ltd. (A Shares) | | 36,112 | 497,155 |
Ningbo Shanshan Co. Ltd. (A Shares) | | 172,800 | 571,542 |
Ningbo Tuopu Group Co. Ltd. (A Shares) | | 56,700 | 441,750 |
Ningxia Baofeng Energy Group Co. Ltd. | | 385,100 | 815,115 |
Nongfu Spring Co. Ltd. (H Shares) (b)(c) | | 2,247,600 | 11,894,134 |
North Industries Group Red Arrow Co. Ltd. (A Shares) (a) | | 113,800 | 357,268 |
Northeast Securities Co. Ltd. (A Shares) | | 138,100 | 135,745 |
Offshore Oil Enginering Co. Ltd. (A Shares) | | 155,000 | 95,503 |
OFILM Group Co. Ltd. (A Shares) (a) | | 140,800 | 117,030 |
Oppein Home Group, Inc. (A Shares) | | 35,100 | 616,365 |
Orient Securities Co. Ltd. (A Shares) | | 447,872 | 612,861 |
Ovctek China, Inc. (A Shares) | | 44,729 | 248,813 |
Pangang Group Vanadium Titanium & Resources Co. Ltd. (A Shares) (a) | | 432,800 | 201,458 |
People's Insurance Co. of China Group Ltd.: | | | |
(A Shares) | | 3,070,700 | 2,022,265 |
(H Shares) | | 5,931,000 | 1,889,342 |
Perfect World Co. Ltd. (A Shares) | | 260,250 | 577,455 |
PetroChina Co. Ltd.: | | | |
(A Shares) | | 934,500 | 754,949 |
(H Shares) | | 27,754,000 | 13,174,658 |
PharmaBlock Sciences (Nanjing), Inc. (A Shares) | | 20,500 | 235,622 |
Pharmaron Beijing Co. Ltd.: | | | |
(A Shares) | | 40,100 | 756,232 |
(H Shares) (c) | | 194,800 | 2,447,166 |
PICC Property & Casualty Co. Ltd. (H Shares) | | 8,852,001 | 9,053,999 |
Ping An Bank Co. Ltd. (A Shares) | | 1,374,900 | 3,167,992 |
Ping An Insurance Group Co. of China Ltd.: | | | |
(A Shares) | | 1,336,377 | 8,948,846 |
(H Shares) | | 7,493,000 | 47,361,147 |
Poly Developments & Holdings (A Shares) | | 834,100 | 2,289,322 |
Postal Savings Bank of China Co. Ltd. | | 2,355,900 | 1,914,480 |
Postal Savings Bank of China Co. Ltd. (H Shares) (c) | | 10,022,000 | 7,598,479 |
Power Construction Corp. of China Ltd. (A Shares) | | 1,148,139 | 1,334,477 |
Proya Cosmetics Co. Ltd. (A Shares) | | 11,700 | 355,956 |
Qingdao Rural Commercial Bank Corp. (A Shares) | | 280,900 | 143,567 |
Raytron Technology Co. Ltd. (A Shares) | | 29,574 | 159,417 |
Risesun Real Estate Development Co. Ltd. (A Shares) | | 1,532,200 | 867,426 |
Riyue Heavy Industry Co. Ltd. (A Shares) | | 72,200 | 176,406 |
Rongsheng Petrochemical Co. Ltd. (A Shares) | | 789,950 | 1,623,266 |
SAIC Motor Corp. Ltd. (A Shares) | | 503,600 | 1,205,984 |
Sailun Group Co. Ltd. A Shares | | 217,800 | 315,241 |
Sangfor Technologies, Inc. | | 26,600 | 355,959 |
Sany Heavy Industry Co. Ltd. (A Shares) | | 675,600 | 1,675,589 |
Satellite Chemical Co. Ltd. (A Shares) | | 119,140 | 646,214 |
SDIC Capital Co. Ltd. | | 628,824 | 606,033 |
SDIC Power Holdings Co. Ltd. (A Shares) | | 386,200 | 563,511 |
Sealand Securities Co. Ltd. (A Shares) | | 393,590 | 198,850 |
Seazen Holdings Co. Ltd. (A Shares) | | 154,900 | 647,691 |
SF Holding Co. Ltd. (A Shares) | | 328,400 | 2,531,761 |
SG Micro Corp. (A Shares) | | 18,650 | 779,253 |
Shaanxi Coal Industry Co. Ltd. (A Shares) | | 620,000 | 1,609,724 |
Shandong Buchang Pharmaceuticals Co. Ltd. (A Shares) | | 100,770 | 275,924 |
Shandong Gold Mining Co. Ltd.: | | | |
(A Shares) | | 568,823 | 1,652,038 |
(H Shares) (c) | | 403,500 | 745,295 |
Shandong Hualu Hengsheng Chemical Co. Ltd. (A Shares) | | 114,400 | 518,110 |
Shandong Linglong Tyre Co. Ltd. (A Shares) | | 67,900 | 181,273 |
Shandong Nanshan Aluminum Co. Ltd. (A Shares) | | 751,200 | 365,069 |
Shandong Sun Paper Industry JSC Ltd. (A Shares) | | 141,300 | 261,752 |
Shandong Weigao Medical Polymer Co. Ltd. (H Shares) | | 3,211,200 | 3,421,047 |
Shanghai Bairun Investment Holding Group Co. Ltd. (A Shares) | | 40,460 | 189,236 |
Shanghai Baosight Software Co. Ltd. | | 783,710 | 2,875,547 |
Shanghai Baosight Software Co. Ltd. (A Shares) | | 59,540 | 425,213 |
Shanghai Construction Group Co. Ltd. (A Shares) | | 1,042,233 | 508,374 |
Shanghai Electric Group Co. Ltd. (A Shares) | | 779,100 | 450,069 |
Shanghai Fosun Pharmaceutical (Group) Co. Ltd.: | | | |
(A Shares) | | 58,600 | 377,730 |
(H Shares) | | 811,500 | 3,471,712 |
Shanghai Friendess Electronic Technology Corp. Ltd. (A Shares) | | 8,201 | 304,288 |
Shanghai International Airport Co. Ltd. (A Shares) (a) | | 53,472 | 396,806 |
Shanghai International Port Group Co. Ltd. (A Shares) | | 568,400 | 507,279 |
Shanghai Jahwa United Co. Ltd. (A Shares) | | 38,300 | 179,639 |
Shanghai Jinjiang International Hotels Co. Ltd. (A Shares) | | 69,900 | 564,180 |
Shanghai Junshi Biosciences Co. Ltd. (A Shares) (a) | | 71,649 | 1,027,848 |
Shanghai Lingang Holdings Corp. Ltd. (A Shares) | | 163,460 | 314,304 |
Shanghai Lujiazui Finance Trust Ltd. (B Shares) | | 1,397,643 | 1,277,698 |
Shanghai M&G Stationery, Inc. (A Shares) | | 49,400 | 356,684 |
Shanghai Medicilon, Inc. (A Shares) | | 5,063 | 291,733 |
Shanghai Pharmaceuticals Holding Co. Ltd.: | | | |
(A Shares) | | 800,800 | 2,122,518 |
(H Shares) | | 141,600 | 228,963 |
Shanghai Pudong Development Bank Co. Ltd. (A Shares) | | 1,871,500 | 2,267,095 |
Shanghai Putailai New Energy Technology Co. Ltd. | | 51,940 | 918,543 |
Shanghai RAAS Blood Products Co. Ltd. (A Shares) | | 658,400 | 536,002 |
Shanghai Yuyuan Tourist Mart Group Co. Ltd. | | 160,700 | 217,779 |
Shanghai Zhangjiang High Ltd. (A Shares) | | 131,100 | 229,131 |
Shanxi Lu'an Environmental Energy Development Co. Ltd. (A Shares) | | 187,000 | 435,010 |
Shanxi Meijin Energy Co. Ltd. (A Shares) (a) | | 224,900 | 351,116 |
Shanxi Securities Co. Ltd. (A Shares) | | 332,800 | 250,489 |
Shanxi Taigang Stainless Steel Co. Ltd. (A Shares) | | 381,000 | 339,784 |
Shanxi Xinghuacun Fen Wine Factory Co. Ltd. (A Shares) | | 81,560 | 3,347,598 |
Shanxi Xishan Coal & Electricity Power Co. Ltd. (A Shares) | | 306,280 | 639,836 |
Shenghe Resources Holding Co. Ltd. (A Shares) | | 116,700 | 274,718 |
Shengyi Technology Co. Ltd. | | 181,700 | 455,336 |
Shennan Circuits Co. Ltd. (A Shares) | | 24,640 | 351,967 |
Shenwan Hongyuan Group Co. Ltd. (A Shares) | | 1,996,815 | 1,226,925 |
Shenzhen Capchem Technology Co. Ltd. (A Shares) | | 22,900 | 228,701 |
Shenzhen Energy Group Co. Ltd. (A Shares) | | 359,498 | 315,087 |
Shenzhen Goodix Technology Co. Ltd. (A Shares) | | 21,500 | 181,982 |
Shenzhen Inovance Technology Co. Ltd. (A Shares) | | 204,300 | 1,764,913 |
Shenzhen Kaifa Technology Co. Ltd. (A Shares) | | 147,600 | 216,220 |
Shenzhen Kangtai Biological Products Co. Ltd. | | 40,800 | 397,678 |
Shenzhen Kedali Industry Co. Ltd. | | 18,900 | 344,652 |
Shenzhen Mindray Bio-Medical Electronics Co. Ltd. (A Shares) | | 82,600 | 3,892,787 |
Shenzhen MTC Co. Ltd. (A Shares) (a) | | 244,600 | 118,340 |
Shenzhen New Industries Biomedical Engineering Co. Ltd. | | 75,100 | 454,577 |
Shenzhen Overseas Chinese Town Co. Ltd. (A Shares) | | 466,400 | 424,686 |
Shenzhen Salubris Pharmaceuticals Co. Ltd. (A Shares) | | 66,500 | 229,877 |
Shenzhen SC New Energy Technology Corp. (A Shares) | | 17,000 | 151,188 |
Shenzhen Senior Technology Material Co. Ltd. (A Shares) | | 99,940 | 316,106 |
Shenzhen Sunlord Electronics Co. Ltd. (A Shares) | | 78,600 | 295,638 |
Shenzhen Sunway Communication Co. Ltd. (A Shares) | | 51,700 | 113,490 |
Shenzhen Transsion Holdings Co. Ltd. (A Shares) | | 52,337 | 664,601 |
Shijiazhuang Yiling Pharmaceutical Co. Ltd. (A Shares) | | 102,060 | 378,397 |
Sichuan Chuantou Energy Co. Ltd. (A Shares) | | 288,100 | 478,857 |
Sichuan Hebang Biotechnology Co. Ltd. (A Shares) | | 784,000 | 372,060 |
Sichuan Kelun Pharmaceutical Co. Ltd. (A Shares) | | 89,500 | 228,996 |
Sichuan New Energy Power Co. Ltd. (A Shares) (a) | | 100,600 | 250,743 |
Sichuan Road & Bridge (Group) Co. Ltd. (A Shares) | | 350,400 | 550,843 |
Sichuan Swellfun Co. Ltd. (A Shares) | | 25,200 | 267,049 |
Sichuan Yahua Industrial Group Co. Ltd. (A Shares) | | 100,400 | 397,673 |
Sinolink Securities Co. Ltd. (A Shares) | | 268,300 | 332,032 |
Sinoma Science & Technology Co. Ltd. (A Shares) | | 94,800 | 287,899 |
Sinopec Shanghai Petrochemical Co. Ltd. (A Shares) | | 366,600 | 171,293 |
Sinopharm Group Co. Ltd. (H Shares) | | 1,856,000 | 4,270,990 |
Sinotrans Ltd. | | 436,105 | 246,738 |
Siyuan Electric Co. Ltd. (A Shares) | | 73,300 | 330,747 |
SKSHU Paint Co. Ltd. (A Shares) | | 19,880 | 221,981 |
Songcheng Performance Development Co. Ltd. (A Shares) | | 144,152 | 270,937 |
Soochow Securities Co. Ltd. (A Shares) | | 378,625 | 385,569 |
Southwest Securities Co. Ltd. (A Shares) | | 497,500 | 278,535 |
StarPower Semiconductor Ltd. (A Shares) | | 11,900 | 610,706 |
Sungrow Power Supply Co. Ltd. (A Shares) | | 102,300 | 964,556 |
Suning.com Co. Ltd. (A Shares) (a) | | 466,600 | 227,183 |
Sunwoda Electronic Co. Ltd. (A Shares) | | 144,700 | 477,084 |
Suzhou Dongshan Precision Manufacturing Co. Ltd. (A Shares) | | 89,400 | 225,785 |
Suzhou Maxwell Technologies Co. Ltd. (A Shares) | | 10,880 | 545,840 |
Suzhou TA&A Ultra Clean Technology Co. Ltd. (A Shares) | | 43,300 | 395,351 |
TBEA Co. Ltd. (A Shares) | | 214,500 | 621,128 |
TCL Technology Group Corp. (A Shares) | | 1,091,300 | 683,744 |
Thunder Software Technology Co. Ltd. (A Shares) | | 42,600 | 595,659 |
Tianfeng Securities Co. Ltd. (A Shares) | | 368,800 | 166,384 |
Tianjin 712 Communication & Broadcasting Co. Ltd. | | 42,400 | 175,926 |
Tianjin Zhonghuan Semiconductor Co. Ltd. (A Shares) | | 217,300 | 1,266,775 |
Tianma Microelectronics Co. Ltd. (A Shares) | | 100,300 | 137,842 |
Tianshan Aluminum Group Co. Ltd. | | 459,000 | 471,296 |
Tianshui Huatian Technology Co. Ltd. (A Shares) | | 150,400 | 192,485 |
Tibet Summit Industrial Co. Ltd. (A Shares) (a) | | 74,100 | 215,758 |
Titan Wind Energy Suzhou Co. Ltd. (A Shares) | | 159,500 | 239,139 |
Toly Bread Co. Ltd. | | 52,724 | 108,623 |
TongFu Microelectronics Co. Ltd. (A Shares) | | 79,700 | 157,728 |
Tongkun Group Co. Ltd. (A Shares) | | 104,500 | 238,465 |
Tongling Nonferrous Metals Group Co. Ltd. (A Shares) | | 891,600 | 464,514 |
Tongwei Co. Ltd. (A Shares) | | 330,100 | 2,027,509 |
Topchoice Medical Corp. (a) | | 16,900 | 325,656 |
Topsec Technologies Group, Inc. | | 61,400 | 85,055 |
Transfar Zhilian Co. Ltd. | | 267,738 | 253,718 |
TravelSky Technology Ltd. (H Shares) | | 1,217,000 | 1,837,884 |
Trina Solar Co. Ltd. (A Shares) | | 128,768 | 973,481 |
Tsingtao Brewery Co. Ltd.: | | | |
(A Shares) | | 52,600 | 681,430 |
(H Shares) | | 718,000 | 5,813,045 |
Unigroup Guoxin Microelectronics Co. Ltd. | | 43,900 | 1,208,967 |
Unisplendour Corp. Ltd. (A Shares) | | 142,680 | 364,733 |
Universal Scientific Industrial Shanghai Co. Ltd. (A Shares) | | 76,000 | 137,913 |
Venus MedTech Hangzhou, Inc. (H Shares) (a)(c) | | 297,500 | 546,152 |
Walvax Biotechnology Co. Ltd. (A Shares) | | 110,900 | 887,952 |
Wanhua Chemical Group Co. Ltd. (A Shares) | | 227,400 | 2,659,728 |
Weichai Power Co. Ltd.: | | | |
(A Shares) | | 218,900 | 366,565 |
(H Shares) | | 2,882,800 | 4,027,003 |
Weihai Guangwei Composites Co. Ltd. (A Shares) | | 28,500 | 213,550 |
Wens Foodstuffs Group Co. Ltd. (A Shares) | | 503,220 | 1,416,166 |
Western Securities Co. Ltd. (A Shares) | | 245,300 | 229,599 |
Western Superconducting Technologies Co. Ltd. (A Shares) | | 41,028 | 502,874 |
Westone Information Industry, Inc. (A Shares) | | 66,200 | 314,876 |
Will Semiconductor Ltd. | | 64,900 | 1,458,779 |
Wingtech Technology Co. Ltd. (A Shares) | | 93,600 | 918,032 |
Winning Health Technology Group Co. Ltd. (A Shares) | | 117,490 | 140,202 |
Wuchan Zhongda Group Co. Ltd. | | 299,300 | 222,373 |
Wuhan Guide Infrared Co. Ltd. (A Shares) | | 118,552 | 274,318 |
Wuhu Token Science Co. Ltd. (A Shares) | | 130,800 | 119,749 |
Wuliangye Yibin Co. Ltd. (A Shares) | | 278,600 | 6,786,550 |
WUS Printed Circuit Kunshan Co. Ltd. (A Shares) | | 95,040 | 185,067 |
WuXi AppTec Co. Ltd. | | 151,696 | 2,350,407 |
WuXi AppTec Co. Ltd. (H Shares) (c) | | 495,074 | 6,733,896 |
Wuxi Lead Intelligent Equipment Co. Ltd. (A Shares) | | 72,480 | 477,256 |
Wuxi Shangji Automation Co. Ltd. (A Shares) | | 17,800 | 325,455 |
XCMG Construction Machinery Co. Ltd. (A Shares) | | 500,000 | 373,199 |
Xiamen C&D, Inc. (A Shares) | | 136,200 | 296,669 |
Xiamen Faratronic Co. Ltd. (A Shares) | | 17,900 | 392,486 |
Xiamen Intretech, Inc. | | 40,630 | 125,453 |
Xiamen Tungsten Co. Ltd. (A Shares) | | 77,800 | 183,720 |
Xinjiang Goldwind Science & Technology Co. Ltd.: | | | |
(A Shares) | | 98,100 | 165,556 |
(H Shares) | | 1,370,964 | 1,948,614 |
Xinjiang Zhongtai Chemical Co. Ltd. (A Shares) | | 243,400 | 270,503 |
Yankuang Energy Group Co. Ltd.: | | | |
(A Shares) | | 52,600 | 274,874 |
(H Shares) | | 2,130,000 | 6,009,090 |
Yantai Eddie Precision Machinery Co. Ltd. (A Shares) | | 54,240 | 156,425 |
Yantai Jereh Oilfield Services (A Shares) | | 42,300 | 196,912 |
Yealink Network Technology Corp. Ltd. | | 64,550 | 754,831 |
Yifeng Pharmacy Chain Co. Ltd. | | 36,400 | 201,581 |
Yihai Kerry Arawana Holdings Co. Ltd. (A Shares) | | 133,500 | 964,146 |
Yintai Gold Co. Ltd. (A Shares) | | 118,580 | 166,656 |
Yonghui Superstores Co. Ltd. (A Shares) | | 430,500 | 287,060 |
YongXing Special Materials Technology Co. Ltd. (A Shares) | | 30,900 | 477,629 |
Yonyou Network Technology Co. Ltd. (A Shares) | | 326,920 | 937,024 |
Youngor Group Co. Ltd. (A Shares) | | 1,415,177 | 1,456,386 |
Youngy Co. Ltd. (A Shares) (a) | | 21,800 | 339,355 |
YTO Express Group Co. Ltd. (A Shares) | | 310,700 | 838,237 |
Yuan Longping High-tech Agriculture Co. Ltd. (A Shares) (a) | | 73,700 | 180,479 |
Yunda Holding Co. Ltd. (A Shares) | | 252,250 | 583,322 |
Yunnan Aluminium Co. Ltd. (A Shares) (a) | | 205,500 | 320,300 |
Yunnan Baiyao Group Co. Ltd. (A Shares) | | 79,800 | 916,545 |
Yunnan Energy New Material Co. Ltd. | | 59,700 | 1,812,397 |
Yunnan Tin Co. Ltd. (A Shares) (a) | | 157,100 | 421,759 |
Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. (A Shares) | | 45,000 | 2,066,922 |
Zhejiang Century Huatong Group Co. Ltd. (A Shares) (a) | | 927,500 | 663,611 |
Zhejiang China Commodities City Group Co. Ltd. (A Shares) | | 608,400 | 466,474 |
Zhejiang Chint Electric Co. Ltd. (A Shares) | | 168,000 | 820,142 |
Zhejiang Dahua Technology Co. Ltd. (A Shares) | | 166,000 | 415,717 |
Zhejiang Dingli Machinery Co. Ltd. (A Shares) | | 25,440 | 142,188 |
Zhejiang Expressway Co. Ltd. (H Shares) | | 1,794,000 | 1,478,982 |
Zhejiang Fuchunjiang HP Co. Ltd. (A Shares) | | 486,000 | 327,187 |
Zhejiang HangKe Technology, Inc. Co. (A Shares) | | 27,520 | 180,159 |
Zhejiang Huahai Pharmaceutical Co. Ltd. (A Shares) | | 81,180 | 185,615 |
Zhejiang Huayou Cobalt Co. Ltd. (A Shares) | | 91,000 | 1,120,271 |
Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. (A Shares) | | 67,100 | 506,195 |
Zhejiang Jiuzhou Pharmaceutical Co. Ltd. (A Shares) | | 63,700 | 450,319 |
Zhejiang Juhua Co. Ltd. (A Shares) | | 160,500 | 273,386 |
Zhejiang Longsheng Group Co. Ltd. (A Shares) | | 234,500 | 355,818 |
Zhejiang NHU Co. Ltd. (A Shares) | | 147,840 | 596,042 |
Zhejiang Sanhua Intelligent Controls Co. Ltd. (A Shares) | | 298,980 | 750,031 |
Zhejiang Semir Garment Co. Ltd. (A Shares) | | 115,500 | 113,212 |
Zhejiang Supor Cookware Co. Ltd. | | 24,800 | 205,660 |
Zhejiang Weiming Enviroment Protection Co. Ltd. (A Shares) | | 160,400 | 591,866 |
Zhejiang Weixing New Building Materials Co. Ltd. (A Shares) | | 88,500 | 252,942 |
Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd. | | 34,200 | 211,090 |
Zhejiang Yongtai Technology Co. Ltd. (A Shares) (a) | | 64,200 | 241,338 |
Zheshang Securities Co. Ltd. | | 187,400 | 258,551 |
ZhongAn Online P & C Insurance Co. Ltd. (H Shares) (a)(b)(c) | | 621,800 | 2,137,960 |
Zhongji Innolight Co. Ltd. (A Shares) | | 36,700 | 169,148 |
Zhongtai Securities Co. Ltd. (A Shares) | | 523,200 | 568,146 |
Zhuzhou CRRC Times Electric Co. Ltd. (H Shares) | | 749,800 | 2,947,669 |
Zhuzhou Hongda Electronics Corp. Ltd. (A Shares) | | 37,800 | 287,792 |
Zhuzhou Kibing Group Co. Ltd. (A Shares) | | 183,000 | 303,791 |
Zibo Qixiang Tengda Chemical Co. Ltd. (A Shares) | | 301,000 | 320,840 |
Zijin Mining Group Co. Ltd.: | | | |
(A Shares) | | 568,800 | 940,942 |
(H Shares) | | 8,301,000 | 12,087,160 |
Zoomlion Heavy Industry Science and Technology Co. Ltd.: | | | |
(A Shares) | | 1,019,000 | 887,846 |
(H Shares) | | 958,600 | 560,499 |
ZTE Corp.: | | | |
(A Shares) | | 45,300 | 163,964 |
(H Shares) | | 1,510,136 | 3,170,693 |
|
TOTAL CHINA | | | 1,009,036,867 |
|
Colombia - 0.0% | | | |
Bancolombia SA | | 276,393 | 2,710,858 |
Ecopetrol SA | | 6,564,565 | 5,317,331 |
Grupo de Inversiones Suramerica SA | | 139,771 | 1,416,073 |
Interconexion Electrica SA ESP | | 498,840 | 2,742,486 |
|
TOTAL COLOMBIA | | | 12,186,748 |
|
Cyprus - 0.0% | | | |
Ozon Holdings PLC ADR (a)(d) | | 62,559 | 170,922 |
TCS Group Holding PLC unit (d) | | 142,667 | 236,916 |
|
TOTAL CYPRUS | | | 407,838 |
|
Czech Republic - 0.1% | | | |
CEZ A/S | | 208,137 | 8,931,253 |
Komercni Banka A/S | | 101,209 | 3,358,065 |
MONETA Money Bank A/S (c) | | 467,815 | 1,754,734 |
|
TOTAL CZECH REPUBLIC | | | 14,044,052 |
|
Denmark - 1.7% | | | |
A.P. Moller - Maersk A/S: | | | |
Series A | | 4,192 | 11,866,046 |
Series B | | 7,115 | 20,592,426 |
Ambu A/S Series B (b) | | 212,515 | 2,797,220 |
Carlsberg A/S Series B | | 126,883 | 16,118,358 |
Chr. Hansen Holding A/S | | 132,169 | 10,297,251 |
Coloplast A/S Series B | | 149,433 | 20,132,910 |
Danske Bank A/S | | 860,281 | 13,195,717 |
Demant A/S (a) | | 133,581 | 5,870,021 |
DSV A/S | | 256,872 | 42,114,612 |
Genmab A/S (a) | | 83,057 | 29,206,300 |
GN Store Nord A/S | | 155,436 | 5,833,442 |
Novo Nordisk A/S Series B | | 2,126,651 | 242,919,452 |
Novozymes A/S Series B | | 257,016 | 17,916,471 |
ORSTED A/S (c) | | 238,684 | 26,405,730 |
Pandora A/S | | 125,389 | 11,009,965 |
Rockwool International A/S Series B | | 10,134 | 2,834,280 |
Tryg A/S | | 444,470 | 10,568,220 |
Vestas Wind Systems A/S (b) | | 1,277,082 | 32,566,877 |
|
TOTAL DENMARK | | | 522,245,298 |
|
Egypt - 0.0% | | | |
Commercial International Bank SAE | | 2,219,948 | 5,378,782 |
Commercial International Bank SAE sponsored GDR | | 104,565 | 235,060 |
Eastern Co. SAE | | 971,292 | 565,755 |
Fawry for Banking & Payment Technology Services SAE (a) | | 487,873 | 121,902 |
Fawry for Banking & Payment Technology Services SAE rights 5/11/22 (a) | | 457,210 | 94,953 |
|
TOTAL EGYPT | | | 6,396,452 |
|
Finland - 0.8% | | | |
Elisa Corp. (A Shares) | | 185,907 | 10,898,128 |
Fortum Corp. | | 565,276 | 9,398,199 |
Kesko Oyj | | 359,087 | 9,040,541 |
Kone OYJ (B Shares) | | 432,113 | 20,774,996 |
Neste OYJ | | 536,617 | 23,025,602 |
Nokia Corp. | | 6,854,920 | 34,754,925 |
Nordea Bank ABP | | 4,052,099 | 40,399,770 |
Orion Oyj (B Shares) (b) | | 136,425 | 5,350,932 |
Sampo Oyj (A Shares) | | 636,867 | 30,924,646 |
Stora Enso Oyj (R Shares) | | 739,447 | 14,551,947 |
UPM-Kymmene Corp. | | 676,672 | 23,407,632 |
Wartsila Corp. | | 606,977 | 4,873,930 |
|
TOTAL FINLAND | | | 227,401,248 |
|
France - 6.4% | | | |
Accor SA (a) | | 217,008 | 7,129,500 |
Aeroports de Paris SA (a) | | 36,846 | 5,211,864 |
Air Liquide SA | | 556,286 | 96,242,142 |
Alstom SA | | 400,959 | 8,813,240 |
Amundi SA (c) | | 73,932 | 4,445,532 |
Arkema SA | | 78,311 | 8,923,096 |
AXA SA (b) | | 2,454,522 | 64,934,472 |
bioMerieux SA | | 52,646 | 5,011,998 |
BNP Paribas SA | | 1,420,752 | 73,667,965 |
Bollore SA | | 1,085,062 | 5,063,362 |
Bouygues SA (b) | | 282,616 | 9,717,258 |
Bureau Veritas SA | | 373,238 | 10,721,899 |
Capgemini SA | | 202,186 | 41,160,834 |
Carrefour SA | | 788,757 | 16,727,614 |
CNP Assurances (b) | | 215,022 | 4,725,003 |
Compagnie de St. Gobain | | 637,745 | 37,204,892 |
Compagnie Generale des Etablissements Michelin SCA Series B | | 214,204 | 26,531,307 |
Covivio | | 65,641 | 4,674,792 |
Credit Agricole SA | | 1,555,881 | 16,800,510 |
Danone SA (b) | | 823,636 | 49,806,287 |
Dassault Aviation SA | | 31,796 | 5,335,531 |
Dassault Systemes SA | | 835,928 | 36,968,381 |
Edenred SA | | 315,631 | 15,851,670 |
EDF SA (b) | | 766,698 | 6,970,087 |
EDF SA (a) | | 23,260 | 211,171 |
Eiffage SA | | 102,770 | 10,148,407 |
Engie SA (b) | | 2,296,203 | 27,096,294 |
EssilorLuxottica SA | | 362,873 | 61,778,336 |
Eurazeo SA | | 50,531 | 3,882,757 |
Faurecia SA | | 156,634 | 3,404,906 |
Gecina SA | | 57,123 | 6,434,802 |
Getlink SE | | 545,521 | 9,982,549 |
Hermes International SCA | | 39,999 | 49,321,063 |
Ipsen SA | | 47,570 | 4,931,286 |
Kering SA | | 94,678 | 50,375,548 |
Klepierre SA | | 257,304 | 6,158,739 |
L'Oreal SA | | 294,132 | 107,008,153 |
L'Oreal SA (a) | | 23,733 | 8,634,302 |
La Francaise des Jeux SAEM (c) | | 121,212 | 4,526,173 |
Legrand SA | | 341,455 | 30,257,755 |
LVMH Moet Hennessy Louis Vuitton SE | | 350,583 | 226,874,641 |
Orange SA | | 2,516,266 | 29,957,138 |
Orpea | | 62,423 | 2,232,391 |
Pernod Ricard SA | | 265,724 | 54,841,242 |
Publicis Groupe SA | | 288,502 | 17,320,711 |
Remy Cointreau SA | | 29,203 | 5,789,020 |
Renault SA (a) | | 245,699 | 6,003,315 |
Safran SA | | 432,611 | 46,461,750 |
Sanofi SA (b) | | 1,436,347 | 151,814,600 |
Sartorius Stedim Biotech | | 34,801 | 11,387,895 |
Schneider Electric SA | | 684,560 | 98,213,198 |
SEB SA | | 34,072 | 4,091,613 |
Societe Generale Series A | | 1,023,539 | 24,599,784 |
Sodexo SA (a) | | 8,142 | 613,893 |
Sodexo SA | | 102,411 | 7,703,925 |
Teleperformance | | 74,395 | 26,701,186 |
Thales SA | | 135,190 | 17,307,696 |
TotalEnergies SE | | 3,170,092 | 155,660,946 |
Ubisoft Entertainment SA (a) | | 115,058 | 5,202,108 |
Valeo SA | | 293,026 | 5,327,542 |
Veolia Environnement SA | | 820,649 | 23,943,722 |
VINCI SA (b) | | 678,163 | 65,804,771 |
Vivendi SA (b) | | 958,702 | 11,011,248 |
Wendel SA | | 33,877 | 3,375,307 |
Worldline SA (a)(c) | | 301,282 | 11,853,698 |
|
TOTAL FRANCE | | | 1,960,884,817 |
|
Germany - 4.6% | | | |
adidas AG | | 241,130 | 48,626,084 |
Allianz SE | | 516,674 | 116,579,284 |
BASF AG | | 1,161,817 | 61,184,729 |
Bayer AG | | 1,242,256 | 81,828,701 |
Bayerische Motoren Werke AG (BMW) | | 394,747 | 32,237,325 |
Bechtle AG | | 104,951 | 4,849,755 |
Beiersdorf AG | | 130,457 | 13,103,165 |
Brenntag SE | | 195,442 | 15,080,980 |
Carl Zeiss Meditec AG | | 51,496 | 6,468,135 |
Commerzbank AG (a) | | 1,269,645 | 8,288,655 |
Continental AG | | 140,307 | 9,616,796 |
Covestro AG (c) | | 246,465 | 10,611,686 |
Daimler Truck Holding AG (a) | | 516,624 | 13,894,462 |
Delivery Hero AG (a)(c) | | 204,379 | 7,184,529 |
Deutsche Bank AG | | 2,614,889 | 26,147,147 |
Deutsche Borse AG | | 240,797 | 41,921,448 |
Deutsche Lufthansa AG (a)(b) | | 751,084 | 5,587,745 |
Deutsche Post AG | | 1,258,868 | 53,781,975 |
Deutsche Telekom AG | | 4,101,793 | 75,559,784 |
E.ON AG | | 2,824,190 | 29,391,234 |
Evonik Industries AG | | 270,700 | 7,080,535 |
Fresenius Medical Care AG & Co. KGaA | | 202,568 | 12,597,069 |
Fresenius Medical Care AG & Co. KGaA sponsored ADR (b) | | 112,708 | 3,486,058 |
Fresenius SE & Co. KGaA | | 527,474 | 18,645,123 |
GEA Group AG | | 194,411 | 7,567,732 |
Hannover Reuck SE | | 76,532 | 11,895,417 |
HeidelbergCement AG | | 196,843 | 11,339,617 |
HelloFresh AG (a) | | 210,329 | 8,866,256 |
Henkel AG & Co. KGaA | | 116,004 | 7,361,747 |
Infineon Technologies AG | | 1,662,408 | 47,184,493 |
KION Group AG | | 91,389 | 5,083,600 |
Knorr-Bremse AG | | 92,693 | 6,610,366 |
Lanxess AG | | 105,205 | 4,066,811 |
LEG Immobilien AG | | 90,923 | 9,322,384 |
Mercedes-Benz Group AG (Germany) | | 1,081,418 | 75,484,282 |
Merck KGaA | | 163,275 | 30,291,986 |
MTU Aero Engines AG | | 68,393 | 13,792,521 |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | | 177,431 | 42,253,541 |
Nemetschek Se | | 72,644 | 5,764,619 |
Puma AG | | 135,452 | 9,966,372 |
Rational AG | | 6,525 | 3,980,542 |
RWE AG | | 810,977 | 33,671,269 |
SAP SE | | 1,318,282 | 133,602,615 |
Scout24 AG (c) | | 107,857 | 6,821,776 |
Siemens AG | | 967,224 | 118,925,022 |
Siemens Energy AG | | 510,263 | 9,828,824 |
Siemens Healthineers AG (c) | | 358,304 | 19,158,496 |
Symrise AG | | 168,320 | 20,029,123 |
Telefonica Deutschland Holding AG | | 1,396,858 | 4,201,092 |
Uniper SE | | 117,682 | 3,024,974 |
United Internet AG | | 132,533 | 4,263,701 |
Volkswagen AG | | 41,199 | 8,934,481 |
Vonovia SE | | 929,511 | 37,032,641 |
Zalando SE (a)(c) | | 278,293 | 10,949,788 |
|
TOTAL GERMANY | | | 1,415,028,492 |
|
Greece - 0.1% | | | |
Alpha Bank SA (a) | | 2,646,225 | 2,978,704 |
Eurobank Ergasias Services and Holdings SA (a) | | 2,999,596 | 3,100,216 |
Ff Group (a)(d) | | 7,962 | 10,079 |
Hellenic Telecommunications Organization SA | | 276,318 | 5,315,822 |
Jumbo SA | | 131,633 | 2,133,491 |
OPAP SA | | 256,066 | 3,795,509 |
Public Power Corp. of Greece (a) | | 261,984 | 2,097,527 |
|
TOTAL GREECE | | | 19,431,348 |
|
Hong Kong - 1.7% | | | |
AIA Group Ltd. | | 15,291,809 | 150,223,055 |
Beijing Enterprises Holdings Ltd. | | 628,500 | 2,124,737 |
BOC Hong Kong (Holdings) Ltd. | | 4,696,951 | 17,002,314 |
BYD Electronic International Co. Ltd. | | 889,000 | 1,772,089 |
China Everbright International Ltd. | | 4,746,629 | 2,786,142 |
China Jinmao Holdings Group Ltd. | | 7,200,000 | 2,366,315 |
China Merchants Holdings International Co. Ltd. | | 1,911,250 | 3,336,654 |
China Overseas Land and Investment Ltd. | | 4,829,500 | 14,919,677 |
China Power International Development Ltd. | | 7,095,699 | 3,430,885 |
China Resources Beer Holdings Co. Ltd. | | 1,946,989 | 11,436,303 |
China Resources Power Holdings Co. Ltd. | | 2,511,780 | 4,722,978 |
China Taiping Insurance Group Ltd. | | 2,117,265 | 2,420,597 |
China Traditional Chinese Medicine Holdings Co. Ltd. | | 3,408,000 | 1,660,452 |
CITIC Pacific Ltd. | | 7,438,000 | 7,694,686 |
CLP Holdings Ltd. | | 2,076,976 | 20,267,917 |
CSPC Pharmaceutical Group Ltd. | | 11,444,800 | 11,700,549 |
Far East Horizon Ltd. | | 2,093,000 | 1,707,216 |
Fosun International Ltd. | | 3,088,000 | 3,254,420 |
Galaxy Entertainment Group Ltd. | | 2,766,239 | 15,784,629 |
Ganfeng Lithium Co. Ltd. (H Shares) (c) | | 197,800 | 2,367,512 |
Guangdong Investment Ltd. | | 3,728,000 | 4,773,117 |
Hang Lung Properties Ltd. | | 2,461,125 | 4,707,077 |
Hang Seng Bank Ltd. | | 970,553 | 17,184,094 |
Henderson Land Development Co. Ltd. | | 1,742,869 | 7,048,191 |
Hong Kong & China Gas Co. Ltd. | | 14,043,350 | 15,488,701 |
Hong Kong Exchanges and Clearing Ltd. | | 1,524,184 | 64,654,324 |
Hua Hong Semiconductor Ltd. (a)(c) | | 686,000 | 2,663,924 |
Lenovo Group Ltd. | | 9,404,000 | 9,131,314 |
Link (REIT) | | 2,644,807 | 22,845,274 |
MMG Ltd. (a) | | 3,840,000 | 1,619,239 |
MTR Corp. Ltd. | | 1,943,325 | 10,325,093 |
New World Development Co. Ltd. | | 1,825,491 | 6,982,125 |
Power Assets Holdings Ltd. | | 1,758,926 | 11,835,415 |
Sino Land Ltd. | | 3,972,991 | 5,251,431 |
Sinotruk Hong Kong Ltd. | | 867,500 | 1,049,263 |
Sun Art Retail Group Ltd. | | 2,544,500 | 789,847 |
Sun Hung Kai Properties Ltd. | | 1,621,922 | 18,679,823 |
Swire Pacific Ltd. (A Shares) | | 592,060 | 3,372,320 |
Swire Properties Ltd. | | 1,466,120 | 3,513,640 |
Techtronic Industries Co. Ltd. | | 1,738,870 | 23,210,621 |
Wharf Holdings Ltd. | | 1,690,000 | 4,951,534 |
Yuexiu Property Co. Ltd. | | 1,626,400 | 1,692,292 |
|
TOTAL HONG KONG | | | 522,747,786 |
|
Hungary - 0.1% | | | |
MOL Hungarian Oil and Gas PLC Series A (For. Reg.) | | 485,591 | 4,142,243 |
OTP Bank PLC | | 280,884 | 8,462,102 |
Richter Gedeon PLC | | 169,970 | 3,390,048 |
|
TOTAL HUNGARY | | | 15,994,393 |
|
India - 3.9% | | | |
ACC Ltd. | | 98,433 | 2,974,008 |
Adani Enterprises Ltd. | | 343,213 | 10,377,696 |
Adani Green Energy Ltd. (a) | | 494,733 | 18,491,327 |
Adani Ports & Special Economic Zone Ltd. | | 656,185 | 7,280,947 |
Adani Total Gas Ltd. (a) | | 343,338 | 10,894,733 |
Adani Transmissions Ltd. (a) | | 346,634 | 12,519,767 |
Ambuja Cements Ltd. | | 963,238 | 4,655,052 |
Apollo Hospitals Enterprise Ltd. | | 127,226 | 7,358,335 |
Asian Paints Ltd. | | 481,566 | 20,274,527 |
Aurobindo Pharma Ltd. | | 365,483 | 2,984,797 |
Avenue Supermarts Ltd. (a)(c) | | 205,301 | 10,503,875 |
Axis Bank Ltd. (a) | | 2,869,421 | 27,016,044 |
Bajaj Auto Ltd. | | 87,118 | 4,223,267 |
Bajaj Finance Ltd. | | 343,381 | 29,564,344 |
Bajaj Finserv Ltd. | | 47,431 | 9,130,242 |
Balkrishna Industries Ltd. | | 113,036 | 3,143,811 |
Bandhan Bank Ltd. (c) | | 822,367 | 3,561,765 |
Berger Paints India Ltd. | | 297,959 | 2,790,345 |
Bharat Electronics Ltd. | | 1,570,567 | 4,855,071 |
Bharat Forge Ltd. | | 297,121 | 2,698,372 |
Bharat Petroleum Corp. Ltd. | | 1,062,025 | 4,991,822 |
Bharti Airtel Ltd. (a) | | 3,113,758 | 29,847,612 |
Biocon Ltd. (a) | | 545,057 | 2,611,236 |
Britannia Industries Ltd. | | 136,095 | 5,801,219 |
Cholamandalam Investment and Finance Co. Ltd. | | 511,421 | 4,892,005 |
Cipla Ltd./India (a) | | 617,393 | 7,870,326 |
Coal India Ltd. | | 1,957,810 | 4,636,915 |
Colgate-Palmolive Ltd. | | 173,848 | 3,747,099 |
Container Corp. of India Ltd. | | 323,857 | 2,710,749 |
Dabur India Ltd. | | 837,354 | 6,054,606 |
Divi's Laboratories Ltd. | | 165,853 | 9,696,958 |
DLF Ltd. | | 736,775 | 3,545,550 |
Dr. Reddy's Laboratories Ltd. | | 150,593 | 8,100,691 |
Eicher Motors Ltd. | | 172,560 | 5,879,647 |
GAIL India Ltd. | | 1,876,446 | 3,874,537 |
Godrej Consumer Products Ltd. (a) | | 466,174 | 4,721,718 |
Godrej Properties Ltd. (a) | | 152,188 | 3,091,614 |
Grasim Industries Ltd. | | 345,463 | 7,581,921 |
Havells India Ltd. | | 334,198 | 5,690,717 |
HCL Technologies Ltd. | | 1,359,411 | 19,017,629 |
HDFC Asset Management Co. Ltd. (c) | | 63,263 | 1,673,090 |
HDFC Standard Life Insurance Co. Ltd. (c) | | 1,153,504 | 8,735,769 |
Hero Motocorp Ltd. | | 151,682 | 4,921,355 |
Hindalco Industries Ltd. | | 1,986,632 | 12,353,310 |
Hindustan Petroleum Corp. Ltd. | | 808,160 | 2,836,939 |
Hindustan Unilever Ltd. | | 1,044,435 | 30,308,026 |
Housing Development Finance Corp. Ltd. | | 2,178,125 | 62,767,193 |
ICICI Bank Ltd. | | 6,491,298 | 62,325,879 |
ICICI Lombard General Insurance Co. Ltd. (c) | | 279,855 | 4,646,123 |
ICICI Prudential Life Insurance Co. Ltd. (c) | | 439,148 | 2,995,295 |
Indian Oil Corp. Ltd. | | 2,368,295 | 3,858,899 |
Indian Railway Catering & Tourism Corp. Ltd. | | 305,726 | 2,939,086 |
Indraprastha Gas Ltd. | | 358,802 | 1,643,816 |
Indus Towers Ltd. | | 813,511 | 2,208,954 |
Info Edge India Ltd. | | 100,698 | 6,060,764 |
Infosys Ltd. | | 3,682,948 | 74,552,818 |
Infosys Ltd. sponsored ADR | | 570,216 | 11,330,192 |
InterGlobe Aviation Ltd. (a)(c) | | 114,090 | 2,744,292 |
ITC Ltd. | | 3,644,735 | 12,269,427 |
JSW Steel Ltd. | | 1,054,285 | 9,910,895 |
Jubilant Foodworks Ltd. | | 506,686 | 3,573,778 |
Kotak Mahindra Bank Ltd. (a) | | 701,345 | 16,244,634 |
Larsen & Toubro Infotech Ltd. (c) | | 66,643 | 4,166,664 |
Larsen & Toubro Ltd. | | 854,462 | 18,756,292 |
Lupin Ltd. | | 314,726 | 3,046,733 |
Mahindra & Mahindra Ltd. | | 1,098,251 | 13,141,440 |
Marico Ltd. | | 651,618 | 4,423,535 |
Maruti Suzuki India Ltd. | | 171,460 | 17,152,001 |
MindTree Consulting Ltd. | | 84,105 | 3,843,943 |
Motherson Sumi Systems Ltd. | | 1,537,959 | 2,743,791 |
Mphasis BFL Ltd. | | 107,058 | 3,926,513 |
MRF Ltd. | | 2,370 | 2,238,983 |
Muthoot Finance Ltd. | | 152,273 | 2,494,058 |
Nestle India Ltd. | | 43,320 | 10,316,114 |
NTPC Ltd. | | 6,190,400 | 12,549,517 |
Oil & Natural Gas Corp. Ltd. | | 3,175,905 | 6,573,812 |
Page Industries Ltd. | | 7,307 | 4,327,663 |
Petronet LNG Ltd. | | 965,275 | 2,555,521 |
PI Industries Ltd. | | 103,890 | 3,839,056 |
Pidilite Industries Ltd. | | 193,977 | 6,124,175 |
Piramal Enterprises Ltd. | | 154,818 | 4,331,128 |
Power Grid Corp. of India Ltd. | | 3,950,656 | 11,693,056 |
Reliance Industries Ltd. | | 3,607,582 | 130,553,579 |
SBI Cards & Payment Services Ltd. | | 304,892 | 3,284,763 |
SBI Life Insurance Co. Ltd. (c) | | 566,599 | 8,128,047 |
Shree Cement Ltd. | | 14,317 | 4,811,336 |
Shriram Transport Finance Co. Ltd. | | 260,512 | 4,041,754 |
Siemens Ltd. | | 86,656 | 2,550,491 |
SRF Ltd. | | 187,443 | 6,088,754 |
State Bank of India | | 2,247,334 | 14,416,359 |
Sun Pharmaceutical Industries Ltd. | | 1,054,316 | 12,729,156 |
Tata Consultancy Services Ltd. | | 1,165,771 | 53,663,522 |
Tata Consumer Products Ltd. | | 773,322 | 8,276,132 |
Tata Motors Ltd. (a) | | 2,091,820 | 11,823,194 |
Tata Power Co. Ltd./The | | 1,812,890 | 5,673,300 |
Tata Steel Ltd. | | 912,378 | 14,962,370 |
Tech Mahindra Ltd. | | 792,931 | 12,934,603 |
Titan Co. Ltd. | | 446,256 | 14,222,181 |
Torrent Pharmaceuticals Ltd. | | 64,959 | 2,374,984 |
Trent Ltd. | | 231,260 | 3,672,634 |
Ultratech Cement Ltd. | | 129,968 | 11,179,755 |
United Spirits Ltd. (a) | | 387,252 | 4,336,399 |
UPL Ltd. (a) | | 626,237 | 6,678,264 |
Vedanta Ltd. | | 1,403,285 | 7,372,789 |
Wipro Ltd. | | 1,715,198 | 11,255,902 |
Yes Bank Ltd. (a) | | 15,060,354 | 2,663,362 |
Zomato Ltd. (a) | | 1,852,051 | 1,715,418 |
|
TOTAL INDIA | | | 1,178,216,473 |
|
Indonesia - 0.6% | | | |
PT Adaro Energy Tbk | | 18,112,500 | 4,138,253 |
PT Aneka Tambang Tbk | | 11,428,000 | 2,042,310 |
PT Astra International Tbk | | 25,745,700 | 13,442,899 |
PT Bank Central Asia Tbk | | 71,191,800 | 39,929,459 |
PT Bank Jago Tbk (a) | | 5,387,400 | 4,327,346 |
PT Bank Mandiri (Persero) Tbk | | 24,317,100 | 14,931,552 |
PT Bank Negara Indonesia (Persero) Tbk | | 9,910,089 | 6,259,713 |
PT Bank Rakyat Indonesia (Persero) Tbk | | 87,124,100 | 29,028,630 |
PT Barito Pacific Tbk | | 34,768,600 | 2,031,595 |
PT Charoen Pokphand Indonesia Tbk | | 8,416,900 | 2,983,931 |
PT Gudang Garam Tbk | | 442,700 | 936,736 |
PT Indah Kiat Pulp & Paper Tbk | | 3,478,000 | 1,812,672 |
PT Indocement Tunggal Prakarsa Tbk | | 1,684,100 | 1,213,690 |
PT Indofood CBP Sukses Makmur Tbk | | 3,222,100 | 1,695,057 |
PT Indofood Sukses Makmur Tbk | | 5,623,100 | 2,446,891 |
PT Kalbe Farma Tbk | | 28,358,800 | 3,201,726 |
PT Merdeka Copper Gold Tbk (a) | | 16,248,990 | 5,921,588 |
PT Sarana Menara Nusantara Tbk | | 30,580,600 | 2,129,185 |
PT Semen Gresik (Persero) Tbk | | 4,274,300 | 1,886,122 |
PT Surya Citra Media Tbk (a) | | 35 | 1 |
PT Telkom Indonesia Persero Tbk | | 63,196,100 | 20,119,165 |
PT Tower Bersama Infrastructure Tbk | | 11,042,100 | 2,292,635 |
PT Unilever Indonesia Tbk | | 10,466,500 | 2,801,505 |
PT United Tractors Tbk | | 2,260,612 | 4,717,218 |
|
TOTAL INDONESIA | | | 170,289,879 |
|
Ireland - 0.5% | | | |
CRH PLC | | 721,129 | 28,502,527 |
CRH PLC sponsored ADR | | 259,381 | 10,266,300 |
DCC PLC (United Kingdom) | | 124,724 | 9,450,208 |
Flutter Entertainment PLC (a) | | 84,526 | 8,537,684 |
Flutter Entertainment PLC (Ireland) (a) | | 126,685 | 12,730,509 |
James Hardie Industries PLC CDI | | 563,339 | 16,240,088 |
Kerry Group PLC Class A | | 199,949 | 22,067,318 |
Kingspan Group PLC (Ireland) | | 194,024 | 18,061,125 |
Smurfit Kappa Group PLC | | 305,155 | 12,894,561 |
|
TOTAL IRELAND | | | 138,750,320 |
|
Isle of Man - 0.1% | | | |
Entain PLC (a) | | 744,052 | 13,980,978 |
NEPI Rockcastle PLC | | 561,287 | 3,434,243 |
|
TOTAL ISLE OF MAN | | | 17,415,221 |
|
Israel - 0.4% | | | |
Azrieli Group | | 50,805 | 4,397,318 |
Bank Hapoalim BM (Reg.) | | 1,425,314 | 13,309,761 |
Bank Leumi le-Israel BM | | 1,830,669 | 19,353,883 |
Check Point Software Technologies Ltd. (a) | | 133,677 | 16,882,068 |
CyberArk Software Ltd. (a) | | 50,276 | 7,900,371 |
Elbit Systems Ltd. (Israel) | | 33,756 | 7,362,832 |
Icl Group Ltd. | | 890,457 | 9,835,296 |
InMode Ltd. (a) | | 59,860 | 1,503,085 |
Israel Discount Bank Ltd. (Class A) | | 1,559,045 | 9,291,703 |
Kornit Digital Ltd. (a) | | 58,780 | 3,908,870 |
Mizrahi Tefahot Bank Ltd. | | 177,144 | 6,605,100 |
NICE Ltd. (a) | | 56,838 | 11,699,538 |
Teva Pharmaceutical Industries Ltd. sponsored ADR (a) | | 1,384,416 | 12,058,263 |
Wix.com Ltd. (a) | | 72,645 | 5,481,792 |
|
TOTAL ISRAEL | | | 129,589,880 |
|
Italy - 1.1% | | | |
Amplifon SpA | | 155,356 | 6,197,906 |
Assicurazioni Generali SpA (b) | | 1,396,113 | 26,432,732 |
Atlantia SpA | | 623,857 | 14,882,444 |
DiaSorin SpA | | 32,114 | 4,206,671 |
Enel SpA | | 10,267,448 | 66,768,119 |
Eni SpA | | 3,190,861 | 44,604,377 |
Faurecia SA | | 2,894 | 63,438 |
FinecoBank SpA | | 774,886 | 10,771,971 |
Infrastrutture Wireless Italiane SpA (c) | | 426,632 | 4,552,304 |
Intesa Sanpaolo SpA | | 20,862,436 | 42,511,752 |
Mediobanca SpA | | 787,151 | 7,889,499 |
Moncler SpA | | 258,259 | 13,453,668 |
Nexi SpA (a)(c) | | 648,440 | 6,359,850 |
Poste Italiane SpA (c) | | 646,078 | 6,331,009 |
Prysmian SpA | | 333,356 | 10,842,371 |
Recordati SpA | | 131,381 | 6,331,036 |
Snam SpA | | 2,506,365 | 13,746,414 |
Telecom Italia SpA | | 5,958,305 | 1,739,953 |
Telecom Italia SpA (Risparmio Shares) | | 7,564,311 | 2,105,580 |
Terna - Rete Elettrica Naziona | | 1,775,594 | 14,481,890 |
UniCredit SpA | | 2,673,722 | 24,745,510 |
|
TOTAL ITALY | | | 329,018,494 |
|
Japan - 13.5% | | | |
Advantest Corp. | | 255,482 | 17,436,162 |
AEON Co. Ltd. | | 831,278 | 15,798,649 |
AGC, Inc. | | 244,696 | 9,173,511 |
Aisin Seiki Co. Ltd. | | 186,001 | 5,403,434 |
Ajinomoto Co., Inc. | | 588,715 | 15,295,731 |
Ana Holdings, Inc. (a) | | 191,151 | 3,603,322 |
Asahi Group Holdings | | 580,617 | 21,885,107 |
ASAHI INTECC Co. Ltd. | | 274,049 | 5,295,705 |
Asahi Kasei Corp. | | 1,573,125 | 12,907,005 |
Astellas Pharma, Inc. | | 2,353,165 | 35,828,623 |
Azbil Corp. | | 160,382 | 4,869,531 |
Bandai Namco Holdings, Inc. | | 253,198 | 17,142,252 |
Benefit One, Inc. | | 104,800 | 1,589,022 |
Bridgestone Corp. | | 721,995 | 26,463,787 |
Brother Industries Ltd. | | 304,475 | 5,291,653 |
Canon, Inc. | | 1,229,128 | 28,281,209 |
Canon, Inc. sponsored ADR (b) | | 39,366 | 904,631 |
Capcom Co. Ltd. | | 216,500 | 5,712,811 |
Central Japan Railway Co. | | 180,738 | 22,752,238 |
Chiba Bank Ltd. | | 683,994 | 3,942,055 |
Chubu Electric Power Co., Inc. | | 813,295 | 8,210,267 |
Chugai Pharmaceutical Co. Ltd. | | 848,424 | 25,423,166 |
Concordia Financial Group Ltd. | | 1,370,688 | 4,988,078 |
Cosmos Pharmaceutical Corp. | | 27,661 | 2,550,001 |
CyberAgent, Inc. | | 515,996 | 5,451,427 |
Dai Nippon Printing Co. Ltd. | | 284,721 | 5,950,109 |
Dai-ichi Mutual Life Insurance Co. | | 1,269,591 | 25,422,316 |
Daifuku Co. Ltd. | | 126,109 | 7,754,273 |
Daiichi Sankyo Kabushiki Kaisha | | 2,215,496 | 55,783,785 |
Daikin Industries Ltd. | | 314,682 | 48,088,981 |
Daito Trust Construction Co. Ltd. | | 81,321 | 7,832,180 |
Daiwa House Industry Co. Ltd. | | 701,608 | 16,866,793 |
Daiwa House REIT Investment Corp. | | 2,779 | 6,764,093 |
Daiwa Securities Group, Inc. | | 1,809,551 | 8,868,842 |
DENSO Corp. | | 548,125 | 33,405,621 |
Dentsu Group, Inc. | | 272,222 | 9,811,333 |
Disco Corp. | | 37,329 | 9,136,289 |
East Japan Railway Co. | | 379,181 | 19,773,071 |
Eisai Co. Ltd. | | 300,097 | 13,069,505 |
ENEOS Holdings, Inc. | | 3,895,864 | 13,708,047 |
FANUC Corp. | | 242,325 | 37,130,987 |
Fast Retailing Co. Ltd. | | 73,863 | 34,006,984 |
Fuji Electric Co. Ltd. | | 163,404 | 7,165,383 |
FUJIFILM Holdings Corp. | | 457,948 | 25,173,977 |
Fujitsu Ltd. | | 248,558 | 37,569,333 |
GLP J-REIT | | 5,424 | 7,319,008 |
GMO Payment Gateway, Inc. | | 53,028 | 4,449,045 |
Hakuhodo DY Holdings, Inc. | | 293,307 | 3,461,482 |
Hamamatsu Photonics K.K. | | 178,646 | 7,993,189 |
Hankyu Hanshin Holdings, Inc. | | 283,380 | 7,478,853 |
Hikari Tsushin, Inc. | | 27,670 | 3,239,970 |
Hino Motors Ltd. | | 357,971 | 1,847,845 |
Hirose Electric Co. Ltd. | | 42,668 | 5,413,457 |
Hitachi Construction Machinery Co. Ltd. | | 135,571 | 3,069,510 |
Hitachi Ltd. | | 1,223,809 | 58,040,938 |
Hitachi Metals Ltd. (a) | | 273,046 | 4,260,799 |
Honda Motor Co. Ltd. | | 2,054,986 | 54,053,434 |
Hoshizaki Corp. | | 68,903 | 4,364,478 |
Hoya Corp. | | 467,882 | 46,433,610 |
Hulic Co. Ltd. | | 453,072 | 3,825,468 |
Ibiden Co. Ltd. | | 135,940 | 5,080,332 |
Idemitsu Kosan Co. Ltd. | | 264,927 | 6,982,171 |
Iida Group Holdings Co. Ltd. | | 184,478 | 2,934,054 |
INPEX Corp. | | 1,287,012 | 15,313,092 |
Isuzu Motors Ltd. | | 732,092 | 8,540,427 |
ITO EN Ltd. | | 72,125 | 2,964,014 |
Itochu Corp. | | 1,496,371 | 45,161,944 |
ITOCHU Techno-Solutions Corp. | | 126,185 | 2,954,724 |
Japan Airlines Co. Ltd. (a) | | 173,426 | 2,863,173 |
Japan Exchange Group, Inc. | | 642,994 | 9,574,444 |
Japan Post Bank Co. Ltd. | | 518,840 | 3,914,279 |
Japan Post Holdings Co. Ltd. | | 3,080,946 | 21,603,160 |
Japan Post Insurance Co. Ltd. | | 249,842 | 4,039,894 |
Japan Real Estate Investment Corp. | | 1,589 | 7,690,537 |
Japan Retail Fund Investment Corp. | | 9,050 | 7,193,203 |
Japan Tobacco, Inc. | | 1,488,526 | 25,322,503 |
JFE Holdings, Inc. | | 622,890 | 7,617,168 |
JSR Corp. | | 261,221 | 7,093,489 |
Kajima Corp. | | 567,278 | 6,322,019 |
Kakaku.com, Inc. | | 176,165 | 3,689,215 |
Kansai Electric Power Co., Inc. | | 886,499 | 7,771,051 |
Kansai Paint Co. Ltd. | | 220,684 | 3,039,244 |
Kao Corp. | | 604,826 | 24,240,502 |
KDDI Corp. | | 2,036,407 | 67,435,007 |
Keio Corp. | | 126,720 | 4,860,038 |
Keisei Electric Railway Co. | | 159,142 | 3,902,076 |
Keyence Corp. | | 246,029 | 98,904,702 |
Kikkoman Corp. | | 184,948 | 10,394,292 |
Kintetsu Group Holdings Co. Ltd. (a) | | 218,364 | 6,260,770 |
Kirin Holdings Co. Ltd. | | 1,058,820 | 15,435,186 |
Kobayashi Pharmaceutical Co. Ltd. | | 71,687 | 4,888,672 |
Kobe Bussan Co. Ltd. | | 176,272 | 4,297,390 |
Koei Tecmo Holdings Co. Ltd. (b) | | 75,159 | 2,304,752 |
Koito Manufacturing Co. Ltd. | | 132,715 | 4,869,917 |
Komatsu Ltd. | | 1,104,964 | 24,868,854 |
Konami Holdings Corp. | | 117,436 | 7,221,538 |
Kose Corp. | | 42,868 | 4,400,874 |
Kubota Corp. | | 1,295,967 | 22,016,756 |
Kurita Water Industries Ltd. | | 125,084 | 4,267,406 |
Kyocera Corp. | | 408,656 | 21,457,282 |
Kyowa Hakko Kirin Co., Ltd. | | 347,321 | 7,320,407 |
Lasertec Corp. | | 95,395 | 12,744,906 |
Lawson, Inc. | | 63,807 | 2,346,835 |
Lion Corp. | | 277,690 | 2,861,161 |
LIXIL Group Corp. | | 338,203 | 5,948,424 |
M3, Inc. | | 549,402 | 17,544,576 |
Makita Corp. | | 278,368 | 8,227,680 |
Marubeni Corp. | | 1,969,845 | 21,502,084 |
Mazda Motor Corp. (a) | | 721,109 | 5,120,419 |
McDonald's Holdings Co. (Japan) Ltd. | | 101,045 | 4,008,744 |
Medipal Holdings Corp. | | 215,807 | 3,553,995 |
Meiji Holdings Co. Ltd. | | 156,806 | 7,816,298 |
Mercari, Inc. (a) | | 122,980 | 2,015,321 |
Minebea Mitsumi, Inc. | | 454,100 | 8,712,439 |
Misumi Group, Inc. | | 358,614 | 8,992,004 |
Mitsubishi Chemical Holdings Corp. | | 1,621,684 | 9,888,452 |
Mitsubishi Corp. | | 1,593,001 | 53,485,841 |
Mitsubishi Electric Corp. | | 2,325,897 | 24,362,123 |
Mitsubishi Estate Co. Ltd. | | 1,469,912 | 21,411,591 |
Mitsubishi Gas Chemical Co., Inc. | | 202,583 | 2,958,312 |
Mitsubishi Heavy Industries Ltd. | | 405,128 | 13,851,386 |
Mitsubishi UFJ Financial Group, Inc. | | 15,099,018 | 87,776,278 |
Mitsubishi UFJ Lease & Finance Co. Ltd. | | 764,116 | 3,438,119 |
Mitsui & Co. Ltd. | | 1,968,246 | 47,662,665 |
Mitsui Chemicals, Inc. | | 233,671 | 5,338,892 |
Mitsui Fudosan Co. Ltd. | | 1,143,510 | 24,235,272 |
Mitsui OSK Lines Ltd. | | 438,600 | 10,268,121 |
Miura Co. Ltd. | | 108,114 | 2,258,252 |
Mizuho Financial Group, Inc. | | 3,045,332 | 36,978,579 |
MonotaRO Co. Ltd. | | 316,308 | 5,433,555 |
MS&AD Insurance Group Holdings, Inc. | | 561,615 | 16,717,743 |
Murata Manufacturing Co. Ltd. | | 727,561 | 43,368,090 |
NEC Corp. | | 310,463 | 12,044,682 |
Nexon Co. Ltd. | | 622,859 | 14,183,189 |
NGK Insulators Ltd. | | 308,595 | 4,151,104 |
Nidec Corp. | | 567,956 | 36,717,850 |
Nihon M&A Center Holdings, Inc. | | 389,660 | 4,798,201 |
Nintendo Co. Ltd. | | 139,289 | 63,570,206 |
Nippon Building Fund, Inc. | | 1,903 | 9,879,058 |
Nippon Express Holdings, Inc. | | 94,985 | 5,569,044 |
Nippon Paint Holdings Co. Ltd. | | 1,048,930 | 8,308,928 |
Nippon Prologis REIT, Inc. | | 2,607 | 7,215,577 |
Nippon Sanso Holdings Corp. | | 189,686 | 3,413,494 |
Nippon Shinyaku Co. Ltd. | | 62,955 | 4,257,889 |
Nippon Steel & Sumitomo Metal Corp. | | 1,076,499 | 17,093,288 |
Nippon Telegraph & Telephone Corp. | | 1,508,671 | 44,459,569 |
Nippon Yusen KK | | 205,911 | 14,855,243 |
Nissan Chemical Corp. | | 154,784 | 8,176,097 |
Nissan Motor Co. Ltd. (a) | | 2,926,125 | 11,714,880 |
Nisshin Seifun Group, Inc. | | 254,762 | 3,396,188 |
Nissin Food Holdings Co. Ltd. | | 82,605 | 5,746,222 |
Nitori Holdings Co. Ltd. | | 102,542 | 10,549,455 |
Nitto Denko Corp. | | 181,550 | 12,185,812 |
Nomura Holdings, Inc. | | 3,842,665 | 14,796,013 |
Nomura Real Estate Holdings, Inc. | | 150,818 | 3,674,792 |
Nomura Real Estate Master Fund, Inc. | | 5,301 | 6,655,615 |
Nomura Research Institute Ltd. | | 424,380 | 11,999,949 |
NTT Data Corp. | | 795,856 | 14,673,926 |
Obayashi Corp. | | 806,385 | 5,545,624 |
OBIC Co. Ltd. | | 87,652 | 12,949,648 |
Odakyu Electric Railway Co. Ltd. (b) | | 370,839 | 5,615,636 |
Oji Holdings Corp. | | 1,020,402 | 4,833,649 |
Olympus Corp. | | 1,398,063 | 24,607,485 |
OMRON Corp. | | 235,277 | 13,870,538 |
Ono Pharmaceutical Co. Ltd. | | 467,745 | 12,016,627 |
Open House Group Co. Ltd. | | 103,500 | 4,004,897 |
Oracle Corp. Japan | | 46,703 | 3,001,199 |
Oriental Land Co. Ltd. | | 252,888 | 38,254,413 |
ORIX Corp. | | 1,538,854 | 28,067,114 |
ORIX JREIT, Inc. | | 3,498 | 4,728,320 |
Osaka Gas Co. Ltd. | | 467,318 | 8,422,664 |
Otsuka Corp. | | 143,232 | 4,694,015 |
Otsuka Holdings Co. Ltd. | | 491,303 | 16,508,981 |
Pan Pacific International Holdings Ltd. | | 524,691 | 8,034,786 |
Panasonic Holdings Corp. | | 2,784,193 | 24,816,059 |
Persol Holdings Co. Ltd. | | 228,326 | 4,529,905 |
Pola Orbis Holdings, Inc. | | 131,802 | 1,519,562 |
Rakuten Group, Inc. | | 1,059,160 | 7,445,774 |
Recruit Holdings Co. Ltd. | | 1,715,983 | 62,258,632 |
Renesas Electronics Corp. (a) | | 1,602,783 | 17,114,466 |
Resona Holdings, Inc. | | 2,592,189 | 11,271,952 |
Ricoh Co. Ltd. | | 855,238 | 6,244,873 |
Rinnai Corp. | | 43,696 | 2,793,024 |
ROHM Co. Ltd. | | 114,895 | 8,026,665 |
Ryohin Keikaku Co. Ltd. | | 330,219 | 2,967,722 |
Santen Pharmaceutical Co. Ltd. | | 446,489 | 3,632,047 |
SBI Holdings, Inc. Japan | | 305,965 | 6,843,556 |
SCSK Corp. | | 200,133 | 3,181,780 |
Secom Co. Ltd. | | 267,459 | 18,816,941 |
Seiko Epson Corp. | | 361,709 | 5,095,586 |
Sekisui Chemical Co. Ltd. | | 479,639 | 6,494,857 |
Sekisui House Ltd. | | 771,903 | 13,406,365 |
Seven & i Holdings Co. Ltd. | | 954,372 | 42,199,391 |
SG Holdings Co. Ltd. | | 412,049 | 7,261,407 |
Sharp Corp. | | 273,511 | 2,314,260 |
Shimadzu Corp. | | 301,077 | 9,842,856 |
SHIMANO, Inc. | | 93,490 | 16,564,975 |
SHIMIZU Corp. | | 685,281 | 3,593,364 |
Shin-Etsu Chemical Co. Ltd. | | 447,517 | 61,504,277 |
Shionogi & Co. Ltd. | | 332,894 | 18,517,537 |
Shiseido Co. Ltd. | | 509,075 | 24,064,711 |
Shizuoka Bank Ltd. | | 573,618 | 3,711,350 |
SMC Corp. | | 72,255 | 34,987,345 |
SoftBank Corp. | | 3,620,327 | 42,132,873 |
SoftBank Group Corp. | | 1,524,244 | 62,692,525 |
Sohgo Security Services Co., Ltd. | | 93,777 | 2,605,016 |
Sompo Holdings, Inc. | | 395,054 | 16,082,647 |
Sony Group Corp. | | 1,593,020 | 137,479,353 |
Square Enix Holdings Co. Ltd. | | 105,638 | 4,217,679 |
Stanley Electric Co. Ltd. | | 170,001 | 2,931,346 |
Subaru Corp. | | 778,078 | 11,807,108 |
Sumco Corp. | | 429,329 | 6,183,054 |
Sumitomo Chemical Co. Ltd. | | 1,886,781 | 8,022,980 |
Sumitomo Corp. | | 1,406,869 | 22,261,791 |
Sumitomo Dainippon Pharma Co., Ltd. | | 227,101 | 2,022,926 |
Sumitomo Electric Industries Ltd. | | 953,303 | 10,248,800 |
Sumitomo Metal Mining Co. Ltd. | | 311,532 | 13,662,782 |
Sumitomo Mitsui Financial Group, Inc. | | 1,649,172 | 49,827,996 |
Sumitomo Mitsui Trust Holdings, Inc. | | 423,957 | 13,158,574 |
Sumitomo Realty & Development Co. Ltd. | | 383,679 | 10,178,421 |
Suntory Beverage & Food Ltd. | | 185,803 | 7,320,827 |
Suzuki Motor Corp. | | 465,232 | 14,024,472 |
Sysmex Corp. | | 211,229 | 13,856,109 |
T&D Holdings, Inc. | | 670,053 | 8,610,478 |
Taisei Corp. | | 241,602 | 6,544,516 |
Taisho Pharmaceutical Holdings Co. Ltd. | | 49,259 | 1,940,210 |
Takeda Pharmaceutical Co. Ltd. | | 1,995,120 | 57,891,491 |
TDK Corp. | | 489,487 | 15,121,098 |
Terumo Corp. | | 818,724 | 24,369,441 |
TIS, Inc. | | 267,867 | 6,016,123 |
Tobu Railway Co. Ltd. | | 231,993 | 5,214,778 |
Toho Co. Ltd. | | 140,405 | 5,210,071 |
Tokio Marine Holdings, Inc. | | 792,708 | 42,860,693 |
Tokyo Century Corp. | | 45,847 | 1,412,184 |
Tokyo Electric Power Co., Inc. (a) | | 1,932,526 | 6,670,608 |
Tokyo Electron Ltd. | | 189,186 | 79,826,409 |
Tokyo Gas Co. Ltd. | | 466,639 | 8,938,217 |
Tokyu Corp. | | 619,375 | 7,574,219 |
Toppan, Inc. | | 335,777 | 5,550,285 |
Toray Industries, Inc. | | 1,761,419 | 8,347,864 |
Toshiba Corp. | | 494,115 | 20,519,770 |
Tosoh Corp. | | 341,125 | 4,710,432 |
Toto Ltd. | | 180,017 | 6,066,358 |
Toyo Suisan Kaisha Ltd. | | 111,898 | 3,455,003 |
Toyota Industries Corp. | | 183,443 | 11,002,328 |
Toyota Motor Corp. | | 13,394,930 | 229,504,858 |
Toyota Tsusho Corp. | | 267,195 | 9,599,581 |
Trend Micro, Inc. | | 166,645 | 9,291,612 |
Tsuruha Holdings, Inc. | | 52,188 | 2,667,226 |
Unicharm Corp. | | 510,597 | 17,764,692 |
USS Co. Ltd. | | 296,546 | 4,936,913 |
Welcia Holdings Co. Ltd. | | 126,237 | 2,587,740 |
West Japan Railway Co. | | 273,580 | 10,155,011 |
Yakult Honsha Co. Ltd. | | 160,118 | 8,291,011 |
Yamaha Corp. | | 172,061 | 6,573,931 |
Yamaha Motor Co. Ltd. | | 375,639 | 7,755,329 |
Yamato Holdings Co. Ltd. | | 369,329 | 6,910,884 |
Yaskawa Electric Corp. | | 303,589 | 10,308,507 |
Yokogawa Electric Corp. | | 295,200 | 4,706,223 |
Z Holdings Corp. | | 3,409,249 | 13,384,162 |
ZOZO, Inc. | | 146,163 | 3,060,287 |
|
TOTAL JAPAN | | | 4,128,902,008 |
|
Korea (South) - 3.3% | | | |
Alteogen, Inc. (a) | | 35,745 | 1,603,445 |
AMOREPACIFIC Corp. | | 41,691 | 5,901,323 |
AMOREPACIFIC Group, Inc. | | 37,383 | 1,462,871 |
BGF Retail Co. Ltd. | | 10,614 | 1,510,160 |
Celltrion Healthcare Co. Ltd. | | 111,471 | 5,583,932 |
Celltrion Pharm, Inc. | | 19,678 | 1,422,597 |
Celltrion, Inc. | | 124,550 | 17,142,931 |
Cheil Worldwide, Inc. | | 83,803 | 1,664,214 |
CJ CheilJedang Corp. | | 10,371 | 3,244,033 |
CJ Corp. | | 18,038 | 1,225,828 |
CJ ENM Co. Ltd. | | 13,209 | 1,319,648 |
CJ Logistics Corp. (a) | | 10,778 | 1,038,112 |
Coway Co. Ltd. | | 67,218 | 3,744,869 |
Db Insurance Co. Ltd. | | 57,836 | 3,072,391 |
Doosan Bobcat, Inc. | | 59,317 | 1,917,149 |
Doosan Heavy Industries & Construction Co. Ltd. (a) | | 446,321 | 7,063,273 |
E-Mart, Inc. | | 26,059 | 2,682,202 |
Ecopro BM Co. Ltd. | | 13,962 | 5,130,724 |
EUSU Holdings Co. Ltd. | | 6 | 29 |
F&F Co. Ltd. | | 22,440 | 2,464,182 |
Green Cross Corp. | | 6,930 | 1,023,160 |
GS Engineering & Construction Corp. | | 79,050 | 2,589,252 |
GS Holdings Corp. | | 55,933 | 1,921,853 |
Hana Financial Group, Inc. | | 378,133 | 13,964,177 |
Hanjin Shipping Co. Ltd. (a)(d) | | 12 | 0 |
Hankook Tire Co. Ltd. | | 94,098 | 2,568,951 |
Hanmi Pharm Co. Ltd. | | 8,322 | 2,043,510 |
Hanon Systems | | 244,080 | 2,172,644 |
Hanwha Solutions Corp. (a) | | 153,012 | 3,825,346 |
HD Hyundai Co. Ltd. | | 58,240 | 2,660,193 |
HLB, Inc. (a) | | 129,511 | 3,135,506 |
HMM Co. Ltd. | | 343,511 | 7,573,677 |
Hotel Shilla Co. | | 40,408 | 2,557,767 |
HYBE Co. Ltd. (a) | | 20,708 | 4,045,169 |
Hyundai Engineering & Construction Co. Ltd. | | 102,869 | 3,559,566 |
Hyundai Glovis Co. Ltd. | | 24,261 | 3,953,763 |
Hyundai Mobis | | 83,974 | 13,588,838 |
Hyundai Motor Co. | | 167,883 | 24,228,239 |
Hyundai Steel Co. | | 113,071 | 3,821,925 |
Iljin Materials Co. Ltd. | | 28,026 | 1,910,300 |
Industrial Bank of Korea | | 338,031 | 2,983,360 |
Kakao Corp. | | 395,186 | 27,458,347 |
Kakao Games Corp. (a) | | 35,685 | 1,660,503 |
KakaoBank Corp. (a) | | 121,737 | 4,002,444 |
Kangwon Land, Inc. (a) | | 139,111 | 2,907,806 |
KB Financial Group, Inc. | | 497,142 | 23,006,093 |
Kia Corp. | | 331,928 | 21,655,475 |
Korea Aerospace Industries Ltd. | | 96,942 | 3,324,750 |
Korea Electric Power Corp. | | 333,253 | 6,049,035 |
Korea Investment Holdings Co. Ltd. | | 50,723 | 2,797,181 |
Korea Shipbuilding & Offshore Engineering Co. Ltd. (a) | | 47,322 | 3,386,054 |
Korea Zinc Co. Ltd. | | 11,024 | 5,006,112 |
Korean Air Lines Co. Ltd. (a) | | 229,108 | 5,369,743 |
KRAFTON, Inc. (a) | | 27,660 | 5,404,811 |
KT&G Corp. | | 141,554 | 9,246,255 |
Kumho Petro Chemical Co. Ltd. | | 22,118 | 2,660,180 |
L&F Co. Ltd. | | 28,326 | 4,766,817 |
LG Chemical Ltd. | | 57,896 | 23,586,096 |
LG Corp. | | 113,873 | 6,541,015 |
LG Display Co. Ltd. | | 294,119 | 3,822,588 |
LG Electronics, Inc. | | 133,995 | 12,070,998 |
LG Energy Solution | | 26,739 | 8,689,024 |
LG Household & Health Care Ltd. | | 12,947 | 9,223,084 |
LG Innotek Co. Ltd. | | 17,971 | 4,850,288 |
LG Uplus Corp. | | 260,475 | 2,862,216 |
Lotte Chemical Corp. | | 21,498 | 3,300,390 |
Lotte Shopping Co. Ltd. | | 14,375 | 1,059,182 |
Meritz Financial Holdings Co. | | 41,555 | 1,238,176 |
Meritz Fire & Marine Insurance Co. Ltd. | | 53,207 | 1,851,656 |
Meritz Securities Co. Ltd. | | 408,978 | 2,103,055 |
Mirae Asset Securities Co. Ltd. | | 335,174 | 2,108,927 |
NAVER Corp. | | 156,003 | 34,566,276 |
NCSOFT Corp. | | 20,770 | 6,841,751 |
Netmarble Corp. (c) | | 27,534 | 2,058,676 |
NH Investment & Securities Co. Ltd. | | 172,685 | 1,465,976 |
Orion Corp./Republic of Korea | | 28,308 | 2,098,699 |
Pan Ocean Co., Ltd. (Korea) | | 399,662 | 2,078,093 |
Pearl Abyss Corp. (a) | | 36,526 | 1,934,837 |
POSCO | | 93,566 | 21,250,015 |
POSCO Chemtech Co. Ltd. | | 39,078 | 4,106,320 |
S-Oil Corp. | | 57,168 | 4,652,492 |
S1 Corp. | | 19,953 | 1,081,371 |
Samsung Biologics Co. Ltd. (a)(c) | | 23,123 | 15,170,568 |
Samsung C&T Corp. | | 108,738 | 9,785,678 |
Samsung Electro-Mechanics Co. Ltd. | | 70,908 | 9,129,186 |
Samsung Electronics Co. Ltd. | | 6,038,722 | 320,113,661 |
Samsung Engineering Co. Ltd. (a) | | 199,782 | 4,054,482 |
Samsung Fire & Marine Insurance Co. Ltd. | | 38,689 | 6,378,915 |
Samsung Heavy Industries Co. Ltd. (a) | | 823,484 | 3,909,841 |
Samsung Life Insurance Co. Ltd. | | 82,653 | 4,226,399 |
Samsung SDI Co. Ltd. | | 69,587 | 32,971,811 |
Samsung SDS Co. Ltd. | | 46,298 | 5,366,682 |
Samsung Securities Co. Ltd. | | 71,668 | 2,226,423 |
SD Biosensor, Inc. | | 46,082 | 1,639,785 |
Seegene, Inc. | | 44,655 | 1,408,454 |
Shinhan Financial Group Co. Ltd. | | 552,961 | 18,274,221 |
SK Biopharmaceuticals Co. Ltd. (a) | | 34,729 | 2,495,531 |
SK Bioscience Co. Ltd. (a) | | 29,284 | 3,078,187 |
SK Chemicals Co. Ltd. | | 14,691 | 1,457,488 |
SK Hynix, Inc. | | 690,532 | 60,188,236 |
SK IE Technology Co. Ltd. (a)(c) | | 32,003 | 3,135,641 |
SK Innovation Co., Ltd. | | 64,337 | 10,185,176 |
SK Square Co. Ltd. (a) | | 124,584 | 5,118,554 |
SK Telecom Co. Ltd. | | 30,969 | 1,389,527 |
SK, Inc. | | 52,823 | 11,030,802 |
SKC Co. Ltd. | | 26,267 | 3,053,699 |
Woori Financial Group, Inc. | | 635,732 | 7,326,056 |
Yuhan Corp. | | 65,620 | 3,144,406 |
|
TOTAL KOREA (SOUTH) | | | 1,013,723,325 |
|
Kuwait - 0.2% | | | |
Agility Public Warehousing Co. KSC | | 1,559,313 | 6,359,352 |
Boubyan Bank KSC | | 1,330,329 | 4,257,921 |
Kuwait Finance House KSCP | | 6,409,926 | 20,599,599 |
Mabanee Co. SAKC | | 683,518 | 1,862,113 |
Mobile Telecommunication Co. | | 2,745,586 | 6,100,307 |
National Bank of Kuwait | | 9,002,916 | 30,900,710 |
|
TOTAL KUWAIT | | | 70,080,002 |
|
Luxembourg - 0.2% | | | |
Allegro.eu SA (a)(c) | | 447,174 | 2,300,034 |
ArcelorMittal SA (Netherlands) | | 806,978 | 23,529,625 |
Aroundtown SA | | 1,244,823 | 6,259,633 |
Eurofins Scientific SA | | 168,817 | 15,689,482 |
InPost SA (a)(b) | | 256,159 | 1,570,479 |
Reinet Investments SCA | | 180,045 | 3,651,811 |
Tenaris SA | | 604,266 | 9,234,504 |
|
TOTAL LUXEMBOURG | | | 62,235,568 |
|
Malaysia - 0.4% | | | |
AMMB Holdings Bhd (a) | | 2,058,700 | 1,738,550 |
Axiata Group Bhd | | 3,306,115 | 2,657,259 |
CIMB Group Holdings Bhd | | 8,500,366 | 10,132,131 |
Dialog Group Bhd | | 4,735,122 | 2,707,769 |
DiGi.com Bhd | | 3,816,900 | 3,337,423 |
Fraser & Neave Holdings Bhd | | 160,300 | 844,832 |
Genting Bhd | | 2,771,300 | 2,933,021 |
Genting Malaysia Bhd | | 3,912,600 | 2,719,731 |
Hap Seng Consolidated Bhd | | 689,500 | 1,164,157 |
Hartalega Holdings Bhd | | 2,148,600 | 2,136,805 |
Hong Leong Bank Bhd | | 861,400 | 4,134,105 |
Hong Leong Credit Bhd | | 256,800 | 1,140,897 |
IHH Healthcare Bhd | | 2,205,900 | 3,327,223 |
Inari Amertron Bhd | | 4,106,900 | 2,632,070 |
IOI Corp. Bhd | | 3,179,100 | 3,355,657 |
IOI Properties Group Bhd | | 11 | 3 |
Kuala Lumpur Kepong Bhd | | 563,813 | 3,822,333 |
Malayan Banking Bhd | | 6,381,849 | 13,273,094 |
Malaysia Airports Holdings Bhd (a) | | 1,351,098 | 2,123,810 |
Maxis Bhd | | 2,693,300 | 2,341,291 |
MISC Bhd | | 1,738,700 | 3,110,656 |
Nestle (Malaysia) Bhd | | 83,500 | 2,552,187 |
Petronas Chemicals Group Bhd | | 3,125,200 | 7,320,006 |
Petronas Dagangan Bhd | | 292,200 | 1,454,484 |
Petronas Gas Bhd | | 981,800 | 3,824,507 |
PPB Group Bhd | | 757,420 | 2,941,145 |
Press Metal Bhd | | 4,146,700 | 5,684,790 |
Public Bank Bhd | | 18,661,100 | 20,057,836 |
QL Resources Bhd | | 1,355,700 | 1,565,817 |
RHB Bank Bhd | | 2,454,663 | 3,516,755 |
Sime Darby Bhd | | 3,641,507 | 1,946,435 |
Sime Darby Plantation Bhd | | 2,286,224 | 2,742,939 |
Sime Darby Property Bhd | | 15 | 2 |
SP Setia Bhd | | 14 | 4 |
Telekom Malaysia Bhd | | 1,383,774 | 1,579,857 |
Tenaga Nasional Bhd | | 3,092,925 | 6,418,878 |
Top Glove Corp. Bhd | | 6,823,600 | 2,591,071 |
Westports Holdings Bhd | | 1,064,900 | 948,335 |
|
TOTAL MALAYSIA | | | 134,777,865 |
|
Mexico - 0.6% | | | |
Alfa SA de CV Series A | | 3,948,200 | 2,644,838 |
America Movil S.A.B. de CV Series L | | 38,776,046 | 37,737,597 |
Arca Continental S.A.B. de CV | | 598,162 | 3,795,653 |
Becle S.A.B. de CV | | 734,626 | 1,831,300 |
CEMEX S.A.B. de CV unit (a) | | 19,334,340 | 8,508,190 |
Coca-Cola FEMSA S.A.B. de CV unit | | 719,560 | 3,923,526 |
Fibra Uno Administracion SA de CV | | 4,051,800 | 4,443,647 |
Fomento Economico Mexicano S.A.B. de CV unit | | 2,528,200 | 19,009,973 |
Gruma S.A.B. de CV Series B | | 268,565 | 3,190,036 |
Grupo Aeroportuario del Pacifico S.A.B. de CV Series B | | 459,900 | 7,077,274 |
Grupo Aeroportuario del Sureste S.A.B. de CV Series B | | 262,215 | 5,722,818 |
Grupo Bimbo S.A.B. de CV Series A | | 1,982,600 | 6,111,070 |
Grupo Carso SA de CV Series A1 | | 565,500 | 1,847,266 |
Grupo Financiero Banorte S.A.B. de CV Series O | | 3,268,400 | 21,575,780 |
Grupo Financiero Inbursa S.A.B. de CV Series O (a) | | 2,810,200 | 4,763,424 |
Grupo Mexico SA de CV Series B | | 3,939,223 | 18,438,957 |
Grupo Televisa SA de CV | | 3,027,500 | 5,619,861 |
Industrias Penoles SA de CV | | 182,040 | 2,004,568 |
Kimberly-Clark de Mexico SA de CV Series A | | 1,868,800 | 2,609,076 |
Megacable Holdings S.A.B. de CV unit | | 374,700 | 1,067,371 |
Operadora de Sites Mexicanos, SA de CV | | 1,731,300 | 2,114,228 |
Orbia Advance Corp. S.A.B. de CV | | 1,444,916 | 3,476,607 |
Promotora y Operadora de Infraestructura S.A.B. de CV | | 257,580 | 1,877,715 |
Wal-Mart de Mexico SA de CV Series V | | 6,642,100 | 23,487,317 |
|
TOTAL MEXICO | | | 192,878,092 |
|
Multi-National - 0.1% | | | |
HK Electric Investments & HK Electric Investments Ltd. unit | | 2,740,676 | 2,705,185 |
HKT Trust/HKT Ltd. unit | | 4,892,479 | 7,007,512 |
Unibail-Rodamco SE & WFD Unibail-Rodamco NV unit (a) | | 157,142 | 11,090,291 |
|
TOTAL MULTI-NATIONAL | | | 20,802,988 |
|
Netherlands - 3.4% | | | |
ABN AMRO Bank NV rights (a)(b)(e) | | 531,054 | 341,744 |
ABN AMRO Group NV GDR (b)(c) | | 531,054 | 6,601,620 |
Adyen BV (a)(c) | | 25,054 | 42,022,907 |
AEGON NV | | 2,236,445 | 11,595,257 |
AerCap Holdings NV (a) | | 169,361 | 7,910,852 |
Airbus Group NV | | 745,611 | 81,623,457 |
Akzo Nobel NV | | 235,648 | 20,441,634 |
Argenx SE (a) | | 58,106 | 16,740,833 |
ASM International NV (Netherlands) | | 59,418 | 17,854,640 |
ASML Holding NV (Netherlands) | | 522,521 | 296,550,794 |
CNH Industrial NV (b) | | 1,290,276 | 18,278,428 |
Davide Campari Milano NV | | 672,532 | 7,588,301 |
Euronext NV (c) | | 107,848 | 8,641,013 |
EXOR NV | | 134,405 | 9,327,013 |
Ferrari NV (Italy) | | 159,102 | 33,499,680 |
Heineken Holding NV | | 147,133 | 11,485,531 |
Heineken NV (Bearer) (b) | | 326,897 | 31,908,757 |
IMCD NV | | 71,186 | 11,334,414 |
ING Groep NV (Certificaten Van Aandelen) (b) | | 4,929,606 | 46,704,111 |
JDE Peet's BV | | 124,790 | 3,671,204 |
Just Eat Takeaway.com NV (a)(c) | | 225,763 | 6,132,300 |
Koninklijke Ahold Delhaize NV | | 1,322,774 | 39,016,509 |
Koninklijke DSM NV | | 220,171 | 37,012,860 |
Koninklijke KPN NV (b) | | 4,192,396 | 14,466,250 |
Koninklijke Philips Electronics NV | | 1,159,592 | 30,301,431 |
NN Group NV | | 338,720 | 16,591,048 |
Prosus NV | | 1,175,149 | 56,675,866 |
QIAGEN NV (Germany) (a) | | 292,636 | 13,495,520 |
Randstad NV | | 151,538 | 8,013,198 |
Stellantis NV (Italy) | | 2,564,694 | 34,432,695 |
STMicroelectronics NV (France) | | 865,528 | 31,978,796 |
Universal Music Group NV | | 911,912 | 21,162,210 |
Wolters Kluwer NV | | 331,627 | 33,488,624 |
Wolters Kluwer NV rights (a)(e) | | 331,627 | 360,345 |
X5 Retail Group NV GDR (d) | | 152,037 | 46,777 |
Yandex NV Class A (a)(d) | | 371,380 | 1,808,233 |
|
TOTAL NETHERLANDS | | | 1,029,104,852 |
|
New Zealand - 0.2% | | | |
Auckland International Airport Ltd. (a) | | 1,543,513 | 7,753,075 |
Fisher & Paykel Healthcare Corp. | | 729,471 | 10,024,481 |
Mercury Nz Ltd. | | 880,673 | 3,414,423 |
Meridian Energy Ltd. | | 1,683,161 | 5,108,493 |
Ryman Healthcare Group Ltd. | | 520,334 | 3,079,477 |
Spark New Zealand Ltd. | | 2,463,013 | 7,789,754 |
Xero Ltd. (a) | | 167,931 | 11,073,730 |
|
TOTAL NEW ZEALAND | | | 48,243,433 |
|
Norway - 0.5% | | | |
Adevinta ASA Class B (a) | | 368,107 | 2,843,784 |
Aker BP ASA | | 159,232 | 5,705,105 |
DNB Bank ASA | | 1,158,706 | 22,452,615 |
Equinor ASA | | 1,117,668 | 37,776,713 |
Equinor ASA sponsored ADR | | 116,214 | 3,960,573 |
Gjensidige Forsikring ASA | | 236,927 | 5,065,360 |
Mowi ASA | | 549,459 | 15,520,593 |
Norsk Hydro ASA | | 1,691,280 | 14,202,567 |
Orkla ASA | | 937,099 | 7,604,226 |
Schibsted ASA: | | | |
(A Shares) | | 97,787 | 2,037,772 |
(B Shares) | | 113,662 | 2,184,852 |
Telenor ASA | | 862,457 | 12,163,635 |
Yara International ASA | | 207,421 | 10,546,994 |
|
TOTAL NORWAY | | | 142,064,789 |
|
Peru - 0.0% | | | |
Compania de Minas Buenaventura SA sponsored ADR | | 276,673 | 2,611,793 |
Philippines - 0.2% | | | |
Aboitiz Equity Ventures, Inc. | | 2,135,920 | 2,069,744 |
AC Energy Corp. | | 9,739,300 | 1,337,792 |
Ayala Corp. | | 363,975 | 5,113,072 |
Ayala Land, Inc. | | 10,272,570 | 6,259,868 |
Bank of the Philippine Islands (BPI) | | 2,200,953 | 3,985,862 |
BDO Unibank, Inc. | | 2,661,978 | 6,567,237 |
DMCI Holdings, Inc. | | 9 | 1 |
Globe Telecom, Inc. | | 34,000 | 1,475,754 |
GT Capital Holdings, Inc. | | 98,639 | 945,248 |
International Container Terminal Services, Inc. | | 1,324,220 | 5,428,399 |
JG Summit Holdings, Inc. | | 3,212,635 | 3,412,033 |
Jollibee Food Corp. | | 505,500 | 2,073,202 |
Manila Electric Co. | | 252,850 | 1,699,354 |
Metro Pacific Investments Corp. | | 11,439,700 | 826,035 |
Metropolitan Bank & Trust Co. | | 2,539,341 | 2,468,757 |
Monde Nissin Corp. (c) | | 5,675,400 | 1,386,269 |
PLDT, Inc. | | 101,300 | 3,598,629 |
SM Investments Corp. | | 334,185 | 5,421,020 |
SM Prime Holdings, Inc. | | 12,918,275 | 8,596,709 |
Universal Robina Corp. | | 1,205,660 | 2,354,731 |
|
TOTAL PHILIPPINES | | | 65,019,716 |
|
Poland - 0.2% | | | |
Bank Polska Kasa Opieki SA | | 235,810 | 5,181,987 |
CD Projekt RED SA | | 85,311 | 2,308,934 |
Cyfrowy Polsat SA | | 290,768 | 1,583,321 |
Dino Polska SA (a)(c) | | 63,385 | 4,100,490 |
KGHM Polska Miedz SA (Bearer) | | 178,641 | 5,778,718 |
LPP SA | | 1,410 | 2,979,585 |
mBank SA (a) | | 17,984 | 1,203,699 |
Orange Polska SA | | 844,192 | 1,290,349 |
PGE Polska Grupa Energetyczna SA (a) | | 1,070,482 | 2,380,682 |
Polish Oil & Gas Co. SA | | 2,215,692 | 3,104,335 |
Polski Koncern Naftowy Orlen SA | | 392,123 | 6,624,699 |
Powszechna Kasa Oszczednosci Bank SA (a) | | 1,127,228 | 8,319,558 |
Powszechny Zaklad Ubezpieczen SA | | 765,631 | 5,293,378 |
Santander Bank Polska SA | | 47,963 | 2,920,811 |
|
TOTAL POLAND | | | 53,070,546 |
|
Portugal - 0.1% | | | |
Banco Espirito Santo SA (Reg.) (a)(d) | | 319,729 | 3 |
Energias de Portugal SA | | 3,490,873 | 16,269,785 |
Galp Energia SGPS SA Class B | | 635,614 | 7,736,472 |
Jeronimo Martins SGPS SA | | 362,249 | 7,540,805 |
|
TOTAL PORTUGAL | | | 31,547,065 |
|
Qatar - 0.3% | | | |
Barwa Real Estate Co. (a) | | 2,464,111 | 2,297,153 |
Industries Qatar QSC (a) | | 1,916,558 | 9,899,212 |
Masraf al Rayan (a) | | 6,099,149 | 9,027,092 |
Mesaieed Petrochemical Holding Co. (a) | | 5,969,437 | 4,245,443 |
Ooredoo QSC | | 1,030,755 | 2,119,674 |
Qatar Electricity & Water Co. | | 545,531 | 2,561,565 |
Qatar Fuel Co. (a) | | 630,313 | 3,172,551 |
Qatar Gas Transport Co. Ltd. (Nakilat) (a) | | 3,136,955 | 2,945,943 |
Qatar International Islamic Bank QSC (a) | | 1,027,339 | 3,258,259 |
Qatar Islamic Bank (a) | | 1,525,203 | 10,256,668 |
Qatar National Bank SAQ (a) | | 5,745,415 | 36,680,414 |
The Commercial Bank of Qatar (a) | | 2,687,688 | 5,674,644 |
|
TOTAL QATAR | | | 92,138,618 |
|
Russia - 0.0% | | | |
Alrosa Co. Ltd. (d) | | 3,102,770 | 673,173 |
Gazprom OAO (d) | | 12,146,244 | 1,657,512 |
Gazprom OAO sponsored ADR (Reg. S) (d) | | 1,078,053 | 246,270 |
Inter Rao Ues JSC (d) | | 42,112,900 | 302,788 |
LUKOIL PJSC (d) | | 451,803 | 182,371 |
LUKOIL PJSC sponsored ADR (d) | | 52,271 | 14,787 |
Magnit OJSC GDR (Reg. S) (d) | | 428,621 | 2,087 |
MMC Norilsk Nickel PJSC (d) | | 66,556 | 577,249 |
MMC Norilsk Nickel PJSC sponsored ADR (d) | | 85,403 | 63,419 |
Mobile TeleSystems OJSC sponsored ADR (d) | | 504,110 | 502,089 |
Moscow Exchange MICEX-RTS OAO (d) | | 1,699,470 | 426,037 |
Novatek PJSC GDR (Reg. S) (d) | | 110,438 | 28,214 |
Novolipetsk Steel OJSC (d) | | 1,805,640 | 22,607 |
PhosAgro OJSC GDR (Reg. S) (d) | | 159,266 | 3,267 |
Polyus PJSC (d) | | 41,353 | 126,821 |
Rosneft Oil Co. OJSC (d) | | 1,187,356 | 258,961 |
Rosneft Oil Co. OJSC GDR (Reg. S) (d) | | 214,392 | 50,693 |
Sberbank of Russia (d) | | 13,066,303 | 104,768 |
Severstal PAO (d) | | 245,384 | 7,145 |
Severstal PAO GDR (Reg. S) (d) | | 10,278 | 243 |
Surgutneftegas OJSC (d) | | 6,111,900 | 97,532 |
Surgutneftegas OJSC sponsored ADR (d) | | 214,357 | 39,585 |
Tatneft PAO (d) | | 1,520,327 | 246,604 |
Tatneft PAO sponsored ADR (d) | | 24,387 | 22,517 |
United Co. RUSAL International PJSC (a)(d) | | 3,455,150 | 543,042 |
VTB Bank OJSC (d) | | 4,133,678,016 | 205,960 |
|
TOTAL RUSSIA | | | 6,405,741 |
|
Saudi Arabia - 1.3% | | | |
Abdullah Al Othaim Markets Co. | | 60,271 | 1,796,496 |
Advanced Polypropylene Co. | | 160,685 | 2,874,577 |
Al Rajhi Bank | | 1,547,810 | 72,875,985 |
Alinma Bank | | 1,237,339 | 13,673,803 |
Almarai Co. Ltd. | | 311,196 | 4,314,331 |
Arab National Bank | | 780,569 | 7,325,378 |
Bank Al-Jazira | | 514,629 | 4,342,542 |
Bank Albilad | | 627,525 | 8,666,363 |
Banque Saudi Fransi | | 749,408 | 10,829,133 |
Bupa Arabia for Cooperative Insurance Co. (a) | | 76,959 | 3,410,095 |
Dar Al Arkan Real Estate Development Co. (a) | | 646,127 | 1,863,894 |
Dr Sulaiman Al Habib Medical Services Group Co. | | 63,531 | 3,387,597 |
Emaar The Economic City (a) | | 474,650 | 1,386,948 |
Etihad Etisalat Co. | | 469,415 | 5,412,765 |
Jarir Marketing Co. | | 77,264 | 3,955,073 |
Mobile Telecommunications Co. Saudi Arabia (a) | | 569,819 | 2,117,755 |
Mouwasat Medical Services Co. | | 61,192 | 3,931,767 |
National Industrialization Co. (a) | | 416,590 | 2,292,422 |
Rabigh Refining & Petrochemical Co. (a) | | 264,317 | 2,029,522 |
Riyad Bank | | 1,704,680 | 18,542,963 |
Sabic Agriculture-Nutrients Co. | | 270,505 | 11,726,595 |
Sahara International Petrochemical Co. | | 453,345 | 6,925,634 |
Saudi Arabian Mining Co. (a) | | 541,418 | 19,919,933 |
Saudi Arabian Oil Co. (c) | | 2,772,260 | 33,186,113 |
Saudi Basic Industries Corp. | | 1,133,040 | 39,572,422 |
Saudi Electricity Co. | | 1,046,139 | 7,544,540 |
Saudi Industrial Investment Group | | 469,249 | 4,128,510 |
Saudi Kayan Petrochemical Co. (a) | | 923,048 | 4,646,248 |
Saudi Research & Marketing Group(a) | | 44,566 | 3,141,530 |
Saudi Telecom Co. | | 765,276 | 23,667,489 |
The Co. for Cooperative Insurance | | 79,448 | 1,461,531 |
The Saudi British Bank | | 1,048,170 | 12,533,439 |
The Saudi National Bank | | 2,770,772 | 58,358,480 |
The Savola Group | | 317,447 | 3,021,451 |
Yanbu National Petrochemical Co. | | 319,200 | 5,199,723 |
|
TOTAL SAUDI ARABIA | | | 410,063,047 |
|
Singapore - 0.8% | | | |
Ascendas Real Estate Investment Trust | | 4,180,015 | 8,600,296 |
BOC Aviation Ltd. Class A (c) | | 255,000 | 2,000,315 |
CapitaLand Investment Ltd. | | 3,213,699 | 9,744,586 |
CapitaMall Trust | | 6,097,339 | 10,216,654 |
City Developments Ltd. | | 476,345 | 2,920,528 |
DBS Group Holdings Ltd. | | 2,280,883 | 55,335,665 |
Genting Singapore Ltd. | | 7,566,823 | 4,393,234 |
Keppel Corp. Ltd. | | 1,868,057 | 9,212,888 |
Mapletree Commercial Trust | | 2,731,189 | 3,673,238 |
Mapletree Logistics Trust (REIT) | | 3,975,233 | 5,105,482 |
Oversea-Chinese Banking Corp. Ltd. | | 4,260,891 | 37,830,701 |
Singapore Airlines Ltd. (a) | | 1,679,139 | 6,618,600 |
Singapore Exchange Ltd. | | 1,010,790 | 7,112,269 |
Singapore Technologies Engineering Ltd. | | 1,965,197 | 5,787,728 |
Singapore Telecommunications Ltd. | | 10,378,418 | 20,713,195 |
United Overseas Bank Ltd. | | 1,484,315 | 31,773,625 |
UOL Group Ltd. | | 552,249 | 2,901,812 |
Venture Corp. Ltd. | | 361,270 | 4,434,924 |
Wilmar International Ltd. | | 2,398,080 | 7,644,344 |
|
TOTAL SINGAPORE | | | 236,020,084 |
|
South Africa - 1.0% | | | |
Absa Group Ltd. (b) | | 1,018,236 | 11,000,581 |
African Rainbow Minerals Ltd. | | 148,245 | 2,438,708 |
Anglo American Platinum Ltd. | | 66,553 | 7,356,966 |
AngloGold Ashanti Ltd. | | 526,333 | 10,778,275 |
Aspen Pharmacare Holdings Ltd. | | 488,280 | 5,224,552 |
Bid Corp. Ltd. | | 434,307 | 9,120,453 |
Bidvest Group Ltd./The | | 358,578 | 4,915,606 |
Capitec Bank Holdings Ltd. | | 101,014 | 14,100,518 |
Clicks Group Ltd. | | 310,080 | 6,054,015 |
Discovery Ltd. (a)(b) | | 626,116 | 6,011,740 |
Exxaro Resources Ltd. | | 320,685 | 4,582,648 |
FirstRand Ltd. | | 6,299,573 | 27,130,255 |
Gold Fields Ltd. | | 1,114,713 | 15,103,887 |
Growthpoint Properties Ltd. (b) | | 4,181,648 | 3,708,881 |
Harmony Gold Mining Co. Ltd. (b) | | 699,577 | 2,852,028 |
Impala Platinum Holdings Ltd. | | 1,030,507 | 13,330,038 |
Kumba Iron Ore Ltd. | | 78,618 | 2,610,001 |
Mr Price Group Ltd. | | 325,380 | 4,410,249 |
MTN Group Ltd. | | 2,137,027 | 22,665,299 |
MultiChoice Group Ltd. | | 471,399 | 3,845,528 |
Naspers Ltd. Class N | | 271,899 | 27,422,637 |
Nedbank Group Ltd. | | 569,122 | 7,947,433 |
Northam Platinum Holdings Ltd. (a) | | 423,515 | 5,048,021 |
Old Mutual Ltd. (b) | | 5,766,296 | 4,626,010 |
Pepkor Holdings Ltd. (c) | | 1,587,888 | 2,136,486 |
Remgro Ltd. | | 634,655 | 5,700,939 |
Sanlam Ltd. (b) | | 2,381,164 | 9,864,076 |
Sasol Ltd. (a) | | 710,671 | 17,409,248 |
Shoprite Holdings Ltd. | | 638,724 | 9,225,751 |
Sibanye-Stillwater Ltd. | | 3,360,161 | 11,624,992 |
Spar Group Ltd./The | | 238,083 | 2,497,363 |
Standard Bank Group Ltd. (b) | | 1,678,600 | 17,788,975 |
Thungela Resources Ltd. | | 1 | 17 |
Tiger Brands Ltd. | | 199,610 | 1,943,456 |
Vodacom Group Ltd. | | 801,400 | 7,697,262 |
Woolworths Holdings Ltd. | | 1,254,501 | 4,696,279 |
|
TOTAL SOUTH AFRICA | | | 312,869,173 |
|
Spain - 1.5% | | | |
ACS Actividades de Construccion y Servicios SA | | 292,353 | 7,485,778 |
Aena SME SA (a)(c) | | 94,527 | 13,414,281 |
Amadeus IT Holding SA Class A (a) | | 570,305 | 35,736,977 |
Banco Bilbao Vizcaya Argentaria SA (b) | | 8,446,909 | 44,323,048 |
Banco Santander SA (Spain) (b) | | 21,759,298 | 63,588,294 |
Banco Santander SA (Spain) sponsored ADR (b) | | 193,931 | 558,521 |
CaixaBank SA | | 5,626,199 | 18,160,789 |
Cellnex Telecom SA (c) | | 645,047 | 30,065,838 |
EDP Renovaveis SA (b) | | 368,442 | 8,719,975 |
Enagas SA | | 311,357 | 6,732,377 |
Endesa SA | | 409,179 | 8,575,349 |
Ferrovial SA | | 612,804 | 15,714,969 |
Grifols SA | | 386,352 | 6,470,914 |
Iberdrola SA | | 7,371,011 | 84,698,824 |
Industria de Diseno Textil SA (b) | | 1,387,198 | 29,085,758 |
Naturgy Energy Group SA (b) | | 241,493 | 7,264,669 |
Red Electrica Corporacion SA | | 552,156 | 11,117,250 |
Repsol SA | | 1,841,379 | 27,469,486 |
Siemens Gamesa Renewable Energy SA (a) | | 304,670 | 4,852,956 |
Telefonica SA | | 6,675,940 | 32,476,062 |
|
TOTAL SPAIN | | | 456,512,115 |
|
Sweden - 2.0% | | | |
Alfa Laval AB (b) | | 397,193 | 11,056,373 |
ASSA ABLOY AB (B Shares) | | 1,267,001 | 32,019,832 |
Atlas Copco AB: | | | |
(A Shares) (b) | | 825,843 | 37,441,141 |
(B Shares) (b) | | 517,221 | 20,470,454 |
Boliden AB (b) | | 346,552 | 15,026,901 |
Electrolux AB (B Shares) | | 296,779 | 4,526,001 |
Embracer Group AB (a)(b) | | 704,020 | 4,705,678 |
Epiroc AB: | | | |
(A Shares) | | 834,962 | 16,927,237 |
(B Shares) | | 489,093 | 8,532,646 |
EQT AB | | 374,651 | 10,603,305 |
Ericsson (B Shares) | | 3,692,845 | 29,458,656 |
Essity AB (B Shares) | | 770,072 | 20,307,559 |
Evolution AB (c) | | 217,772 | 22,343,040 |
Fastighets AB Balder (a) | | 131,807 | 6,533,314 |
Getinge AB (B Shares) | | 291,720 | 8,438,815 |
H&M Hennes & Mauritz AB (B Shares) (b) | | 926,978 | 11,669,801 |
Hexagon AB (B Shares) (b) | | 2,465,943 | 31,817,893 |
Husqvarna AB (B Shares) | | 537,704 | 5,139,969 |
Industrivarden AB: | | | |
(A Shares) (b) | | 170,335 | 4,364,415 |
(C Shares) (b) | | 196,111 | 4,937,972 |
Investor AB: | | | |
(A Shares) | | 714,772 | 14,929,099 |
(B Shares) (b) | | 2,185,627 | 42,057,811 |
Kinnevik AB (B Shares) (a) | | 309,647 | 6,060,554 |
L E Lundbergforetagen AB | | 92,069 | 4,305,733 |
Latour Investment AB (B Shares) | | 189,360 | 5,016,633 |
Lifco AB | | 292,277 | 6,130,700 |
Lundin Petroleum AB | | 252,100 | 10,423,291 |
Nibe Industrier AB (B Shares) | | 1,804,547 | 17,692,510 |
Sagax AB | | 203,622 | 5,201,411 |
Sandvik AB (b) | | 1,424,930 | 26,971,521 |
Securitas AB (B Shares) | | 425,712 | 5,026,299 |
Sinch AB (a)(c) | | 659,002 | 2,912,388 |
Skandinaviska Enskilda Banken AB (A Shares) | | 2,062,195 | 23,125,651 |
Skanska AB (B Shares) | | 422,293 | 8,066,721 |
SKF AB (B Shares) | | 477,483 | 7,798,581 |
Svenska Cellulosa AB SCA (B Shares) | | 763,815 | 14,781,959 |
Svenska Handelsbanken AB (A Shares) | | 1,845,914 | 18,618,478 |
Swedbank AB (A Shares) | | 1,147,134 | 18,146,790 |
Swedish Match Co. AB (b) | | 1,977,027 | 15,746,587 |
Tele2 AB (B Shares) (b) | | 630,921 | 8,362,410 |
Telia Co. AB | | 3,378,572 | 14,023,148 |
Volvo AB: | | | |
(A Shares) | | 254,775 | 4,188,664 |
(B Shares) (b) | | 1,799,613 | 28,710,020 |
|
TOTAL SWEDEN | | | 614,617,961 |
|
Switzerland - 6.5% | | | |
ABB Ltd. (Reg.) (b) | | 2,088,997 | 62,674,006 |
Adecco SA (Reg.) | | 204,744 | 7,901,053 |
Alcon, Inc. (Switzerland) | | 634,239 | 45,285,217 |
Bachem Holding AG (B Shares) | | 7,887 | 3,441,476 |
Baloise Holdings AG | | 59,211 | 10,299,218 |
Barry Callebaut AG | | 4,596 | 10,577,951 |
Clariant AG (Reg.) | | 275,672 | 4,706,635 |
Coca-Cola HBC AG | | 263,180 | 5,335,683 |
Compagnie Financiere Richemont SA Series A | | 659,823 | 76,665,317 |
Credit Suisse Group AG(b) | | 3,137,817 | 21,297,375 |
Credit Suisse Group AG sponsored ADR (b) | | 194,628 | 1,304,008 |
Ems-Chemie Holding AG | | 8,938 | 7,973,814 |
Geberit AG (Reg.) | | 45,419 | 25,901,267 |
Givaudan SA (b) | | 11,670 | 46,382,668 |
Holcim AG | | 668,815 | 32,702,065 |
Julius Baer Group Ltd. | | 279,835 | 13,372,711 |
Kuehne & Nagel International AG | | 69,424 | 19,421,106 |
Lindt & Spruengli AG | | 133 | 15,768,219 |
Lindt & Spruengli AG (participation certificate) | | 1,387 | 15,555,197 |
Logitech International SA (Reg.) | | 220,313 | 14,337,667 |
Lonza Group AG | | 93,990 | 55,419,729 |
Nestle SA (Reg. S) | | 3,556,821 | 459,164,565 |
Novartis AG | | 2,767,380 | 244,551,471 |
Partners Group Holding AG | | 28,725 | 30,434,064 |
Roche Holding AG: | | | |
(Bearer) (b) | | 36,590 | 14,699,868 |
(participation certificate) | | 891,694 | 330,652,664 |
Schindler Holding AG: | | | |
(participation certificate) | | 51,070 | 9,811,856 |
(Reg.) | | 25,762 | 4,945,642 |
SGS SA (Reg.) | | 7,631 | 19,608,016 |
Sika AG | | 179,314 | 54,772,943 |
Sonova Holding AG | | 68,105 | 24,560,443 |
Straumann Holding AG | | 130,880 | 15,429,659 |
Swatch Group AG (Bearer) | | 40,781 | 10,466,149 |
Swatch Group AG (Bearer) (Reg.) | | 45,284 | 2,234,050 |
Swiss Life Holding AG | | 39,980 | 23,376,927 |
Swiss Prime Site AG | | 93,167 | 9,106,566 |
Swiss Re Ltd. (b) | | 381,752 | 31,306,278 |
Swisscom AG | | 32,865 | 19,433,102 |
Temenos Group AG | | 84,523 | 8,532,240 |
UBS Group AG | | 4,234,406 | 71,885,989 |
UBS Group AG (b) | | 213,276 | 3,591,568 |
VAT Group AG (c) | | 34,101 | 10,547,832 |
Vifor Pharma AG | | 59,142 | 10,366,284 |
Vifor Pharma AG | | 13,010 | 2,320,293 |
Zurich Insurance Group Ltd. | | 190,186 | 86,585,967 |
|
TOTAL SWITZERLAND | | | 1,994,706,818 |
|
Taiwan - 4.3% | | | |
Accton Technology Corp. | | 643,000 | 5,018,126 |
Acer, Inc. | | 3,754,060 | 3,484,803 |
Advantech Co. Ltd. | | 498,076 | 6,194,881 |
ASE Technology Holding Co. Ltd. | | 4,214,943 | 13,454,731 |
Asia Cement Corp. | | 2,948,785 | 4,794,547 |
ASMedia Technology, Inc. | | 36,000 | 1,695,287 |
ASUSTeK Computer, Inc. | | 906,422 | 10,908,841 |
AU Optronics Corp. | | 10,252,000 | 5,859,108 |
Catcher Technology Co. Ltd. | | 876,000 | 4,288,927 |
Cathay Financial Holding Co. Ltd. | | 9,924,332 | 20,878,218 |
Chang Hwa Commercial Bank | | 5,369,951 | 3,359,044 |
Cheng Shin Rubber Industry Co. Ltd. | | 2,246,513 | 2,533,203 |
China Development Financial Ho | | 19,351,457 | 11,676,287 |
China Steel Corp. | | 14,889,421 | 18,046,690 |
Chunghwa Picture Tubes, Ltd. (a)(d) | | 551 | 0 |
Chunghwa Telecom Co. Ltd. | | 4,800,400 | 21,291,942 |
Compal Electronics, Inc. | | 5,302,394 | 3,981,043 |
CTBC Financial Holding Co. Ltd. | | 23,312,255 | 22,943,222 |
Delta Electronics, Inc. | | 2,454,383 | 20,499,649 |
E Ink Holdings, Inc. | | 1,081,000 | 6,183,881 |
E.SUN Financial Holdings Co. Ltd. | | 15,214,049 | 17,386,052 |
ECLAT Textile Co. Ltd. | | 244,420 | 4,012,818 |
eMemory Technology, Inc. | | 83,000 | 3,490,189 |
Evergreen Marine Corp. (Taiwan) | | 3,205,554 | 15,417,524 |
Far Eastern New Century Corp. | | 3,560,032 | 3,610,871 |
Far EasTone Telecommunications Co. Ltd. | | 2,078,000 | 5,841,927 |
Feng Tay Enterprise Co. Ltd. | | 560,563 | 3,610,983 |
First Financial Holding Co. Ltd. | | 13,131,802 | 12,339,280 |
Formosa Chemicals & Fibre Corp. | | 4,504,620 | 12,138,459 |
Formosa Petrochemical Corp. | | 1,402,000 | 4,326,584 |
Formosa Plastics Corp. | | 4,850,640 | 17,253,900 |
Foxconn Technology Co. Ltd. | | 1,206,811 | 2,392,640 |
Fubon Financial Holding Co. Ltd. | | 9,478,001 | 23,811,805 |
Giant Manufacturing Co. Ltd. | | 382,042 | 3,195,845 |
GlobalWafers Co. Ltd. | | 280,000 | 4,882,456 |
HIWIN Technologies Corp. | | 342,622 | 2,538,601 |
Hon Hai Precision Industry Co. Ltd. (Foxconn) | | 15,751,593 | 53,996,458 |
Hotai Motor Co. Ltd. | | 386,000 | 7,531,599 |
Hua Nan Financial Holdings Co. Ltd. | | 10,865,710 | 8,694,765 |
Innolux Corp. | | 12,027,819 | 5,480,112 |
Inventec Corp. | | 3,527,209 | 3,014,954 |
Largan Precision Co. Ltd. | | 128,000 | 7,267,754 |
Lite-On Technology Corp. | | 2,731,053 | 5,987,102 |
MediaTek, Inc. | | 1,922,989 | 53,042,651 |
Mega Financial Holding Co. Ltd. | | 13,751,833 | 19,343,248 |
Micro-Star International Co. Ltd. | | 937,000 | 3,785,804 |
momo.com, Inc. | | 54,000 | 1,426,246 |
Nan Ya Plastics Corp. | | 6,512,980 | 19,038,866 |
Nan Ya Printed Circuit Board Corp. | | 288,000 | 3,827,490 |
Nanya Technology Corp. | | 1,594,000 | 3,489,989 |
Nien Made Enterprise Co. Ltd. | | 195,000 | 2,054,959 |
Novatek Microelectronics Corp. | | 739,000 | 9,781,388 |
Oneness Biotech Co. Ltd. (a) | | 273,000 | 1,789,975 |
Pegatron Corp. | | 2,618,652 | 6,207,402 |
Pou Chen Corp. | | 2,813,240 | 2,935,407 |
President Chain Store Corp. | | 763,000 | 7,063,716 |
Quanta Computer, Inc. | | 3,497,000 | 9,854,845 |
Realtek Semiconductor Corp. | | 591,744 | 8,034,177 |
Ruentex Development Co. Ltd. | | 1,416,490 | 3,709,420 |
Shin Kong Financial Holding Co. Ltd. | | 15,551,616 | 5,145,224 |
Sinopac Financial Holdings Co. | | 13,071,250 | 8,054,088 |
Synnex Technology International Corp. | | 1,691,920 | 4,406,021 |
Taishin Financial Holdings Co. Ltd. | | 12,996,868 | 8,506,164 |
Taiwan Cement Corp. | | 6,665,311 | 10,352,846 |
Taiwan Cooperative Financial Holding Co. Ltd. | | 12,040,837 | 11,585,253 |
Taiwan High Speed Rail Corp. | | 2,273,000 | 2,154,628 |
Taiwan Mobile Co. Ltd. | | 2,169,400 | 7,974,592 |
Taiwan Semiconductor Manufacturing Co. Ltd. | | 31,142,000 | 563,445,553 |
The Shanghai Commercial & Savings Bank Ltd. | | 4,559,815 | 7,526,347 |
Unified-President Enterprises Corp. | | 6,082,620 | 14,080,754 |
Unimicron Technology Corp. | | 1,517,000 | 10,646,397 |
United Microelectronics Corp. | | 15,058,000 | 23,934,374 |
Vanguard International Semiconductor Corp. | | 1,138,000 | 4,006,340 |
Voltronic Power Technology Corp. | | 79,000 | 3,458,256 |
Wan Hai Lines Ltd. | | 787,000 | 3,816,905 |
Win Semiconductors Corp. | | 439,000 | 2,858,966 |
Winbond Electronics Corp. | | 4,000,000 | 3,613,315 |
Wiwynn Corp. | | 103,000 | 3,524,124 |
WPG Holding Co. Ltd. | | 2,021,378 | 3,710,367 |
Yageo Corp. | | 551,292 | 7,445,247 |
Yang Ming Marine Transport Corp. (a) | | 2,226,000 | 9,291,898 |
Yuanta Financial Holding Co. Ltd. | | 12,057,248 | 10,618,654 |
|
TOTAL TAIWAN | | | 1,300,857,004 |
|
Thailand - 0.5% | | | |
Advanced Info Service PCL (For. Reg.) | | 894,500 | 5,597,415 |
Advanced Information Service PCL NVDR | | 595,500 | 3,726,396 |
Airports of Thailand PCL: | | | |
(For. Reg.) (a) | | 3,379,500 | 6,536,506 |
NVDR (a) | | 2,074,800 | 4,013,003 |
Asset World Corp. PCL: | | | |
(For. Reg.) | | 8,077,300 | 1,131,068 |
NVDR | | 2,412,000 | 337,753 |
B. Grimm Power PCL (For. Reg.) | | 794,300 | 749,776 |
Bangkok Commercial Asset Management PCL: | | | |
(For. Reg.) | | 745,500 | 416,095 |
NVDR | | 2,181,100 | 1,217,365 |
Bangkok Dusit Medical Services PCL: | | | |
(For. Reg.) | | 8,284,500 | 6,206,698 |
NVDR | | 3,511,200 | 2,630,570 |
Bangkok Expressway and Metro PCL: | | | |
(For. Reg.) | | 5,848,100 | 1,402,211 |
NVDR | | 4,958,000 | 1,188,790 |
Berli Jucker PCL: | | | |
unit | | 784,000 | 781,431 |
(For. Reg.) | | 600,400 | 598,432 |
BTS Group Holdings PCL: | | | |
(For. Reg.) | | 3,939,900 | 1,019,630 |
NVDR | | 6,189,700 | 1,619,826 |
Bumrungrad Hospital PCL: | | | |
NVDR | | 263,300 | 1,227,902 |
(For. Reg.) | | 333,600 | 1,555,746 |
Carabao Group PCL NVDR | | 370,000 | 1,177,374 |
Central Pattana PCL: | | | |
(For. Reg.) | | 1,878,700 | 3,297,349 |
NVDR | | 569,300 | 999,191 |
Central Retail Corp. PCL: | | | |
(For. Reg.) | | 1,222,150 | 1,397,823 |
NVDR | | 1,274,700 | 1,457,927 |
Charoen Pokphand Foods PCL: | | | |
(For. Reg.) | | 3,517,640 | 2,472,751 |
(NVDR) | | 1,430,000 | 1,005,229 |
CP ALL PCL: | | | |
(For. Reg.) | | 4,617,300 | 8,713,261 |
NVDR | | 3,098,300 | 5,846,771 |
Delta Electronics PCL: | | | |
(For. Reg.) | | 273,200 | 2,863,142 |
NVDR | | 146,000 | 1,530,083 |
Electricity Generating PCL: | | | |
(For. Reg.) | | 240,100 | 1,162,694 |
NVDR | | 128,200 | 620,814 |
Energy Absolute PCL: | | | |
(For. Reg.) | | 1,281,300 | 3,271,590 |
NVDR | | 514,300 | 1,320,642 |
Global Power Synergy Public Co. Ltd.: | | | |
(For. Reg.) | | 488,700 | 942,735 |
NVDR | | 452,600 | 873,095 |
Gulf Energy Development PCL: | | | |
(For. Reg.) | | 1,688,000 | 2,383,263 |
NVDR | | 1,876,600 | 2,649,545 |
Home Product Center PCL: | | | |
(For. Reg.) | | 5,041,347 | 2,193,720 |
NVDR | | 2,741,100 | 1,192,778 |
Indorama Ventures PCL NVDR | | 2,108,700 | 2,763,820 |
Intouch Holdings PCL: | | | |
(For. Reg.) | | 1,148,900 | 2,340,807 |
NVDR | | 348,700 | 710,453 |
Krung Thai Bank PCL: | | | |
(For. Reg.) | | 1,971,475 | 869,906 |
NVDR | | 1,986,200 | 876,404 |
Krungthai Card PCL: | | | |
(For. Reg.) | | 502,900 | 841,429 |
NVDR | | 648,100 | 1,084,371 |
Land & House PCL: | | | |
NVDR | | 2,161,800 | 601,328 |
(For. Reg.) | | 7,055,500 | 1,962,563 |
Minor International PCL: | | | |
unit (a) | | 1,550,282 | 1,568,071 |
warrants 2/15/24 (a) | | 12,037 | 1,710 |
(For. Reg.) (a) | | 2,339,241 | 2,366,084 |
Muangthai Leasing PCL: | | | |
(For. Reg.) | | 569,191 | 762,789 |
NVDR | | 394,600 | 528,815 |
Osotspa PCL: | | | |
(For. Reg.) | | 630,600 | 640,068 |
NVDR | | 1,040,700 | 1,056,326 |
PTT Exploration and Production PCL: | | | |
(For. Reg.) | | 1,224,151 | 5,360,861 |
NVDR | | 512,800 | 2,245,679 |
PTT Global Chemical PCL: | | | |
(For. Reg.) | | 2,006,886 | 2,912,167 |
NVDR | | 903,300 | 1,310,767 |
PTT Oil & Retail Business PCL NVDR | | 3,694,300 | 2,684,278 |
PTT PCL: | | | |
(For. Reg.) | | 7,683,000 | 8,357,411 |
NVDR | | 4,711,500 | 5,125,074 |
Ratch Group PCL: | | | |
unit | | 560,600 | 719,630 |
(For. Reg.) | | 514,200 | 660,068 |
SCB X PCL: | | | |
(For. Reg.) | | 269,700 | 891,854 |
NVDR unit | | 260,150 | 860,274 |
SCG Packaging PCL NVDR | | 1,537,700 | 2,465,850 |
Siam Cement PCL: | | | |
(For. Reg.) | | 581,550 | 6,255,949 |
NVDR | | 459,000 | 4,937,634 |
Siam Commercial Bank PCL: | | | |
(For. Reg.) | | 269,700 | 906,356 |
(NVDR) | | 260,150 | 874,262 |
Sri Trang Gloves Thailand PCL: | | | |
(For. Reg.) | | 689,200 | 481,578 |
NVDR | | 410,700 | 290,927 |
Srisawad Corp. PCL: | | | |
warrants 8/29/25 (a) | | 22,064 | 4,600 |
(For. Reg.) | | 677,100 | 1,046,517 |
NVDR | | 402,200 | 625,477 |
Thai Oil PCL: | | | |
(For. Reg.) | | 1,052,600 | 1,723,799 |
NVDR | | 490,200 | 802,780 |
Thai Union Frozen Products PCL (For. Reg.) | | 2,880,000 | 1,417,615 |
True Corp. PCL: | | | |
(For. Reg.) | | 6,974,635 | 977,590 |
NVDR | | 7,580,400 | 1,062,496 |
|
TOTAL THAILAND | | | 163,304,827 |
|
Turkey - 0.1% | | | |
Akbank TAS | | 3,785,478 | 2,274,104 |
Aselsan A/S | | 937,990 | 1,547,708 |
Bim Birlesik Magazalar A/S JSC | | 604,630 | 3,402,208 |
Eregli Demir ve Celik Fabrikalari T.A.S. | | 1,791,041 | 4,048,109 |
Ford Otomotiv Sanayi A/S | | 89,616 | 1,803,999 |
Koc Holding A/S | | 909,120 | 2,461,342 |
Turk Sise ve Cam Fabrikalari A/S | | 1,667,820 | 2,035,317 |
Turkcell Iletisim Hizmet A/S | | 1,463,269 | 2,132,584 |
Turkiye Garanti Bankasi A/S | | 3,010,620 | 3,037,334 |
Turkiye Is Bankasi A/S Series C | | 1,991,184 | 1,412,097 |
Turkiye Petrol Rafinerileri A/S (a) | | 156,676 | 2,471,235 |
|
TOTAL TURKEY | | | 26,626,037 |
|
United Arab Emirates - 0.4% | | | |
Abu Dhabi Commercial Bank PJSC | | 3,526,134 | 9,772,817 |
Abu Dhabi Islamic Bank | | 1,845,300 | 4,410,976 |
Abu Dhabi National Oil Co. for Distribution PJSC | | 3,561,874 | 4,004,993 |
Aldar Properties PJSC (a) | | 4,992,651 | 7,679,851 |
Dubai Islamic Bank Pakistan Ltd. (a) | | 3,708,204 | 6,511,732 |
Emaar Properties PJSC (a) | | 5,032,918 | 8,742,058 |
Emirates NBD Bank PJSC (a) | | 3,201,910 | 13,293,891 |
Emirates Telecommunications Corp. | | 4,397,938 | 41,907,360 |
First Abu Dhabi Bank PJSC | | 5,587,876 | 34,138,369 |
|
TOTAL UNITED ARAB EMIRATES | | | 130,462,047 |
|
United Kingdom - 9.0% | | | |
3i Group PLC | | 1,231,766 | 20,158,150 |
Abrdn PLC | | 2,781,779 | 6,531,973 |
Admiral Group PLC | | 246,703 | 7,765,539 |
Anglo American PLC (United Kingdom) | | 1,616,772 | 71,608,427 |
Antofagasta PLC | | 497,117 | 9,516,761 |
Ashtead Group PLC | | 562,757 | 29,098,617 |
Associated British Foods PLC | | 453,096 | 9,066,789 |
AstraZeneca PLC (United Kingdom) | | 1,957,677 | 261,234,839 |
Auto Trader Group PLC (c) | | 1,205,891 | 9,517,087 |
Aveva Group PLC | | 154,585 | 4,154,637 |
Aviva PLC | | 4,790,887 | 25,703,725 |
BAE Systems PLC | | 4,014,755 | 37,082,916 |
Barclays PLC | | 21,144,137 | 38,865,937 |
Barratt Developments PLC | | 1,292,323 | 7,906,489 |
Berkeley Group Holdings PLC | | 141,842 | 7,193,730 |
BP PLC | | 19,799,089 | 95,585,949 |
BP PLC sponsored ADR | | 874,643 | 25,119,747 |
British American Tobacco PLC (United Kingdom) | | 2,744,682 | 115,036,048 |
British Land Co. PLC | | 1,132,795 | 7,296,802 |
BT Group PLC | | 11,288,842 | 25,033,992 |
Bunzl PLC | | 424,761 | 16,387,545 |
Burberry Group PLC | | 512,621 | 10,116,813 |
Compass Group PLC | | 2,256,080 | 47,607,463 |
Croda International PLC | | 176,418 | 17,134,870 |
Diageo PLC | | 2,950,157 | 147,179,907 |
GlaxoSmithKline PLC | | 6,354,891 | 143,255,618 |
Halma PLC | | 482,547 | 14,812,042 |
Hargreaves Lansdown PLC | | 453,484 | 5,191,641 |
Hikma Pharmaceuticals PLC | | 220,188 | 5,172,307 |
HSBC Holdings PLC (United Kingdom) | | 25,708,727 | 160,657,112 |
Imperial Brands PLC | | 1,155,036 | 24,042,683 |
Informa PLC (a) | | 1,890,821 | 13,413,296 |
InterContinental Hotel Group PLC | | 232,163 | 14,821,225 |
Intertek Group PLC | | 204,699 | 12,755,810 |
J Sainsbury PLC | | 2,255,985 | 6,582,413 |
JD Sports Fashion PLC | | 3,256,301 | 5,365,328 |
Johnson Matthey PLC | | 246,049 | 6,768,388 |
Kingfisher PLC | | 2,672,441 | 8,427,735 |
Land Securities Group PLC | | 892,646 | 8,371,743 |
Legal & General Group PLC | | 7,537,969 | 23,496,571 |
Lloyds Banking Group PLC | | 89,683,408 | 50,936,922 |
London Stock Exchange Group PLC | | 415,984 | 41,012,584 |
M&G PLC | | 3,283,388 | 8,717,219 |
Melrose Industries PLC | | 5,482,583 | 7,966,731 |
Mondi PLC | | 372,644 | 7,000,477 |
Mondi PLC | | 236,323 | 4,455,793 |
National Grid PLC | | 4,546,025 | 67,540,192 |
NatWest Group PLC | | 7,143,348 | 19,164,085 |
Next PLC | | 169,202 | 12,673,349 |
NMC Health PLC (a) | | 75,611 | 756 |
Ocado Group PLC (a) | | 618,159 | 7,069,669 |
Pearson PLC | | 543,330 | 5,275,628 |
Pearson PLC sponsored ADR (b) | | 401,037 | 3,886,049 |
Persimmon PLC | | 403,336 | 10,504,595 |
Phoenix Group Holdings PLC | | 898,700 | 6,807,113 |
Prudential PLC | | 3,472,005 | 43,221,080 |
Reckitt Benckiser Group PLC | | 902,296 | 70,366,096 |
RELX PLC (London Stock Exchange) | | 2,447,416 | 72,909,701 |
Rentokil Initial PLC | | 2,356,645 | 16,186,081 |
Rio Tinto PLC | | 1,419,507 | 100,296,923 |
Rolls-Royce Holdings PLC (a) | | 10,606,083 | 10,872,942 |
Sage Group PLC | | 1,278,543 | 11,732,671 |
Schroders PLC | | 156,230 | 5,514,955 |
Segro PLC | | 1,519,386 | 25,437,710 |
Severn Trent PLC | | 312,457 | 12,280,040 |
Shell PLC (London) | | 9,732,179 | 261,269,053 |
Smith & Nephew PLC | | 1,114,687 | 18,067,474 |
Smiths Group PLC | | 504,113 | 9,224,916 |
Spirax-Sarco Engineering PLC | | 93,057 | 14,041,886 |
SSE PLC | | 1,344,662 | 31,230,883 |
St. James's Place PLC | | 687,277 | 11,044,259 |
Standard Chartered PLC (United Kingdom) | | 3,307,740 | 22,612,774 |
Taylor Wimpey PLC | | 4,543,559 | 7,145,911 |
Tesco PLC | | 9,782,133 | 33,233,038 |
Unilever PLC | | 3,249,515 | 151,070,337 |
United Utilities Group PLC | | 850,627 | 12,223,862 |
Vodafone Group PLC | | 25,192,958 | 38,141,113 |
Vodafone Group PLC sponsored ADR | | 896,840 | 13,623,000 |
Whitbread PLC | | 267,719 | 9,345,222 |
|
TOTAL UNITED KINGDOM | | | 2,759,141,753 |
|
United States of America - 0.2% | | | |
360 DigiTech, Inc. ADR | | 111,230 | 1,605,049 |
Coca-Cola European Partners PLC | | 260,422 | 13,008,079 |
Dada Nexus Ltd. ADR (a) | | 69,295 | 528,721 |
DiDi Global, Inc. ADR | | 254,122 | 477,749 |
Fiverr International Ltd. (a)(b) | | 35,006 | 1,864,070 |
Legend Biotech Corp. ADR (a) | | 59,039 | 2,370,416 |
Li Auto, Inc. ADR (a) | | 699,047 | 15,679,624 |
NICE Ltd. sponsored ADR (a) | | 22,281 | 4,599,021 |
Southern Copper Corp. | | 110,269 | 6,866,451 |
Yum China Holdings, Inc. | | 541,384 | 22,629,851 |
|
TOTAL UNITED STATES OF AMERICA | | | 69,629,031 |
|
TOTAL COMMON STOCKS | | | |
(Cost $28,707,713,337) | | | 29,620,739,457 |
|
Nonconvertible Preferred Stocks - 1.0% | | | |
Brazil - 0.4% | | | |
Alpargatas SA (PN) | | 289,500 | 1,147,706 |
Ambev SA sponsored ADR | | 491,407 | 1,429,994 |
Banco Bradesco SA: | | | |
(PN) | | 6,527,934 | 23,740,583 |
(PN) sponsored ADR | | 1,392,823 | 5,014,163 |
Braskem SA Class A | | 228,800 | 1,861,333 |
BRF SA sponsored ADR (a)(b) | | 74,305 | 208,054 |
Centrais Eletricas Brasileiras SA (Electrobras) (PN-B) | | 249,442 | 2,025,728 |
Companhia Energetica de Minas Gerais (CEMIG) (PN) | | 1,346,888 | 3,996,571 |
Gerdau SA | | 1,458,850 | 8,253,327 |
Itau Unibanco Holding SA | | 5,042,661 | 24,346,589 |
Itau Unibanco Holding SA sponsored ADR | | 1,038,799 | 4,975,847 |
Itausa-Investimentos Itau SA (PN) | | 5,821,062 | 10,843,957 |
Petroleo Brasileiro SA - Petrobras: | | | |
(PN) (non-vtg.) | | 4,543,540 | 27,827,626 |
(PN) sponsored ADR (non-vtg.) | | 905,983 | 11,116,411 |
sponsored ADR | | 315,461 | 4,280,806 |
|
TOTAL BRAZIL | | | 131,068,695 |
|
Chile - 0.1% | | | |
Sociedad Quimica y Minera de Chile SA (PN-B) | | 171,578 | 12,736,160 |
Colombia - 0.0% | | | |
Bancolombia SA (PN) | | 637,500 | 6,184,942 |
France - 0.0% | | | |
Air Liquide SA (a) | | 41,793 | 7,230,539 |
Germany - 0.3% | | | |
Bayerische Motoren Werke AG (BMW) (non-vtg.) | | 98,369 | 7,246,705 |
Fuchs Petrolub AG | | 92,094 | 2,904,760 |
Henkel AG & Co. KGaA | | 242,341 | 15,561,034 |
Porsche Automobil Holding SE (Germany) | | 193,640 | 15,971,413 |
Sartorius AG (non-vtg.) | | 33,185 | 12,442,036 |
Volkswagen AG | | 234,243 | 36,276,380 |
|
TOTAL GERMANY | | | 90,402,328 |
|
Korea (South) - 0.2% | | | |
AMOREPACIFIC Corp. | | 1 | 60 |
Hyundai Motor Co. | | 33,896 | 2,502,049 |
Hyundai Motor Co. Series 2 | | 52,928 | 3,940,582 |
LG Chemical Ltd. | | 9,321 | 1,828,802 |
LG Household & Health Care Ltd. | | 1,381 | 540,643 |
Samsung Electronics Co. Ltd. | | 1,035,977 | 48,312,078 |
|
TOTAL KOREA (SOUTH) | | | 57,124,214 |
|
Russia - 0.0% | | | |
Surgutneftegas OJSC (d) | | 8,898,217 | 201,896 |
TOTAL NONCONVERTIBLE PREFERRED STOCKS | | | |
(Cost $321,044,781) | | | 304,948,774 |
| | Principal Amount(f) | Value |
|
Nonconvertible Bonds - 0.0% | | | |
India - 0.0% | | | |
NTPC Ltd. 8.49% 3/25/25 (Cost $46,681) | INR | 233,068 | 39,981 |
|
U.S. Government and Government Agency Obligations - 0.1% | | | |
U.S. Treasury Obligations - 0.1% | | | |
U.S. Treasury Bills, yield at date of purchase 1.15% 1/26/23 (g) | | | |
(Cost $39,658,150) | | 40,000,000 | 39,514,654 |
TOTAL U.S. GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS | | | |
(Cost $39,658,150) | | | 39,514,654 |
| | Shares | Value |
|
Money Market Funds - 5.7% | | | |
Fidelity Cash Central Fund 0.32% (h) | | 542,506,762 | $542,615,263 |
Fidelity Securities Lending Cash Central Fund 0.32% (h)(i) | | 1,181,729,680 | 1,181,847,852 |
TOTAL MONEY MARKET FUNDS | | | |
(Cost $1,724,462,708) | | | 1,724,463,115 |
TOTAL INVESTMENT IN SECURITIES - 103.9% | | | |
(Cost $30,792,925,657) | | | 31,689,705,981 |
NET OTHER ASSETS (LIABILITIES) - (3.9)% | | | (1,183,145,107) |
NET ASSETS - 100% | | | $30,506,560,874 |
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) | 3,654 | June 2022 | $364,778,820 | $(2,994,211) | $(2,994,211) |
ICE E-mini MSCI Emerging Markets Index Contracts (United States) | 3,133 | June 2022 | 165,641,710 | 3,749,129 | 3,749,129 |
TME S&P/TSX 60 Index Contracts (Canada) | 251 | June 2022 | 48,924,143 | (1,029,756) | (1,029,756) |
TOTAL FUTURES CONTRACTS | | | | | $(274,838) |
The notional amount of futures purchased as a percentage of Net Assets is 1.9%
Currency Abbreviations
INR – Indian rupee
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 $728,313,256 or 2.4% of net assets.
(d) Level 3 security
(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 $39,514,654.
(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
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Fund | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain/Loss | Change in Unrealized appreciation (depreciation) | Value, end of period | % ownership, end of period |
Fidelity Cash Central Fund 0.32% | $489,430,157 | $5,076,632,114 | $5,023,447,007 | $562,967 | $-- | $(1) | $542,615,263 | 1.0% |
Fidelity Securities Lending Cash Central Fund 0.32% | 703,170,009 | 3,540,932,617 | 3,062,254,774 | 2,500,378 | -- | -- | 1,181,847,852 | 3.1% |
Total | $1,192,600,166 | $8,617,564,731 | $8,085,701,781 | $3,063,345 | $-- | $(1) | $1,724,463,115 | |
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, 2022, 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 | $1,884,354,721 | $324,264,642 | $1,557,733,161 | $2,356,918 |
Consumer Discretionary | 3,266,193,942 | 251,682,807 | 3,014,330,134 | 181,001 |
Consumer Staples | 2,651,958,169 | 245,772,317 | 2,406,136,987 | 48,865 |
Energy | 1,704,613,276 | 622,019,324 | 1,079,547,010 | 3,046,942 |
Financials | 6,122,739,825 | 1,567,511,294 | 4,554,254,847 | 973,684 |
Health Care | 2,876,126,797 | 70,065,956 | 2,806,060,841 | -- |
Industrials | 3,575,706,467 | 390,306,689 | 3,185,399,778 | -- |
Information Technology | 3,446,423,852 | 220,168,897 | 3,226,254,955 | -- |
Materials | 2,646,037,990 | 606,275,323 | 2,037,366,747 | 2,395,920 |
Real Estate | 752,288,636 | 53,719,475 | 694,832,592 | 3,736,569 |
Utilities | 999,244,556 | 146,568,625 | 852,373,141 | 302,790 |
Corporate Bonds | 39,981 | -- | 39,981 | -- |
U.S. Government and Government Agency Obligations | 39,514,654 | -- | 39,514,654 | -- |
Money Market Funds | 1,724,463,115 | 1,724,463,115 | -- | -- |
Total Investments in Securities: | $31,689,705,981 | $6,222,818,464 | $25,453,844,828 | $13,042,689 |
Derivative Instruments: | | | | |
Assets | | | | |
Futures Contracts | $3,749,129 | $3,749,129 | $-- | $-- |
Total Assets | $3,749,129 | $3,749,129 | $-- | $-- |
Liabilities | | | | |
Futures Contracts | $(4,023,967) | $(4,023,967) | $-- | $-- |
Total Liabilities | $(4,023,967) | $(4,023,967) | $-- | $-- |
Total Derivative Instruments: | $(274,838) | $(274,838) | $-- | $-- |
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, 2022. 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) | $3,749,129 | $(4,023,967) |
Total Equity Risk | 3,749,129 | (4,023,967) |
Total Value of Derivatives | $3,749,129 | $(4,023,967) |
(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, 2022 (Unaudited) |
Assets | | |
Investment in securities, at value (including securities loaned of $1,092,998,667) — See accompanying schedule: Unaffiliated issuers (cost $29,068,462,949) | $29,965,242,866 | |
Fidelity Central Funds (cost $1,724,462,708) | 1,724,463,115 | |
Total Investment in Securities (cost $30,792,925,657) | | $31,689,705,981 |
Segregated cash with brokers for derivative instruments | | 1,975,539 |
Foreign currency held at value (cost $25,265,418) | | 25,279,867 |
Receivable for investments sold | | 2,644,953 |
Receivable for fund shares sold | | 14,001,687 |
Dividends receivable | | 94,062,226 |
Reclaims receivable | | 31,616,301 |
Interest receivable | | 26 |
Distributions receivable from Fidelity Central Funds | | 979,074 |
Other receivables | | 66,332 |
Total assets | | 31,860,331,986 |
Liabilities | | |
Payable to custodian bank | $33,176 | |
Payable for investments purchased | | |
Regular delivery | 318,827 | |
Delayed delivery | 702,089 | |
Payable for fund shares redeemed | 129,091,480 | |
Payable to investment adviser for expense recoupment | 79,007 | |
Payable for daily variation margin on futures contracts | 5,995,540 | |
Other payables and accrued expenses | 35,683,260 | |
Collateral on securities loaned | 1,181,867,733 | |
Total liabilities | | 1,353,771,112 |
Net Assets | | $30,506,560,874 |
Net Assets consist of: | | |
Paid in capital | | $30,122,343,983 |
Total accumulated earnings (loss) | | 384,216,891 |
Net Assets | | $30,506,560,874 |
Net Asset Value, offering price and redemption price per share ($30,506,560,874 ÷ 2,304,432,130 shares) | | $13.24 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
| | Six months ended April 30, 2022 (Unaudited) |
Investment Income | | |
Dividends | | $425,881,423 |
Non-Cash dividends | | 36,230,516 |
Interest | | 33,765 |
Income from Fidelity Central Funds (including $2,500,378 from security lending) | | 3,063,345 |
Income before foreign taxes withheld | | 465,209,049 |
Less foreign taxes withheld | | (38,952,463) |
Total income | | 426,256,586 |
Expenses | | |
Custodian fees and expenses | $2,876,388 | |
Independent trustees' fees and expenses | 47,516 | |
Total expenses before reductions | 2,923,904 | |
Expense reductions | (797,348) | |
Total expenses after reductions | | 2,126,556 |
Net investment income (loss) | | 424,130,030 |
Realized and Unrealized Gain (Loss) | | |
Net realized gain (loss) on: | | |
Investment securities: | | |
Unaffiliated issuers (net of foreign taxes of $21,759) | (156,635,724) | |
Foreign currency transactions | (5,085,495) | |
Futures contracts | (54,102,038) | |
Total net realized gain (loss) | | (215,823,257) |
Change in net unrealized appreciation (depreciation) on: | | |
Investment securities: | | |
Unaffiliated issuers (net of decrease in deferred foreign taxes of $4,557,875) | (4,427,409,466) | |
Fidelity Central Funds | (1) | |
Assets and liabilities in foreign currencies | (4,876,798) | |
Futures contracts | (7,129,818) | |
Total change in net unrealized appreciation (depreciation) | | (4,439,416,083) |
Net gain (loss) | | (4,655,239,340) |
Net increase (decrease) in net assets resulting from operations | | $(4,231,109,310) |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
| Six months ended April 30, 2022 (Unaudited) | Year ended October 31, 2021 |
Increase (Decrease) in Net Assets | | |
Operations | | |
Net investment income (loss) | $424,130,030 | $657,103,626 |
Net realized gain (loss) | (215,823,257) | 10,580,928 |
Change in net unrealized appreciation (depreciation) | (4,439,416,083) | 4,801,097,013 |
Net increase (decrease) in net assets resulting from operations | (4,231,109,310) | 5,468,781,567 |
Distributions to shareholders | (836,166,095) | (362,237,580) |
Share transactions | | |
Proceeds from sales of shares | 5,623,800,854 | 10,518,243,482 |
Reinvestment of distributions | 836,166,095 | 362,237,580 |
Cost of shares redeemed | (1,750,992,635) | (3,299,611,978) |
Net increase (decrease) in net assets resulting from share transactions | 4,708,974,314 | 7,580,869,084 |
Total increase (decrease) in net assets | (358,301,091) | 12,687,413,071 |
Net Assets | | |
Beginning of period | 30,864,861,965 | 18,177,448,894 |
End of period | $30,506,560,874 | $30,864,861,965 |
Other Information | | |
Shares | | |
Sold | 381,974,207 | 695,122,777 |
Issued in reinvestment of distributions | 56,080,892 | 25,892,608 |
Redeemed | (118,709,365) | (222,365,668) |
Net increase (decrease) | 319,345,734 | 498,649,717 |
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, | | | | |
| 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
Selected Per–Share Data | | | | | | |
Net asset value, beginning of period | $15.55 | $12.23 | $12.78 | $11.80 | $13.22 | $10.95 |
Income from Investment Operations | | | | | | |
Net investment income (loss)A,B | .19 | .38 | .29 | .40 | .37 | .33 |
Net realized and unrealized gain (loss) | (2.11) | 3.18 | (.56) | .90 | (1.46) | 2.21 |
Total from investment operations | (1.92) | 3.56 | (.27) | 1.30 | (1.09) | 2.54 |
Distributions from net investment income | (.39) | (.24) | (.26) | (.32) | (.31) | (.27) |
Distributions from net realized gain | – | – | (.01) | – | (.02) | (.01) |
Total distributions | (.39) | (.24) | (.28)C | (.32) | (.33) | (.27)C |
Net asset value, end of period | $13.24 | $15.55 | $12.23 | $12.78 | $11.80 | $13.22 |
Total ReturnD,E | (12.63)% | 29.34% | (2.27)% | 11.36% | (8.48)% | 23.84% |
Ratios to Average Net AssetsB,F,G | | | | | | |
Expenses before reductions | .02%H | .02% | .02% | .04% | .06% | .06% |
Expenses net of fee waivers, if any | .01%H | .01% | .01% | .04% | .06% | .06% |
Expenses net of all reductions | .01%H | .01% | .01% | .04% | .06% | .06% |
Net investment income (loss) | 2.65%H | 2.52% | 2.42% | 3.27% | 2.82% | 2.74% |
Supplemental Data | | | | | | |
Net assets, end of period (000 omitted) | $30,506,561 | $30,864,862 | $18,177,449 | $12,066,585 | $5,946,725 | $4,997,008 |
Portfolio turnover rateI | 4%H | 5%J | 5% | 3%J | 2% | 4% |
A Calculated based on average shares outstanding during the period.
B Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any such underlying funds is not included in the Fund's net investment income (loss) ratio.
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 adviser, 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, 2022
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, Fidelity managed 529 plans, and Fidelity managed collective investment trusts. 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% |
(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 – unadjusted quoted prices in active markets for identical investments
- Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
- Level 3 – unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value 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. 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, 2022 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. Commissions paid to certain brokers with whom the investment adviser, or its affiliates, places trades on behalf of a fund include an amount in addition to trade execution, which may be rebated back to a fund. Any such rebates are included in net realized gain (loss) on investments in the Statement of Operations. 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. Funds may file withholding tax reclaims in certain jurisdictions to recover a portion of amounts previously withheld. Any withholding tax reclaims income is included in the Statement of Operations in foreign taxes withheld. Any receivables for withholding tax reclaims are included in the Statement of Assets and Liabilities in reclaims receivable.
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, 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 | $4,846,310,811 |
Gross unrealized depreciation | (4,319,224,345) |
Net unrealized appreciation (depreciation) | $527,086,466 |
Tax cost | $31,162,344,677 |
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.
Short-term | $(13,296,134) |
Long-term | (219,909,155) |
Total capital loss carryforward | $(233,205,289) |
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 in-kind transactions, as applicable, are noted in the table below.
| Purchases ($) | Sales ($) |
Fidelity Series Global ex U.S. Index Fund | 5,080,712,030 | 546,368,875 |
6. Fees and Other Transactions with Affiliates.
Management Fee. Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Fund with investment management related services for which the Fund does not pay a management fee. Under the management contract, the investment adviser or an affiliate pays all ordinary operating expenses of the Fund, except custody fees, fees and expenses of the independent Trustees, and certain miscellaneous expenses such as proxy and shareholder meeting expenses.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Fund. Geode provides discretionary investment advisory services to the Fund and is paid by the investment adviser for providing these services.
Interfund Trades. Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Any interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note. During the period there were no interfund trades.
Prior Fiscal Year Affiliated Exchanges In-Kind. Shares that were exchanged for investments, including accrued interest and cash, if any, are shown in the table below. The amount of in-kind exchanges is included in share transactions in the accompanying Statement of Changes in Net Assets.
| Shares | Total Proceeds ($) |
Fidelity Series Global ex U.S. Index Fund | 13,852,005 | 209,303,799 |
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 | $272,532 | $– | $– |
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 28, 2025. 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 $797,348.
10. Other.
A 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, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a 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, 2021 to April 30, 2022).
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. In addition, if these transactional costs were included, your costs would have been higher.
| Annualized Expense Ratio-A | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses Paid During Period-B November 1, 2021 to April 30, 2022 |
Fidelity Series Global ex U.S. Index Fund | .01% | | | |
Actual | | $1,000.00 | $873.70 | $.05 |
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, 2020 through November 30, 2021. 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-0622
1.899282.112
Fidelity® Emerging Markets Index Fund
Fidelity® Global ex U.S. Index Fund
Semi-Annual Report
April 30, 2022


Contents
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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 COVID-19 emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and corporate earnings. On March 11, 2020, the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread. The pandemic prompted a number of measures to limit the spread of COVID-19, 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. To help stem the turmoil, the U.S. government took unprecedented action – in concert with the U.S. Federal Reserve and central banks around the world – to help support consumers, businesses, and the broader economy, and to limit disruption to the financial system.
In general, the overall impact of the pandemic lessened in 2021, amid a resilient economy and widespread distribution of three COVID-19 vaccines granted emergency use authorization from the U.S. Food and Drug Administration (FDA) early in the year. Still, the situation remains dynamic, and the extent and duration of its influence on financial markets and the economy is highly uncertain, due in part to a recent spike in cases based on highly contagious variants of the coronavirus.
Extreme events such as the COVID-19 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 continue to take extra steps to be responsive to customer needs. We encourage you to visit us online, 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, 2022
| % of fund's net assets |
Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan, Semiconductors & Semiconductor Equipment) | 6.3 |
Tencent Holdings Ltd. (Cayman Islands, Interactive Media & Services) | 3.9 |
Samsung Electronics Co. Ltd. (Korea (South), Technology Hardware, Storage & Peripherals) | 3.6 |
Alibaba Group Holding Ltd. (Cayman Islands, Internet & Direct Marketing Retail) | 2.6 |
Reliance Industries Ltd. (India, Oil, Gas & Consumable Fuels) | 1.5 |
Meituan Class B (Cayman Islands, Internet & Direct Marketing Retail) | 1.3 |
Vale SA (Brazil, Metals & Mining) | 1.0 |
China Construction Bank Corp. (H Shares) (China, Banks) | 1.0 |
Infosys Ltd. (India, IT Services) | 1.0 |
JD.com, Inc. Class A (Cayman Islands, Internet & Direct Marketing Retail) | 0.9 |
| 23.1 |
Market Sectors as of April 30, 2022
| % of fund's net assets |
Financials | 22.8 |
Information Technology | 19.6 |
Consumer Discretionary | 12.0 |
Communication Services | 9.7 |
Materials | 8.6 |
Consumer Staples | 6.3 |
Industrials | 5.3 |
Energy | 4.9 |
Health Care | 3.1 |
Utilities | 2.8 |
Real Estate | 1.9 |
Geographic Diversification (% of fund's net assets)
As of April 30, 2022 |
| Cayman Islands | 16.3% |
| Taiwan | 14.6% |
| India | 13.2% |
| Korea (South) | 12.0% |
| China | 11.4% |
| Brazil | 5.1% |
| Saudi Arabia | 4.6% |
| United States of America* | 3.8% |
| South Africa | 3.5% |
| Other | 15.5% |

* 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, 2022
| % of fund's net assets |
Stocks and Equity Futures | 100.0 |
Fidelity® Emerging Markets Index Fund
Schedule of Investments April 30, 2022 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 94.6% | | | |
| | Shares | Value |
Bermuda - 0.4% | | | |
Alibaba Health Information Technology Ltd. (a) | | 3,458,000 | $1,948,323 |
Alibaba Pictures Group Ltd. (a) | | 10,210,000 | 861,494 |
Beijing Enterprises Water Group Ltd. | | 3,908,000 | 1,264,190 |
China Gas Holdings Ltd. | | 2,645,200 | 3,224,413 |
China Resource Gas Group Ltd. | | 796,000 | 2,990,883 |
China Ruyi Holdings Ltd. (a) | | 2,376,000 | 569,468 |
Cosco Shipping Ports Ltd. | | 1,600,977 | 1,141,556 |
Credicorp Ltd. | | 4,801 | 669,499 |
Credicorp Ltd. (United States) | | 53,028 | 7,365,059 |
GOME Retail Holdings Ltd. (a) | | 11,013,802 | 533,505 |
Hopson Development Holdings Ltd. | | 615,620 | 1,186,973 |
Huabao International Holdings Ltd. (b) | | 811,000 | 442,454 |
Kunlun Energy Co. Ltd. | | 3,376,000 | 2,801,698 |
Nine Dragons Paper (Holdings) Ltd. | | 1,460,000 | 1,289,377 |
Shenzhen International Holdings Ltd. | | 1,112,078 | 1,191,023 |
|
TOTAL BERMUDA | | | 27,479,915 |
|
Brazil - 3.8% | | | |
Ambev SA | | 4,094,500 | 12,025,231 |
Americanas SA | | 557,511 | 2,706,391 |
Atacadao SA | | 440,000 | 1,830,682 |
B3 SA - Brasil Bolsa Balcao | | 5,259,642 | 14,149,261 |
Banco Bradesco SA | | 1,304,780 | 3,934,965 |
Banco BTG Pactual SA unit | | 1,028,300 | 4,802,526 |
Banco do Brasil SA | | 745,400 | 5,008,584 |
Banco Inter SA unit | | 298,302 | 915,309 |
Banco Santander SA (Brasil) unit | | 354,400 | 2,275,953 |
BB Seguridade Participacoes SA | | 588,800 | 3,028,587 |
BRF SA (a) | | 608,336 | 1,670,972 |
CCR SA | | 1,028,800 | 2,582,431 |
Centrais Eletricas Brasileiras SA (Electrobras) | | 277,765 | 2,274,280 |
Companhia de Saneamento Basico do Estado de Sao Paulo (SABESP) | | 287,200 | 2,586,801 |
Companhia Siderurgica Nacional SA (CSN) | | 596,500 | 2,542,148 |
Cosan SA | | 892,596 | 3,791,405 |
Energisa SA unit | | 143,100 | 1,378,914 |
ENGIE Brasil Energia SA | | 176,550 | 1,496,262 |
Equatorial Energia SA | | 878,300 | 4,554,984 |
Hapvida Participacoes e Investimentos SA (c) | | 3,672,944 | 6,515,381 |
Hypera SA | | 335,500 | 2,539,348 |
Itausa-Investimentos Itau SA | | 21,642 | 42,199 |
JBS SA | | 582,700 | 4,461,047 |
Klabin SA unit | | 610,700 | 2,561,903 |
Localiza Rent A Car SA | | 520,649 | 5,575,129 |
Lojas Renner SA | | 867,198 | 4,165,890 |
Magazine Luiza SA | | 2,594,524 | 2,560,964 |
Natura & Co. Holding SA (a) | | 777,590 | 2,923,856 |
Petro Rio SA (a) | | 490,800 | 2,650,585 |
Petroleo Brasileiro SA - Petrobras (ON) | | 3,326,097 | 22,497,130 |
Raia Drogasil SA | | 931,900 | 3,945,159 |
Rede D'Oregon Sao Luiz SA (c) | | 348,600 | 2,589,848 |
Rumo SA | | 1,129,000 | 3,738,252 |
Suzano Papel e Celulose SA | | 643,017 | 6,452,345 |
Telefonica Brasil SA | | 430,500 | 4,631,579 |
TIM SA | | 698,000 | 1,903,142 |
Totvs SA | | 443,900 | 2,870,475 |
Ultrapar Participacoes SA | | 634,600 | 1,677,651 |
Vale SA | | 3,532,307 | 59,508,258 |
Vibra Energia SA | | 1,039,191 | 4,439,307 |
Weg SA | | 1,451,064 | 8,834,439 |
|
TOTAL BRAZIL | | | 230,639,573 |
|
British Virgin Islands - 0.0% | | | |
Tianhe Chemicals Group Ltd. (a)(d) | | 376,000 | 0 |
VK Co. Ltd. unit (a)(d) | | 100,000 | 38,743 |
|
TOTAL BRITISH VIRGIN ISLANDS | | | 38,743 |
|
Cayman Islands - 16.3% | | | |
3SBio, Inc. (c) | | 1,099,000 | 775,336 |
51job, Inc. sponsored ADR (a)(b) | | 26,204 | 1,594,513 |
AAC Technology Holdings, Inc. (b) | | 628,500 | 1,468,040 |
Agile Property Holdings Ltd. | | 1,034,000 | 495,172 |
Airtac International Group | | 119,551 | 3,246,213 |
Akeso, Inc. (a)(c) | | 247,000 | 460,797 |
Alibaba Group Holding Ltd. (a) | | 13,044,540 | 159,113,247 |
Anta Sports Products Ltd. | | 936,400 | 10,761,572 |
Autohome, Inc. ADR Class A | | 65,292 | 1,898,038 |
Baidu, Inc. sponsored ADR (a) | | 239,884 | 29,786,396 |
BeiGene Ltd. ADR (a) | | 40,255 | 6,440,800 |
Bilibili, Inc. ADR (a)(b) | | 141,556 | 3,445,473 |
Bosideng International Holdings Ltd. | | 2,858,000 | 1,425,487 |
Chailease Holding Co. Ltd. | | 1,119,574 | 8,902,024 |
China Conch Environment Protection Holdings Ltd. (a) | | 868,030 | 731,468 |
China Conch Venture Holdings Ltd. | | 1,413,500 | 3,670,538 |
China Education Group Holdings Ltd. | | 675,000 | 575,260 |
China Evergrande Group (d) | | 3,416,000 | 718,287 |
China Feihe Ltd. (c) | | 3,081,000 | 2,929,316 |
China Hongqiao Group Ltd. | | 1,991,500 | 2,477,884 |
China Huishan Dairy Holdings Co. Ltd. (a)(d) | | 888,000 | 1 |
China Liansu Group Holdings Ltd. | | 935,000 | 1,169,248 |
China Literature Ltd. (a)(c) | | 350,800 | 1,474,105 |
China Medical System Holdings Ltd. | | 1,175,000 | 1,682,302 |
China Meidong Auto Holding Ltd. | | 490,000 | 1,612,773 |
China Mengniu Dairy Co. Ltd. | | 2,731,000 | 14,739,267 |
China Overseas Property Holdings Ltd. | | 1,095,000 | 1,296,159 |
China Resources Cement Holdings Ltd. | | 2,178,000 | 1,807,168 |
China Resources Land Ltd. | | 2,760,744 | 12,330,073 |
China Resources Microelectronics Ltd. (A Shares) | | 90,590 | 658,744 |
China Resources Mixc Lifestyle Services Ltd. (c) | | 484,600 | 2,328,171 |
China State Construction International Holdings Ltd. | | 1,721,000 | 2,221,190 |
ChinaSoft International Ltd. | | 2,216,000 | 1,793,056 |
Chindata Group Holdings Ltd. ADR (a) | | 99,183 | 618,902 |
CIFI Ever Sunshine Services Group Ltd. | | 672,000 | 890,000 |
CIFI Holdings Group Co. Ltd. | | 3,015,236 | 1,450,382 |
Country Garden Holdings Co. Ltd. | | 6,757,958 | 4,674,324 |
Country Garden Services Holdings Co. Ltd. | | 1,704,000 | 7,181,985 |
Dali Foods Group Co. Ltd. (c) | | 1,786,000 | 908,902 |
Daqo New Energy Corp. ADR (a) | | 51,069 | 2,122,938 |
Dongyue Group Co. Ltd. | | 1,275,000 | 1,501,036 |
ENN Energy Holdings Ltd. | | 683,300 | 9,152,855 |
GDS Holdings Ltd. ADR (a)(b) | | 76,049 | 2,389,460 |
Geely Automobile Holdings Ltd. | | 5,114,000 | 7,907,210 |
Genscript Biotech Corp. (a) | | 992,000 | 2,802,004 |
Greentown China Holdings Ltd. | | 740,500 | 1,300,392 |
Greentown Service Group Co. Ltd. | | 1,226,000 | 1,220,519 |
Haidilao International Holding Ltd. (b)(c) | | 973,000 | 1,888,592 |
Haitian International Holdings Ltd. | | 561,000 | 1,380,862 |
Hansoh Pharmaceutical Group Co. Ltd. (c) | | 1,020,000 | 1,680,073 |
Hello Group, Inc. ADR | | 132,466 | 704,719 |
Hengan International Group Co. Ltd. | | 567,500 | 2,681,907 |
Huazhu Group Ltd. ADR | | 155,857 | 4,713,116 |
HUTCHMED China Ltd. sponsored ADR (a) | | 74,893 | 1,130,135 |
Hygeia Healthcare Holdings Co. (c) | | 298,600 | 1,442,945 |
I-Mab ADR (a)(b) | | 33,204 | 416,378 |
Innovent Biologics, Inc. (a)(c) | | 1,008,500 | 3,127,803 |
iQIYI, Inc. ADR (a)(b) | | 294,334 | 1,047,829 |
JD Health International, Inc. (a)(c) | | 297,800 | 1,856,503 |
JD.com, Inc. Class A | | 1,737,657 | 54,177,636 |
Jinxin Fertility Group Ltd. (c) | | 1,112,500 | 697,306 |
Jiumaojiu International Holdings Ltd. (b)(c) | | 636,000 | 1,399,252 |
JOYY, Inc. ADR | | 47,904 | 1,895,561 |
Kanzhun Ltd. ADR (b) | | 73,466 | 1,728,655 |
KE Holdings, Inc. ADR (a) | | 309,315 | 4,386,087 |
Kingboard Chemical Holdings Ltd. | | 584,000 | 2,629,237 |
Kingboard Laminates Holdings Ltd. | | 822,000 | 1,260,911 |
Kingdee International Software Group Co. Ltd. (a) | | 2,169,000 | 4,426,048 |
Kingsoft Cloud Holdings Ltd. ADR (a)(b) | | 81,455 | 294,867 |
Kingsoft Corp. Ltd. | | 866,200 | 2,599,475 |
Kuaishou Technology Class B (a)(c) | | 410,200 | 3,349,605 |
KWG Group Holdings Ltd. | | 1,102,000 | 394,312 |
Lee & Man Paper Manufacturing Ltd. | | 1,154,000 | 552,009 |
Legend Biotech Corp. ADR (a) | | 85 | 3,413 |
Li Ning Co. Ltd. | | 1,988,000 | 15,494,808 |
Logan Property Holdings Co. Ltd. (b) | | 1,185,000 | 368,682 |
Longfor Properties Co. Ltd. (c) | | 1,563,000 | 7,740,893 |
Lufax Holding Ltd. ADR | | 497,675 | 2,762,096 |
Meituan Class B (a)(c) | | 3,532,300 | 75,684,495 |
Microport Scientific Corp. | | 558,800 | 1,098,356 |
Ming Yuan Cloud Group Holdings Ltd. | | 502,000 | 652,008 |
Minth Group Ltd. | | 656,000 | 1,545,672 |
NetEase, Inc. | | 1,780,650 | 34,108,850 |
New Oriental Education & Technology Group, Inc. sponsored ADR (a) | | 132,751 | 1,666,025 |
NIO, Inc. sponsored ADR (a) | | 1,121,304 | 18,725,777 |
Noah Holdings Ltd. sponsored ADR (a) | | 30,053 | 540,052 |
Parade Technologies Ltd. | | 66,000 | 3,140,495 |
Pinduoduo, Inc. ADR (a) | | 381,419 | 16,435,345 |
Ping An Healthcare and Technology Co. Ltd. (a)(b)(c) | | 402,300 | 990,144 |
Powerlong Real Estate Holding Ltd. | | 1,258,000 | 426,586 |
RLX Technology, Inc. ADR (a) | | 431,441 | 875,825 |
Sany Heavy Equipment International Holdings Co. Ltd. | | 1,008,000 | 949,616 |
Seazen Group Ltd. | | 1,872,000 | 790,708 |
Shenzhou International Group Holdings Ltd. | | 715,700 | 9,711,310 |
Shimao Property Holdings Ltd. (b)(d) | | 1,080,000 | 608,334 |
Shimao Services Holdings Ltd. (c) | | 713,000 | 376,309 |
Silergy Corp. | | 69,000 | 6,146,681 |
Sino Biopharmaceutical Ltd. | | 8,925,000 | 4,681,446 |
Smoore International Holdings Ltd. (b)(c) | | 1,553,000 | 3,247,818 |
Sunac China Holdings Ltd. (d) | | 2,797,000 | 1,387,629 |
Sunac Services Holdings Ltd. (c) | | 928,000 | 505,752 |
Sunny Optical Technology Group Co. Ltd. | | 616,100 | 8,978,972 |
TAL Education Group ADR (a) | | 364,146 | 1,234,455 |
Tencent Holdings Ltd. | | 4,960,500 | 233,762,993 |
Tencent Music Entertainment Group ADR (a) | | 573,605 | 2,437,821 |
Tingyi (Cayman Islands) Holding Corp. | | 1,700,000 | 3,102,775 |
Tongcheng Travel Holdings Ltd. (a) | | 883,600 | 1,558,115 |
Topsports International Holdings Ltd. (c) | | 1,383,000 | 1,057,789 |
Trip.com Group Ltd. ADR (a) | | 441,675 | 10,445,614 |
Uni-President China Holdings Ltd. | | 1,136,000 | 995,479 |
Vinda International Holdings Ltd. | | 322,000 | 776,405 |
Vipshop Holdings Ltd. ADR (a) | | 383,441 | 2,937,158 |
Want Want China Holdings Ltd. | | 4,115,000 | 3,714,475 |
Weibo Corp. sponsored ADR (a)(b) | | 53,057 | 1,227,739 |
Weimob, Inc. (a)(b)(c) | | 1,637,000 | 959,313 |
Wuxi Biologics (Cayman), Inc. (a)(c) | | 3,109,500 | 22,950,649 |
Xiaomi Corp. Class B (a)(c) | | 12,359,400 | 18,815,188 |
Xinyi Solar Holdings Ltd. | | 4,247,498 | 6,313,592 |
XPeng, Inc. ADR (a) | | 335,674 | 8,260,937 |
Yadea Group Holdings Ltd. (c) | | 1,042,000 | 1,570,602 |
Yihai International Holding Ltd. | | 409,000 | 1,151,367 |
Zai Lab Ltd. ADR (a) | | 65,957 | 2,635,642 |
Zhen Ding Technology Holding Ltd. | | 594,000 | 2,104,402 |
Zhongsheng Group Holdings Ltd. Class H | | 519,000 | 3,429,458 |
ZTO Express, Inc. sponsored ADR | | 377,501 | 10,385,053 |
|
TOTAL CAYMAN ISLANDS | | | 991,481,968 |
|
Chile - 0.3% | | | |
Banco de Chile | | 39,776,392 | 3,971,762 |
Banco de Credito e Inversiones | | 48,087 | 1,488,128 |
Banco Santander Chile | | 57,816,526 | 2,781,805 |
Cencosud SA | | 1,271,396 | 2,035,104 |
Compania Cervecerias Unidas SA | | 137,505 | 919,108 |
Empresas CMPC SA | | 968,639 | 1,443,712 |
Empresas COPEC SA | | 339,670 | 2,497,456 |
Enel Americas SA | | 18,515,851 | 1,938,958 |
Enel Chile SA | | 24,414,113 | 643,878 |
Falabella SA | | 663,502 | 1,863,464 |
|
TOTAL CHILE | | | 19,583,375 |
|
China - 11.4% | | | |
360 Security Technology, Inc. (A Shares) (a) | | 521,500 | 640,298 |
37 Interactive Entertainment Network Technology Group Co. Ltd. (A Shares) | | 174,400 | 629,536 |
A-Living Smart City Services C (H Shares) (c) | | 482,000 | 762,317 |
Addsino Co. Ltd. (A Shares) | | 75,700 | 102,394 |
Advanced Micro-Fabrication Equipment, Inc., China (A Shares) (a) | | 31,451 | 493,620 |
AECC Aero-Engine Control Co. Ltd. (A Shares) | | 74,200 | 266,510 |
AECC Aviation Power Co. Ltd. | | 140,200 | 795,663 |
Agricultural Bank of China Ltd.: | | | |
(A Shares) | | 3,513,900 | 1,623,430 |
(H Shares) | | 21,200,000 | 7,951,313 |
Aier Eye Hospital Group Co. Ltd. (A Shares) | | 269,787 | 1,451,363 |
Air China Ltd.: | | | |
(A Shares) (a) | | 203,800 | 289,554 |
(H Shares) (a) | | 1,866,000 | 1,257,765 |
Aluminum Corp. of China Ltd.: | | | |
(A shares) (a) | | 743,400 | 525,988 |
(H Shares) (a) | | 3,328,000 | 1,526,153 |
Angel Yeast Co. Ltd. (A Shares) | | 39,500 | 228,475 |
Anhui Conch Cement Co. Ltd.: | | | |
(A Shares) | | 271,400 | 1,634,573 |
(H Shares) | | 993,500 | 5,398,714 |
Anhui Gujing Distillery Co. Ltd.: | | | |
(A Shares) | | 14,300 | 420,003 |
(B Shares) | | 110,000 | 1,463,555 |
Anhui Honglu Steel Construction Group Co. Ltd. | | 21,600 | 117,721 |
Anhui Kouzi Distillery Co. Ltd. (A Shares) | | 27,200 | 209,519 |
Anhui Yingjia Distillery Co. Ltd. (A Shares) | | 31,400 | 271,011 |
Anjoy Foods Group Co. Ltd. (A Shares) | | 11,900 | 232,161 |
Apeloa Pharmaceutical Co. Ltd. A Shares | | 60,600 | 170,154 |
Asymchem Laboratories Tianjin Co. Ltd. (A Shares) | | 12,500 | 501,173 |
Autel Intelligent Technology Corp. Ltd. (A Shares) | | 20,479 | 86,770 |
Autobio Diagnostics Co. Ltd. | | 28,790 | 198,496 |
Avary Holding Shenzhen Co. Ltd. (A Shares) | | 81,500 | 359,875 |
AVIC Capital Co. Ltd. (A Shares) | | 331,300 | 191,737 |
AVIC Electromechanical Systems Co. Ltd. (A Shares) | | 211,900 | 315,167 |
AviChina Industry & Technology Co. Ltd. (H Shares) | | 2,160,000 | 1,171,933 |
Avicopter PLC (A Shares) | | 32,600 | 209,092 |
Bank of Beijing Co. Ltd. (A Shares) | | 809,980 | 558,120 |
Bank of Changsha Co. Ltd. (A Shares) | | 99,300 | 111,113 |
Bank of Chengdu Co. Ltd. (A Shares) | | 145,500 | 367,287 |
Bank of China Ltd.: | | | |
(A Shares) | | 2,478,700 | 1,208,698 |
(H Shares) | | 68,162,000 | 26,745,583 |
Bank of Communications Co. Ltd.: | | | |
(A Shares) | | 1,506,200 | 1,153,333 |
(H Shares) | | 8,219,000 | 5,719,512 |
Bank of Hangzhou Co. Ltd. (A Shares) | | 287,720 | 660,605 |
Bank of Jiangsu Co. Ltd. (A Shares) | | 695,600 | 765,967 |
Bank of Nanjing Co. Ltd. (A Shares) | | 466,400 | 813,864 |
Bank of Ningbo Co. Ltd. (A Shares) | | 314,380 | 1,711,781 |
Bank of Shanghai Co. Ltd. (A Shares) | | 528,077 | 516,789 |
Baoshan Iron & Steel Co. Ltd. (A Shares) | | 1,130,500 | 1,096,609 |
BBMG Corp.: | | | |
(A Shares) | | 233,900 | 98,705 |
(H Shares) | | 1,161,000 | 189,964 |
Beijing BDStar Navigation Co. Ltd. (A Shares) (a) | | 15,400 | 64,019 |
Beijing Capital International Airport Co. Ltd. (H Shares) (a) | | 1,672,000 | 913,426 |
Beijing Dabeinong Technology Group Co. Ltd. (A Shares) | | 205,000 | 220,959 |
Beijing E-Hualu Information Technology Co. Ltd. (A Shares) | | 51,240 | 112,454 |
Beijing Easpring Material Technology Co. Ltd. (A Shares) | | 24,900 | 248,709 |
Beijing Enlight Media Co. Ltd. (A Shares) | | 106,500 | 116,340 |
Beijing Kingsoft Office Software, Inc. (A Shares) | | 21,223 | 601,083 |
Beijing New Building Materials PLC (A Shares) | | 84,600 | 368,973 |
Beijing Originwater Technology Co. Ltd. (A Shares) | | 133,600 | 94,066 |
Beijing Roborock Technology Co. Ltd. (A Shares) | | 3,269 | 282,427 |
Beijing Shiji Information Technology Co. Ltd. (A Shares) | | 70,900 | 191,594 |
Beijing Shunxin Agriculture Co. Ltd. | | 28,700 | 88,246 |
Beijing Sinnet Technology Co. Ltd. (A Shares) | | 53,000 | 76,799 |
Beijing Tiantan Biological Products Corp. Ltd. (A Shares) | | 75,500 | 223,586 |
Beijing United Information Technology Co. Ltd. (A Shares) | | 16,300 | 236,448 |
Beijing Wantai Biological Pharmacy Enterprise Co. Ltd. (A Shares) | | 30,305 | 737,141 |
Beijing Yuanliu Hongyuan Electronic Technology Co. Ltd. (A Shares) | | 11,400 | 201,274 |
Beijing-Shanghai High Speed Railway Co. Ltd. (A Shares) | | 2,227,700 | 1,540,281 |
Betta Pharmaceuticals Co. Ltd. (A Shares) | | 22,300 | 144,110 |
BGI Genomics Co. Ltd. | | 21,800 | 206,826 |
BOC International China Co. Ltd. | | 84,400 | 157,971 |
BOE Technology Group Co. Ltd. (A Shares) | | 2,031,100 | 1,159,965 |
By-Health Co. Ltd. (A Shares) | | 80,400 | 242,793 |
BYD Co. Ltd.: | | | |
(A Shares) | | 113,100 | 4,102,414 |
(H Shares) | | 692,000 | 20,138,394 |
C&S Paper Co. Ltd. (A Shares) | | 54,800 | 86,632 |
Caitong Securities Co. Ltd. | | 246,090 | 262,881 |
CanSino Biologics, Inc.: | | | |
(A Shares) (a) | | 9,057 | 207,747 |
(H Shares) (a)(c) | | 63,200 | 670,615 |
CECEP Solar Energy Co. Ltd. (A Shares) | | 149,200 | 149,667 |
CECEP Wind-Power Corp. (A Shares) | | 245,100 | 147,841 |
CGN Power Co. Ltd. (H Shares) (c) | | 9,172,000 | 2,577,365 |
Chacha Food Co. Ltd. (A Shares) | | 23,900 | 191,213 |
Changchun High & New Technology Industry Group, Inc. (A Shares) | | 20,900 | 492,942 |
Changjiang Securities Co. Ltd. (A Shares) | | 269,500 | 224,250 |
Changzhou Xingyu Automotive Lighting Systems Co. Ltd. (A Shares) | | 13,700 | 263,517 |
Chaozhou Three-Circle Group Co. (A Shares) | | 92,300 | 397,601 |
Chengtun Mining Group Co. Ltd. (A Shares) | | 125,500 | 130,863 |
Chengxin Lithium Group Co. Ltd. (A Shares) (a) | | 42,700 | 282,820 |
Chifeng Jilong Gold Mining Co. Ltd. (A Shares) (a) | | 64,100 | 177,457 |
China Baoan Group Co. Ltd. (A Shares) | | 129,300 | 174,013 |
China Bohai Bank Co. Ltd. (H Shares) (c) | | 2,693,000 | 440,468 |
China Cinda Asset Management Co. Ltd. (H Shares) | | 7,635,000 | 1,287,451 |
China CITIC Bank Corp. Ltd.: | | | |
(A Shares) | | 97,700 | 74,066 |
(H Shares) | | 7,809,000 | 3,968,923 |
China Coal Energy Co. Ltd. (H Shares) | | 1,795,000 | 1,511,150 |
China Communications Services Corp. Ltd. (H Shares) | | 2,080,000 | 947,317 |
China Construction Bank Corp.: | | | |
(A Shares) | | 1,305,800 | 1,193,990 |
(H Shares) | | 81,940,000 | 58,373,993 |
China CSSC Holdings Ltd. (A Shares) | | 229,100 | 540,339 |
China Eastern Airlines Corp. Ltd. (A Shares) (a) | | 447,500 | 317,470 |
China Energy Engineering Corp. Ltd. (A Shares) (a) | | 1,733,800 | 629,439 |
China Everbright Bank Co. Ltd.: | | | |
(A Shares) | | 1,630,600 | 783,848 |
(H Shares) | | 3,815,000 | 1,382,051 |
China Galaxy Securities Co. Ltd.: | | | |
(A Shares) | | 136,500 | 189,754 |
(H Shares) | | 3,323,000 | 1,807,456 |
China Great Wall Securities Co. Ltd. (A Shares) | | 130,700 | 161,403 |
China Greatwall Technology Group Co. Ltd. (A Shares) | | 151,900 | 205,599 |
China International Capital Corp. Ltd. | | 39,300 | 220,622 |
China International Capital Corp. Ltd. (H Shares) (c) | | 1,270,000 | 2,545,555 |
China International Travel Service Corp. Ltd. (A Shares) | | 104,000 | 2,821,220 |
China Jushi Co. Ltd. (A Shares) | | 209,004 | 493,058 |
China Life Insurance Co. Ltd.: | | | |
(A Shares) | | 113,300 | 433,074 |
(H Shares) | | 6,515,000 | 9,467,421 |
China Longyuan Power Grid Corp. Ltd. (H Shares) | | 2,891,000 | 5,576,198 |
China Merchants Bank Co. Ltd.: | | | |
(A Shares) | | 966,600 | 5,807,272 |
(H Shares) | | 3,472,346 | 20,928,698 |
China Merchants Securities Co. Ltd. (A Shares) | | 386,700 | 742,253 |
China Merchants Shekou Industrial Zone Holdings Co. Ltd. (A Shares) | | 416,100 | 985,557 |
China Minmetals Rare Earth Co. Ltd. (A Shares) | | 47,600 | 165,307 |
China Minsheng Banking Corp. Ltd.: | | | |
(A Shares) | | 1,399,200 | 781,429 |
(H Shares) | | 4,026,040 | 1,526,647 |
China Molybdenum Co. Ltd.: | | | |
(A Shares) | | 673,400 | 470,803 |
(H Shares) | | 3,369,000 | 1,675,399 |
China National Building Materials Co. Ltd. (H Shares) | | 3,554,000 | 4,729,709 |
China National Chemical Engineering Co. Ltd. (A Shares) | | 319,700 | 437,348 |
China National Nuclear Power Co. Ltd. (A Shares) | | 741,600 | 792,381 |
China Northern Rare Earth Group High-Tech Co. Ltd. | | 184,000 | 870,987 |
China Oilfield Services Ltd. (H Shares) | | 1,630,000 | 1,668,729 |
China Pacific Insurance (Group) Co. Ltd. | | 269,800 | 843,135 |
China Pacific Insurance (Group) Co. Ltd. (H Shares) | | 2,408,000 | 5,338,475 |
China Petroleum & Chemical Corp.: | | | |
(A Shares) | | 1,162,500 | 758,735 |
(H Shares) | | 21,823,000 | 10,681,751 |
China Railway Group Ltd.: | | | |
(A Shares) | | 751,800 | 803,379 |
(H Shares) | | 4,053,000 | 2,838,572 |
China Railway Signal & Communications Corp. (A Shares) | | 418,589 | 272,559 |
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. (A Shares) | | 53,200 | 296,045 |
China Shenhua Energy Co. Ltd.: | | | |
(A Shares) | | 177,800 | 824,034 |
(H Shares) | | 3,173,500 | 10,138,878 |
China Southern Airlines Ltd.: | | | |
(A Shares) (a) | | 265,000 | 259,484 |
(H Shares) (a) | | 1,960,000 | 1,094,636 |
China State Construction Engineering Corp. Ltd. (A Shares) | | 2,365,980 | 2,239,126 |
China Suntien Green Energy Corp. Ltd. (H Shares) | | 1,526,000 | 861,458 |
China Three Gorges Renewables Group Co. Ltd. (A Shares) | | 1,596,800 | 1,396,054 |
China Tower Corp. Ltd. (H Shares) (c) | | 36,038,000 | 4,205,973 |
China TransInfo Technology Co. Ltd. (A Shares) | | 57,600 | 73,990 |
China United Network Communications Ltd. (A Shares) | | 1,559,100 | 827,774 |
China Vanke Co. Ltd.: | | | |
(A Shares) | | 596,400 | 1,746,437 |
(H Shares) | | 1,353,300 | 3,191,083 |
China Yangtze Power Co. Ltd. (A Shares) | | 1,176,200 | 4,029,864 |
China Zhenhua (Group) Science & Technology Co. Ltd. (A Shares) | | 25,500 | 404,383 |
China Zheshang Bank Co. Ltd. | | 494,100 | 246,833 |
Chongqing Brewery Co. Ltd. (A Shares) (a) | | 23,200 | 436,770 |
Chongqing Changan Automobile Co. Ltd. (A Shares) | | 320,920 | 501,924 |
Chongqing Fuling Zhacai Group Co. Ltd. Group (A Shares) | | 39,300 | 206,275 |
Chongqing Rural Commercial Bank Co. Ltd. (H Shares) | | 1,127,000 | 437,612 |
Chongqing Zhifei Biological Products Co. Ltd. (A Shares) | | 83,000 | 1,181,242 |
CITIC Securities Co. Ltd.: | | | |
(A Shares) | | 785,795 | 2,316,212 |
(H Shares) | | 2,483,425 | 5,456,417 |
CNGR Advanced Material Co. Ltd. | | 24,800 | 311,611 |
CNNC Hua Yuan Titanium Dioxide Co. Ltd. (A Shares) | | 91,600 | 100,950 |
Contemporary Amperex Technology Co. Ltd. | | 119,400 | 7,275,659 |
COSCO Shipping Development Co. Ltd. (A Shares) | | 398,900 | 184,948 |
COSCO Shipping Energy Transportation Co. Ltd.: | | | |
(A Shares) | | 24,600 | 29,214 |
(H Shares) | | 484,000 | 253,917 |
COSCO SHIPPING Holdings Co. Ltd.: | | | |
(A Shares) | | 547,110 | 1,177,554 |
(H Shares) | | 3,042,550 | 4,733,486 |
CRRC Corp. Ltd.: | | | |
(A Shares) | | 1,161,500 | 883,547 |
(H Shares) | | 4,154,000 | 1,541,079 |
CSC Financial Co. Ltd. (A Shares) | | 228,800 | 738,170 |
Daan Gene Co. Ltd. | | 80,296 | 218,094 |
Daqin Railway Co. Ltd. (A Shares) | | 705,200 | 708,852 |
DaShenLin Pharmaceutical Group Co. Ltd. | | 39,180 | 155,751 |
DHC Software Co. Ltd. (A Shares) | | 118,000 | 102,858 |
Do-Fluoride New Materials Co. Ltd. (A Shares) | | 35,800 | 168,703 |
Dong E-E-Jiao Co. Ltd. (A Shares) | | 35,600 | 162,297 |
Dongfang Electric Corp. Ltd. (A Shares) | | 148,400 | 279,732 |
Dongfeng Motor Group Co. Ltd. (H Shares) | | 2,490,000 | 1,816,444 |
Dongxing Securities Co. Ltd. (A Shares) | | 152,700 | 188,655 |
East Money Information Co. Ltd. (A Shares) | | 635,798 | 2,160,942 |
Ecovacs Robotics Co. Ltd. Class A | | 23,100 | 373,931 |
ENN Natural Gas Co. Ltd. (A Shares) | | 109,000 | 268,784 |
Eve Energy Co. Ltd. (A shares) | | 97,755 | 953,813 |
Everbright Securities Co. Ltd. (A Shares) | | 197,300 | 337,177 |
Fangda Carbon New Material Co. Ltd. (A Shares) | | 201,281 | 213,427 |
FAW Jiefang Group Co. Ltd. (A Shares) | | 144,400 | 176,269 |
Fiberhome Telecommunication Technologies Co. Ltd. (A Shares) | | 35,800 | 72,295 |
First Capital Securities Co. Ltd. (A Shares) | | 201,700 | 167,718 |
Flat Glass Group Co. Ltd. | | 186,000 | 665,103 |
Flat Glass Group Co. Ltd. (A Shares) | | 168,000 | 1,018,332 |
Focus Media Information Technology Co. Ltd. (A Shares) | | 696,220 | 609,417 |
Foshan Haitian Flavouring & Food Co. Ltd. (A Shares) | | 197,364 | 2,419,263 |
Founder Securities Co. Ltd. (A Shares) | | 420,600 | 386,479 |
Foxconn Industrial Internet Co. Ltd. (A Shares) | | 418,196 | 599,152 |
Fujian Sunner Development Co. Ltd. A Shares (a) | | 57,000 | 139,817 |
Fuyao Glass Industries Group Co. Ltd.: | | | |
(A Shares) | | 174,800 | 932,330 |
(H Shares) (c) | | 426,800 | 1,743,775 |
G-bits Network Technology Xiamen Co. Ltd. (A Shares) | | 10,900 | 552,642 |
Ganfeng Lithium Co. Ltd. (A Shares) | | 94,500 | 1,562,151 |
GCL System Integration Technology Co. Ltd. (a) | | 296,800 | 122,522 |
GD Power Development Co. Ltd. (A Shares) | | 889,900 | 403,486 |
GEM Co. Ltd. (A Shares) | | 220,900 | 223,208 |
Gemdale Corp. (A Shares) | | 238,700 | 516,523 |
GF Securities Co. Ltd.: | | | |
(A Shares) | | 224,600 | 538,911 |
(H Shares) | | 1,117,000 | 1,396,088 |
Giant Network Group Co. Ltd. (A Shares) | | 369,100 | 457,656 |
Gigadevice Semiconductor Beijing, Inc. (A Shares) | | 34,084 | 632,280 |
Ginlong Technologies Co. Ltd. (A Shares) | | 12,700 | 366,711 |
GoerTek, Inc. (A Shares) | | 175,300 | 919,358 |
Gotion High-tech Co. Ltd. (A Shares) (a) | | 67,400 | 270,325 |
Great Wall Motor Co. Ltd.: | | | |
(A Shares) | | 97,400 | 361,421 |
(H Shares) | | 2,731,000 | 3,824,565 |
Gree Electric Appliances, Inc. of Zhuhai (A Shares) | | 191,000 | 896,756 |
Greenland Holdings Corp. Ltd. (A Shares) | | 475,779 | 344,905 |
GRG Banking Equipment Co. Ltd. (A Shares) | | 123,600 | 158,517 |
Guangdong Haid Group Co. Ltd. (A Shares) | | 81,500 | 757,055 |
Guangdong Kinlong Hardware Products Co. Ltd. (A Shares) | | 16,200 | 189,446 |
Guanghui Energy Co. Ltd. (A Shares) (a) | | 321,300 | 429,723 |
Guangzhou Automobile Group Co. Ltd. | | 126,100 | 230,237 |
Guangzhou Automobile Group Co. Ltd. (H Shares) | | 2,312,000 | 1,960,336 |
Guangzhou Baiyunshan Pharma Health (A Shares) | | 74,600 | 326,804 |
Guangzhou Haige Communications Group (A Shares) | | 93,600 | 127,689 |
Guangzhou Kingmed Diagnostics Group Co. Ltd. (A Shares) | | 20,300 | 248,864 |
Guangzhou R&F Properties Co. Ltd. (H Shares) (b) | | 1,457,600 | 541,102 |
Guangzhou Shiyuan Electronic Technology Co. Ltd. (A Shares) | | 34,200 | 395,583 |
Guangzhou Tinci Materials Technology Co. Ltd. (A Shares) | | 48,200 | 538,943 |
Guangzhou Yuexiu Financial Holdings Group Co. Ltd. (A Shares) | | 138,965 | 153,669 |
Guolian Securities Co. Ltd. | | 102,000 | 142,949 |
Guosen Securities Co. Ltd. (A Shares) | | 339,200 | 493,876 |
Guotai Junan Securities Co. Ltd. (A Shares) | | 392,100 | 858,474 |
Guoyuan Securities Co. Ltd. (A Shares) | | 209,110 | 189,416 |
Haier Smart Home Co. Ltd. | | 2,061,800 | 7,283,917 |
Haier Smart Home Co. Ltd. (A Shares) | | 248,000 | 961,752 |
Haitong Securities Co. Ltd.: | | | |
(A Shares) | | 272,900 | 370,628 |
(H Shares) | | 2,803,200 | 1,957,681 |
Hanergy Mobile Energy Holding (a)(d) | | 1,618,000 | 2 |
Hangzhou First Applied Material Co. Ltd. (A Shares) | | 48,400 | 670,220 |
Hangzhou Great Star Industrial Co. Ltd. (A Shares) (a) | | 51,900 | 120,452 |
Hangzhou Oxygen Plant Group Co. Ltd. (A Shares) | | 44,300 | 174,012 |
Hangzhou Robam Appliances Co. Ltd. (A Shares) | | 42,200 | 195,903 |
Hangzhou Silan Microelectronics Co. Ltd. (A Shares) | | 66,400 | 413,660 |
Hangzhou Tigermed Consulting Co. Ltd.: | | | |
(A Shares) | | 31,400 | 420,620 |
(H Shares) (c) | | 92,500 | 896,463 |
Hefei Meiya Optoelectronic Technology, Inc. (A Shares) | | 33,400 | 113,785 |
Heilongjiang Agriculture Co. Ltd. (A Shares) | | 68,200 | 144,663 |
Henan Shuanghui Investment & Development Co. Ltd. (A Shares) | | 146,823 | 657,579 |
Hengli Petrochemical Co. Ltd. (A Shares) | | 297,240 | 932,431 |
Hengtong Optic-electric Co. Ltd. (A Shares) | | 116,100 | 175,496 |
Hengyi Petrochemical Co. Ltd. (A Shares) | | 142,920 | 164,213 |
Hesteel Co. Ltd. (A Shares) | | 401,600 | 140,795 |
Hithink RoyalFlush Information Network Co. Ltd. (A Shares) | | 27,600 | 339,600 |
Hongfa Technology Co. Ltd. (A Shares) | | 44,200 | 321,404 |
Hoshine Silicon Industry Co. Ltd. (A Shares) | | 21,900 | 260,676 |
Huadian Power International Corp. Ltd. (A Shares) | | 345,900 | 194,405 |
Huadong Medicine Co. Ltd. (A Shares) | | 76,480 | 391,313 |
Huafon Chemical Co. Ltd. (A Shares) | | 226,200 | 264,351 |
Huagong Tech Co. Ltd. (A Shares) | | 51,900 | 130,926 |
Hualan Biological Engineer, Inc. (A Shares) | | 99,960 | 250,713 |
Huaneng Power International, Inc.: | | | |
(A Shares) | | 287,400 | 313,648 |
(H Shares) | | 3,282,000 | 1,648,695 |
Huatai Securities Co. Ltd.: | | | |
(A Shares) | | 195,700 | 391,211 |
(H Shares) (c) | | 1,615,600 | 2,220,532 |
HUAXI Securities Co. Ltd. | | 118,000 | 123,717 |
Huaxia Bank Co. Ltd. (A Shares) | | 535,200 | 439,746 |
Huaxin Cement Co. Ltd. (A Shares) | | 73,500 | 242,039 |
Huayu Automotive Systems Co. Ltd. (A Shares) | | 155,200 | 456,290 |
Hubei Xingfa Chemicals Group Co. Ltd. (A Shares) | | 56,200 | 269,346 |
Huizhou Desay SV Automotive Co. Ltd. | | 21,800 | 389,568 |
Humanwell Healthcare Group Co. Ltd. (A Shares) | | 82,500 | 194,202 |
Hunan Valin Steel Co. Ltd. (A Shares) | | 316,100 | 276,227 |
Hundsun Technologies, Inc. (A Shares) | | 94,379 | 540,830 |
iFlytek Co. Ltd. (A Shares) | | 139,000 | 769,283 |
IMEIK Technology Development Co. Ltd. (A Shares) | | 11,200 | 868,399 |
Industrial & Commercial Bank of China Ltd.: | | | |
(A Shares) | | 4,519,400 | 3,259,379 |
(H Shares) | | 47,467,000 | 28,613,426 |
Industrial Bank Co. Ltd. (A Shares) | | 1,058,300 | 3,253,301 |
Industrial Securities Co. Ltd. (A Shares) | | 338,700 | 330,490 |
Ingenic Semiconductor Co. Ltd. (A Shares) | | 23,800 | 264,073 |
Inner Mongoli Yili Industries Co. Ltd. (A Shares) | | 308,500 | 1,787,252 |
Inner Mongolia Baotou Steel Union Co. Ltd. (A Shares) (a) | | 2,301,300 | 648,631 |
Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd. (A Shares) | | 423,600 | 278,326 |
Inner Mongolia Yuan Xing Energy Co. Ltd. (A Shares) | | 177,700 | 226,001 |
Inspur Electronic Information Industry Co. Ltd. (A Shares) | | 73,196 | 271,225 |
Intco Medical Technology Co. Ltd. (A Shares) | | 26,650 | 115,477 |
JA Solar Technology Co. Ltd. (A Shares) | | 81,500 | 991,552 |
Jafron Biomedical Co. Ltd. (A Shares) | | 39,590 | 246,363 |
Jason Furniture Hangzhou Co. Ltd. (A Shares) | | 28,400 | 248,249 |
JCET Group Co. Ltd. (A Shares) | | 89,900 | 290,239 |
Jiangsu Eastern Shenghong Co. Ltd. | | 162,700 | 298,978 |
Jiangsu Expressway Co. Ltd. (H Shares) | | 1,094,000 | 1,080,847 |
Jiangsu Hengli Hydraulic Co. Ltd. | | 66,976 | 462,120 |
Jiangsu Hengrui Medicine Co. Ltd. (A Shares) | | 332,475 | 1,476,369 |
Jiangsu King's Luck Brewery JSC Ltd. (A Shares) | | 59,500 | 400,798 |
Jiangsu Yanghe Brewery JSC Ltd. (A Shares) | | 75,400 | 1,799,084 |
Jiangsu Yangnong Chemical Co. Ltd. (A Shares) | | 13,600 | 268,515 |
Jiangsu Yoke Technology Co. Ltd. (A Shares) | | 22,200 | 149,477 |
Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. (A Shares) | | 46,700 | 167,861 |
Jiangsu Zhongtian Technology Co. Ltd. (A Shares) | | 161,800 | 395,160 |
Jiangxi Copper Co. Ltd.: | | | |
(A Shares) | | 92,000 | 240,971 |
(H Shares) | | 1,037,000 | 1,622,101 |
Jiangxi Zhengbang Technology Co. Ltd. (A Shares) | | 144,600 | 126,703 |
Jinke Properties Group Co. Ltd. (A Shares) | | 276,500 | 187,105 |
JiuGui Liquor Co. Ltd. (A Shares) | | 15,200 | 342,086 |
Joincare Pharmaceutical Group Industry Co. Ltd. (A Shares) | | 99,800 | 167,395 |
Joinn Laboratories China Co. Ltd. (A Shares) | | 17,640 | 263,231 |
Jointown Pharmaceutical Group (A Shares) | | 31,600 | 61,114 |
Jonjee Hi-Tech Industrial & Commercial Holding Co. Ltd. (A Shares) | | 38,400 | 144,362 |
Juewei Food Co. Ltd. | | 28,500 | 188,109 |
Kingfa Sci & Tech Co. Ltd. (A Shares) | | 121,300 | 150,997 |
Kuang-Chi Technologies Co. Ltd. (A Shares) (a) | | 119,400 | 237,848 |
Kunlun Tech Co. Ltd. (A Shares) | | 117,500 | 253,036 |
Kweichow Moutai Co. Ltd. (A Shares) | | 64,700 | 17,855,705 |
Lakala Payment Co. Ltd. (A Shares) | | 21,500 | 57,588 |
Laobaixing Pharmacy Chain JSC (A Shares) | | 19,120 | 92,680 |
Lb Group Co. Ltd. (A Shares) | | 118,673 | 325,251 |
Lens Technology Co. Ltd. (A Shares) | | 259,000 | 393,990 |
Lepu Medical Technology Beijing Co. Ltd. (A Shares) | | 89,400 | 229,233 |
Leyard Optoelectronic Co. Ltd. (A Shares) | | 125,400 | 112,547 |
Lingyi iTech Guangdong Co. (A Shares) (a) | | 374,400 | 239,933 |
Livzon Pharmaceutical Group, Inc. (A Shares) | | 32,800 | 164,521 |
LONGi Green Energy Technology Co. Ltd. | | 276,720 | 2,797,634 |
Luoyang Xinqianglian Slewing Bearing Co. Ltd. (A Shares) | | 8,200 | 148,835 |
Luxi Chemical Group Co. Ltd. (d) | | 92,400 | 254,472 |
Luxshare Precision Industry Co. Ltd. (A Shares) | | 362,228 | 1,674,367 |
Luzhou Laojiao Co. Ltd. (A Shares) | | 73,900 | 2,337,600 |
Mango Excellent Media Co. Ltd. (A Shares) | | 87,107 | 466,387 |
Maxscend Microelectronics Co. Ltd. (A Shares) | | 17,060 | 472,623 |
Meinian Onehealth Healthcare Holdings Co. Ltd. (A Shares) (a) | | 106,860 | 80,257 |
Metallurgical Corp. China Ltd. (A Shares) | | 927,200 | 487,978 |
Mianyang Fulin Precision Co. Ltd. (A Shares) (a) | | 36,500 | 108,730 |
Ming Yang Smart Energy Group Ltd. (A Shares) | | 106,000 | 350,458 |
Montage Technology Co. Ltd. (A Shares) | | 70,089 | 610,743 |
Muyuan Foodstuff Co. Ltd. (A Shares) | | 267,740 | 2,094,180 |
Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd. | | 59,950 | 232,925 |
Nanjing Securities Co. Ltd. (A Shares) | | 181,700 | 203,271 |
NARI Technology Co. Ltd. (A Shares) | | 289,260 | 1,386,201 |
National Silicon Industry Group Co. Ltd. (A Shares) (a) | | 106,325 | 331,094 |
NAURA Technology Group Co. Ltd. | | 26,700 | 949,069 |
NavInfo Co. Ltd. (A Shares) (a) | | 98,400 | 183,518 |
New China Life Insurance Co. Ltd. | | 67,900 | 304,453 |
New China Life Insurance Co. Ltd. (H Shares) | | 852,500 | 2,159,978 |
New Hope Liuhe Co. Ltd. (A Shares) (a) | | 223,700 | 471,904 |
Ninestar Corp. (A Shares) | | 54,100 | 332,079 |
Ningbo Joyson Electronic Corp. (A shares) | | 63,400 | 103,638 |
Ningbo Ronbay New Energy Technology Co. Ltd. (A Shares) | | 26,366 | 362,982 |
Ningbo Shanshan Co. Ltd. (A Shares) | | 131,500 | 434,941 |
Ningbo Tuopu Group Co. Ltd. (A Shares) | | 54,700 | 426,168 |
Ningxia Baofeng Energy Group Co. Ltd. | | 309,100 | 654,251 |
Nongfu Spring Co. Ltd. (H Shares) (c) | | 1,530,600 | 8,099,823 |
North Industries Group Red Arrow Co. Ltd. (A Shares) (a) | | 70,500 | 221,330 |
Northeast Securities Co. Ltd. (A Shares) | | 98,100 | 96,427 |
Offshore Oil Enginering Co. Ltd. (A Shares) | | 134,000 | 82,564 |
OFILM Group Co. Ltd. (A Shares) (a) | | 174,600 | 145,124 |
Oppein Home Group, Inc. (A Shares) | | 23,660 | 415,476 |
Orient Securities Co. Ltd. (A Shares) | | 391,808 | 536,144 |
Ovctek China, Inc. (A Shares) | | 42,320 | 235,412 |
Pangang Group Vanadium Titanium & Resources Co. Ltd. (A Shares) (a) | | 402,300 | 187,261 |
People's Insurance Co. of China Group Ltd.: | | | |
(A Shares) | | 195,400 | 128,684 |
(H Shares) | | 7,653,000 | 2,437,892 |
Perfect World Co. Ltd. (A Shares) | | 170,700 | 378,757 |
PetroChina Co. Ltd.: | | | |
(A Shares) | | 904,400 | 730,632 |
(H Shares) | | 18,666,000 | 8,860,639 |
PharmaBlock Sciences (Nanjing), Inc. (A Shares) | | 10,400 | 119,535 |
Pharmaron Beijing Co. Ltd.: | | | |
(A Shares) | | 28,700 | 541,243 |
(H Shares) (c) | | 124,200 | 1,560,257 |
PICC Property & Casualty Co. Ltd. (H Shares) | | 6,005,840 | 6,142,890 |
Ping An Bank Co. Ltd. (A Shares) | | 981,600 | 2,261,765 |
Ping An Insurance Group Co. of China Ltd.: | | | |
(A Shares) | | 540,494 | 3,619,336 |
(H Shares) | | 5,494,500 | 34,729,190 |
Poly Developments & Holdings (A Shares) | | 621,600 | 1,706,081 |
Postal Savings Bank of China Co. Ltd. | | 1,209,200 | 982,635 |
Postal Savings Bank of China Co. Ltd. (H Shares) (c) | | 7,291,000 | 5,527,890 |
Power Construction Corp. of China Ltd. (A Shares) | | 785,800 | 913,332 |
Proya Cosmetics Co. Ltd. (A Shares) | | 9,400 | 285,982 |
Raytron Technology Co. Ltd. (A Shares) | | 23,151 | 124,794 |
Risesun Real Estate Development Co. Ltd. (A Shares) | | 206,100 | 116,680 |
Riyue Heavy Industry Co. Ltd. (A Shares) | | 49,900 | 121,921 |
Rongsheng Petrochemical Co. Ltd. (A Shares) | | 514,700 | 1,057,656 |
SAIC Motor Corp. Ltd. (A Shares) | | 404,200 | 967,948 |
Sailun Group Co. Ltd. A Shares | | 144,900 | 209,727 |
Sangfor Technologies, Inc. | | 26,000 | 347,930 |
Sany Heavy Industry Co. Ltd. (A Shares) | | 441,800 | 1,095,730 |
Satellite Chemical Co. Ltd. (A Shares) | | 86,180 | 467,439 |
SDIC Capital Co. Ltd. | | 321,232 | 309,590 |
SDIC Power Holdings Co. Ltd. (A Shares) | | 358,400 | 522,948 |
Sealand Securities Co. Ltd. (A Shares) | | 245,100 | 123,830 |
Seazen Holdings Co. Ltd. (A Shares) | | 119,600 | 500,090 |
SF Holding Co. Ltd. (A Shares) | | 246,000 | 1,896,508 |
SG Micro Corp. (A Shares) | | 11,900 | 497,218 |
Shaanxi Coal Industry Co. Ltd. (A Shares) | | 480,700 | 1,248,055 |
Shandong Buchang Pharmaceuticals Co. Ltd. (A Shares) | | 56,743 | 155,371 |
Shandong Gold Mining Co. Ltd.: | | | |
(A Shares) | | 385,184 | 1,118,694 |
(H Shares) (c) | | 251,000 | 463,616 |
Shandong Hualu Hengsheng Chemical Co. Ltd. (A Shares) | | 108,220 | 490,121 |
Shandong Linglong Tyre Co. Ltd. (A Shares) | | 68,000 | 181,540 |
Shandong Nanshan Aluminum Co. Ltd. (A Shares) | | 575,800 | 279,828 |
Shandong Sun Paper Industry JSC Ltd. (A Shares) | | 110,400 | 204,511 |
Shandong Weigao Medical Polymer Co. Ltd. (H Shares) | | 2,168,400 | 2,310,102 |
Shanghai Bairun Investment Holding Group Co. Ltd. (A Shares) | | 34,700 | 162,296 |
Shanghai Baosight Software Co. Ltd. | | 363,100 | 1,332,267 |
Shanghai Baosight Software Co. Ltd. (A Shares) | | 53,800 | 384,220 |
Shanghai Construction Group Co. Ltd. (A Shares) | | 477,900 | 233,107 |
Shanghai Electric Group Co. Ltd. (A Shares) | | 736,300 | 425,344 |
Shanghai Fosun Pharmaceutical (Group) Co. Ltd.: | | | |
(A Shares) | | 99,800 | 643,301 |
(H Shares) | | 438,000 | 1,873,826 |
Shanghai Friendess Electronic Technology Corp. Ltd. (A Shares) | | 4,125 | 153,053 |
Shanghai International Airport Co. Ltd. (A Shares) (a) | | 50,700 | 376,235 |
Shanghai International Port Group Co. Ltd. (A Shares) | | 459,100 | 409,732 |
Shanghai Jahwa United Co. Ltd. (A Shares) | | 27,500 | 128,983 |
Shanghai Jinjiang International Hotels Co. Ltd. (A Shares) | | 38,200 | 308,322 |
Shanghai Junshi Biosciences Co. Ltd. (A Shares) (a) | | 36,019 | 516,714 |
Shanghai Lingang Holdings Corp. Ltd. (A Shares) | | 69,760 | 134,136 |
Shanghai Lujiazui Finance Trust Ltd. (B Shares) | | 1,084,703 | 991,614 |
Shanghai M&G Stationery, Inc. (A Shares) | | 47,000 | 339,355 |
Shanghai Medicilon, Inc. (A Shares) | | 3,107 | 179,027 |
Shanghai Pharmaceuticals Holding Co. Ltd.: | | | |
(A Shares) | | 99,400 | 263,459 |
(H Shares) | | 721,300 | 1,166,323 |
Shanghai Pudong Development Bank Co. Ltd. (A Shares) | | 1,450,600 | 1,757,225 |
Shanghai Putailai New Energy Technology Co. Ltd. | | 35,312 | 624,482 |
Shanghai RAAS Blood Products Co. Ltd. (A Shares) | | 431,400 | 351,202 |
Shanghai Yuyuan Tourist Mart Group Co. Ltd. | | 99,800 | 135,248 |
Shanghai Zhangjiang High Ltd. (A Shares) | | 60,000 | 104,865 |
Shanxi Lu'an Environmental Energy Development Co. Ltd. (A Shares) | | 138,400 | 321,954 |
Shanxi Meijin Energy Co. Ltd. (A Shares) (a) | | 212,600 | 331,914 |
Shanxi Securities Co. Ltd. (A Shares) | | 161,130 | 121,278 |
Shanxi Taigang Stainless Steel Co. Ltd. (A Shares) | | 274,600 | 244,894 |
Shanxi Xinghuacun Fen Wine Factory Co. Ltd. (A Shares) | | 61,540 | 2,525,885 |
Shanxi Xishan Coal & Electricity Power Co. Ltd. (A Shares) | | 193,060 | 403,313 |
Shenghe Resources Holding Co. Ltd. (A Shares) | | 81,300 | 191,385 |
Shengyi Technology Co. Ltd. | | 122,600 | 307,233 |
Shennan Circuits Co. Ltd. (A Shares) | | 25,340 | 361,966 |
Shenwan Hongyuan Group Co. Ltd. (A Shares) | | 1,168,700 | 718,097 |
Shenzhen Capchem Technology Co. Ltd. (A Shares) | | 20,600 | 205,731 |
Shenzhen Energy Group Co. Ltd. (A Shares) | | 193,860 | 169,911 |
Shenzhen Goodix Technology Co. Ltd. (A Shares) | | 24,800 | 209,915 |
Shenzhen Inovance Technology Co. Ltd. (A Shares) | | 135,850 | 1,173,585 |
Shenzhen Kaifa Technology Co. Ltd. (A Shares) | | 71,500 | 104,741 |
Shenzhen Kangtai Biological Products Co. Ltd. | | 35,900 | 349,918 |
Shenzhen Kedali Industry Co. Ltd. | | 11,400 | 207,885 |
Shenzhen Mindray Bio-Medical Electronics Co. Ltd. (A Shares) | | 62,400 | 2,940,798 |
Shenzhen MTC Co. Ltd. (A Shares) (a) | | 186,000 | 89,989 |
Shenzhen New Industries Biomedical Engineering Co. Ltd. | | 32,700 | 197,931 |
Shenzhen Overseas Chinese Town Co. Ltd. (A Shares) | | 406,700 | 370,326 |
Shenzhen Salubris Pharmaceuticals Co. Ltd. (A Shares) | | 62,900 | 217,433 |
Shenzhen SC New Energy Technology Corp. (A Shares) | | 17,600 | 156,524 |
Shenzhen Senior Technology Material Co. Ltd. (A Shares) | | 56,038 | 177,246 |
Shenzhen Sunlord Electronics Co. Ltd. (A Shares) | | 35,700 | 134,278 |
Shenzhen Sunway Communication Co. Ltd. (A Shares) | | 44,700 | 98,123 |
Shenzhen Transsion Holdings Co. Ltd. (A Shares) | | 34,327 | 435,901 |
Shijiazhuang Yiling Pharmaceutical Co. Ltd. (A Shares) | | 82,960 | 307,582 |
Sichuan Chuantou Energy Co. Ltd. (A Shares) | | 184,400 | 306,495 |
Sichuan Hebang Biotechnology Co. Ltd. (A Shares) | | 435,600 | 206,721 |
Sichuan Kelun Pharmaceutical Co. Ltd. (A Shares) | | 67,700 | 173,218 |
Sichuan New Energy Power Co. Ltd. (A Shares) (a) | | 62,400 | 155,530 |
Sichuan Road & Bridge (Group) Co. Ltd. (A Shares) | | 245,700 | 386,250 |
Sichuan Swellfun Co. Ltd. (A Shares) | | 23,600 | 250,093 |
Sichuan Yahua Industrial Group Co. Ltd. (A Shares) | | 55,500 | 219,829 |
Sinolink Securities Co. Ltd. (A Shares) | | 145,200 | 179,691 |
Sinoma Science & Technology Co. Ltd. (A Shares) | | 83,800 | 254,493 |
Sinopec Shanghai Petrochemical Co. Ltd. (A Shares) | | 288,900 | 134,988 |
Sinopharm Group Co. Ltd. (H Shares) | | 1,185,200 | 2,727,358 |
Sinotrans Ltd. | | 85,600 | 48,430 |
Sinotrans Ltd. (H Shares) | | 661,000 | 199,765 |
Siyuan Electric Co. Ltd. (A Shares) | | 41,500 | 187,258 |
SKSHU Paint Co. Ltd. (A Shares) | | 18,680 | 208,582 |
Songcheng Performance Development Co. Ltd. (A Shares) | | 93,280 | 175,322 |
Soochow Securities Co. Ltd. (A Shares) | | 240,045 | 244,448 |
Southwest Securities Co. Ltd. (A Shares) | | 317,200 | 177,590 |
StarPower Semiconductor Ltd. (A Shares) | | 8,700 | 446,482 |
Sungrow Power Supply Co. Ltd. (A Shares) | | 75,000 | 707,153 |
Suning.com Co. Ltd. (A Shares) (a) | | 314,100 | 152,932 |
Sunwoda Electronic Co. Ltd. (A Shares) | | 90,500 | 298,383 |
Suzhou Dongshan Precision Manufacturing Co. Ltd. (A Shares) | | 87,700 | 221,491 |
Suzhou Maxwell Technologies Co. Ltd. (A Shares) | | 8,640 | 433,461 |
Suzhou TA&A Ultra Clean Technology Co. Ltd. (A Shares) | | 29,100 | 265,698 |
TBEA Co. Ltd. (A Shares) | | 197,300 | 571,322 |
TCL Technology Group Corp. (A Shares) | | 680,500 | 426,361 |
Thunder Software Technology Co. Ltd. (A Shares) | | 25,800 | 360,751 |
Tianfeng Securities Co. Ltd. (A Shares) | | 426,900 | 192,596 |
Tianjin 712 Communication & Broadcasting Co. Ltd. | | 33,700 | 139,828 |
Tianjin Zhonghuan Semiconductor Co. Ltd. (A Shares) | | 164,100 | 956,639 |
Tianma Microelectronics Co. Ltd. (A Shares) | | 121,900 | 167,526 |
Tianshan Aluminum Group Co. Ltd. | | 219,400 | 225,277 |
Tianshui Huatian Technology Co. Ltd. (A Shares) | | 157,900 | 202,084 |
Tibet Summit Industrial Co. Ltd. (A Shares) (a) | | 44,300 | 128,989 |
Titan Wind Energy Suzhou Co. Ltd. (A Shares) | | 97,300 | 145,882 |
Toly Bread Co. Ltd. | | 59,052 | 121,660 |
TongFu Microelectronics Co. Ltd. (A Shares) | | 59,700 | 118,148 |
Tongkun Group Co. Ltd. (A Shares) | | 119,700 | 273,151 |
Tongling Nonferrous Metals Group Co. Ltd. (A Shares) | | 501,200 | 261,120 |
Tongwei Co. Ltd. (A Shares) | | 228,200 | 1,401,629 |
Topchoice Medical Corp. (a) | | 15,300 | 294,825 |
Topsec Technologies Group, Inc. | | 70,200 | 97,246 |
Transfar Zhilian Co. Ltd. | | 140,400 | 133,048 |
TravelSky Technology Ltd. (H Shares) | | 750,000 | 1,132,632 |
Trina Solar Co. Ltd. (A Shares) | | 100,314 | 758,370 |
Tsingtao Brewery Co. Ltd.: | | | |
(A Shares) | | 53,200 | 689,203 |
(H Shares) | | 458,000 | 3,708,043 |
Unigroup Guoxin Microelectronics Co. Ltd. | | 30,900 | 850,959 |
Unisplendour Corp. Ltd. (A Shares) | | 146,203 | 373,739 |
Universal Scientific Industrial Shanghai Co. Ltd. (A Shares) | | 84,500 | 153,338 |
Venus MedTech Hangzhou, Inc. (H Shares) (a)(c) | | 192,000 | 352,475 |
Walvax Biotechnology Co. Ltd. (A Shares) | | 80,700 | 646,147 |
Wanhua Chemical Group Co. Ltd. (A Shares) | | 160,200 | 1,873,740 |
Weichai Power Co. Ltd.: | | | |
(A Shares) | | 294,500 | 493,162 |
(H Shares) | | 1,772,200 | 2,475,598 |
Weihai Guangwei Composites Co. Ltd. (A Shares) | | 24,800 | 185,826 |
Wens Foodstuffs Group Co. Ltd. (A Shares) | | 320,780 | 902,742 |
Western Securities Co. Ltd. (A Shares) | | 208,100 | 194,780 |
Western Superconducting Technologies Co. Ltd. (A Shares) | | 20,533 | 251,670 |
Westone Information Industry, Inc. (A Shares) | | 43,400 | 206,430 |
Will Semiconductor Ltd. | | 44,400 | 997,994 |
Wingtech Technology Co. Ltd. (A Shares) | | 63,300 | 620,849 |
Winning Health Technology Group Co. Ltd. (A Shares) | | 75,880 | 90,548 |
Wuchan Zhongda Group Co. Ltd. | | 266,000 | 197,631 |
Wuhan Guide Infrared Co. Ltd. (A Shares) | | 117,736 | 272,430 |
Wuhu Token Science Co. Ltd. (A Shares) | | 123,200 | 112,791 |
Wuliangye Yibin Co. Ltd. (A Shares) | | 197,000 | 4,798,817 |
WUS Printed Circuit Kunshan Co. Ltd. (A Shares) | | 91,390 | 177,960 |
WuXi AppTec Co. Ltd. | | 150,644 | 2,334,107 |
WuXi AppTec Co. Ltd. (H Shares) (c) | | 282,022 | 3,836,006 |
Wuxi Lead Intelligent Equipment Co. Ltd. (A Shares) | | 40,080 | 263,913 |
Wuxi Shangji Automation Co. Ltd. (A Shares) | | 14,100 | 257,805 |
XCMG Construction Machinery Co. Ltd. (A Shares) | | 416,000 | 310,502 |
Xiamen C&D, Inc. (A Shares) | | 141,800 | 308,867 |
Xiamen Faratronic Co. Ltd. (A Shares) | | 11,300 | 247,770 |
Xiamen Intretech, Inc. | | 32,230 | 99,516 |
Xiamen Tungsten Co. Ltd. (A Shares) | | 63,000 | 148,771 |
Xinjiang Goldwind Science & Technology Co. Ltd.: | | | |
(A Shares) | | 168,700 | 284,702 |
(H Shares) | | 684,410 | 972,783 |
Xinjiang Zhongtai Chemical Co. Ltd. (A Shares) | | 125,400 | 139,363 |
Yankuang Energy Group Co. Ltd.: | | | |
(A Shares) | | 156,700 | 818,873 |
(H Shares) | | 1,260,000 | 3,554,673 |
Yantai Eddie Precision Machinery Co. Ltd. (A Shares) | | 37,600 | 108,436 |
Yantai Jereh Oilfield Services (A Shares) | | 45,700 | 212,739 |
Yealink Network Technology Corp. Ltd. | | 44,550 | 520,956 |
Yifeng Pharmacy Chain Co. Ltd. | | 35,918 | 198,911 |
Yihai Kerry Arawana Holdings Co. Ltd. (A Shares) | | 74,800 | 540,211 |
Yintai Gold Co. Ltd. (A Shares) | | 102,380 | 143,888 |
Yonghui Superstores Co. Ltd. (A Shares) | | 420,700 | 280,525 |
YongXing Special Materials Technology Co. Ltd. (A Shares) | | 20,000 | 309,145 |
Yonyou Network Technology Co. Ltd. (A Shares) | | 214,038 | 613,479 |
Youngor Group Co. Ltd. (A Shares) | | 183,789 | 189,141 |
Youngy Co. Ltd. (A Shares) (a) | | 13,500 | 210,151 |
YTO Express Group Co. Ltd. (A Shares) | | 165,100 | 445,423 |
Yuan Longping High-tech Agriculture Co. Ltd. (A Shares) (a) | | 64,000 | 156,725 |
Yunda Holding Co. Ltd. (A Shares) | | 142,490 | 329,504 |
Yunnan Aluminium Co. Ltd. (A Shares) (a) | | 148,600 | 231,613 |
Yunnan Baiyao Group Co. Ltd. (A Shares) | | 68,000 | 781,016 |
Yunnan Energy New Material Co. Ltd. | | 45,200 | 1,372,200 |
Yunnan Tin Co. Ltd. (A Shares) (a) | | 78,800 | 211,551 |
Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. (A Shares) | | 30,900 | 1,419,286 |
Zhejiang Century Huatong Group Co. Ltd. (A Shares) (a) | | 769,897 | 550,848 |
Zhejiang China Commodities City Group Co. Ltd. (A Shares) | | 235,300 | 180,410 |
Zhejiang Chint Electric Co. Ltd. (A Shares) | | 113,900 | 556,037 |
Zhejiang Dahua Technology Co. Ltd. (A Shares) | | 156,200 | 391,175 |
Zhejiang Dingli Machinery Co. Ltd. (A Shares) | | 24,860 | 138,947 |
Zhejiang Expressway Co. Ltd. (H Shares) | | 1,270,000 | 1,046,994 |
Zhejiang Fuchunjiang HP Co. Ltd. (A Shares) | | 300,300 | 202,169 |
Zhejiang HangKe Technology, Inc. Co. (A Shares) | | 21,316 | 139,545 |
Zhejiang Huahai Pharmaceutical Co. Ltd. (A Shares) | | 77,420 | 177,018 |
Zhejiang Huayou Cobalt Co. Ltd. (A Shares) | | 61,416 | 756,072 |
Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. (A Shares) | | 65,100 | 491,107 |
Zhejiang Jiuzhou Pharmaceutical Co. Ltd. (A Shares) | | 41,800 | 295,500 |
Zhejiang Juhua Co. Ltd. (A Shares) | | 134,200 | 228,588 |
Zhejiang Longsheng Group Co. Ltd. (A Shares) | | 155,800 | 236,403 |
Zhejiang NHU Co. Ltd. (A Shares) | | 140,440 | 566,208 |
Zhejiang Sanhua Intelligent Controls Co. Ltd. (A Shares) | | 123,990 | 311,045 |
Zhejiang Semir Garment Co. Ltd. (A Shares) | | 99,900 | 97,921 |
Zhejiang Supor Cookware Co. Ltd. | | 24,300 | 201,514 |
Zhejiang Weiming Enviroment Protection Co. Ltd. (A Shares) | | 60,100 | 221,765 |
Zhejiang Weixing New Building Materials Co. Ltd. (A Shares) | | 72,500 | 207,213 |
Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd. | | 27,400 | 169,119 |
Zhejiang Yongtai Technology Co. Ltd. (A Shares) (a) | | 43,800 | 164,651 |
Zheshang Securities Co. Ltd. | | 201,800 | 278,418 |
ZhongAn Online P & C Insurance Co. Ltd. (H Shares) (a)(b)(c) | | 429,600 | 1,477,111 |
Zhongji Innolight Co. Ltd. (A Shares) | | 37,300 | 171,914 |
Zhongtai Securities Co. Ltd. (A Shares) | | 290,700 | 315,673 |
Zhuzhou CRRC Times Electric Co. Ltd. (H Shares) | | 474,400 | 1,864,996 |
Zhuzhou Hongda Electronics Corp. Ltd. (A Shares) | | 19,700 | 149,987 |
Zhuzhou Kibing Group Co. Ltd. (A Shares) | | 132,100 | 219,294 |
Zibo Qixiang Tengda Chemical Co. Ltd. (A Shares) | | 137,900 | 146,990 |
Zijin Mining Group Co. Ltd.: | | | |
(A Shares) | | 830,600 | 1,374,027 |
(H Shares) | | 5,332,000 | 7,763,973 |
Zoomlion Heavy Industry Science and Technology Co. Ltd.: | | | |
(A Shares) | | 693,800 | 604,502 |
(H Shares) | | 628,400 | 367,429 |
ZTE Corp.: | | | |
(A Shares) | | 113,100 | 409,368 |
(H Shares) | | 797,080 | 1,673,555 |
|
TOTAL CHINA | | | 692,004,617 |
|
Colombia - 0.1% | | | |
Bancolombia SA | | 195,416 | 1,916,637 |
Bancolombia SA sponsored ADR | | 18,670 | 723,836 |
Ecopetrol SA | | 4,387,819 | 3,554,156 |
Grupo de Inversiones Suramerica SA | | 101,717 | 1,030,534 |
Interconexion Electrica SA ESP | | 387,694 | 2,131,435 |
|
TOTAL COLOMBIA | | | 9,356,598 |
|
Cyprus - 0.0% | | | |
Ozon Holdings PLC ADR (a)(d) | | 40,002 | 109,292 |
TCS Group Holding PLC unit (d) | | 103,050 | 171,127 |
|
TOTAL CYPRUS | | | 280,419 |
|
Czech Republic - 0.2% | | | |
CEZ A/S | | 139,488 | 5,985,493 |
Komercni Banka A/S | | 66,476 | 2,205,641 |
MONETA Money Bank A/S (c) | | 328,252 | 1,231,245 |
|
TOTAL CZECH REPUBLIC | | | 9,422,379 |
|
Egypt - 0.1% | | | |
Commercial International Bank SAE | | 1,495,846 | 3,624,332 |
Eastern Co. SAE | | 967,578 | 563,592 |
Fawry for Banking & Payment Technology Services SAE (a) | | 534,230 | 133,485 |
Fawry for Banking & Payment Technology Services SAE rights 5/11/22 (a) | | 500,653 | 103,976 |
|
TOTAL EGYPT | | | 4,425,385 |
|
Greece - 0.2% | | | |
Alpha Bank SA (a) | | 2,007,787 | 2,260,051 |
Eurobank Ergasias Services and Holdings SA (a) | | 1,717,994 | 1,775,624 |
Ff Group (a)(d) | | 1,035 | 1,310 |
Hellenic Telecommunications Organization SA | | 194,611 | 3,743,938 |
Jumbo SA | | 92,961 | 1,506,700 |
OPAP SA | | 175,218 | 2,597,149 |
Public Power Corp. of Greece (a) | | 183,281 | 1,467,406 |
|
TOTAL GREECE | | | 13,352,178 |
|
Hong Kong - 1.2% | | | |
Beijing Enterprises Holdings Ltd. | | 431,000 | 1,457,059 |
BYD Electronic International Co. Ltd. | | 585,500 | 1,167,107 |
China Everbright International Ltd. | | 3,180,333 | 1,866,769 |
China Jinmao Holdings Group Ltd. | | 4,872,000 | 1,601,207 |
China Merchants Holdings International Co. Ltd. | | 1,300,105 | 2,269,719 |
China Overseas Land and Investment Ltd. | | 3,281,500 | 10,137,472 |
China Power International Development Ltd. | | 4,691,563 | 2,268,446 |
China Resources Beer Holdings Co. Ltd. | | 1,272,878 | 7,476,683 |
China Resources Power Holdings Co. Ltd. | | 1,667,691 | 3,135,811 |
China Taiping Insurance Group Ltd. | | 1,469,577 | 1,680,117 |
China Traditional Chinese Medicine Holdings Co. Ltd. | | 2,374,000 | 1,156,665 |
CITIC Pacific Ltd. | | 5,034,000 | 5,207,724 |
CSPC Pharmaceutical Group Ltd. | | 7,731,840 | 7,904,618 |
Far East Horizon Ltd. | | 1,419,000 | 1,157,448 |
Fosun International Ltd. | | 2,216,500 | 2,335,952 |
Ganfeng Lithium Co. Ltd. (H Shares) (c) | | 181,600 | 2,173,610 |
Guangdong Investment Ltd. | | 2,554,000 | 3,269,995 |
Hua Hong Semiconductor Ltd. (a)(c) | | 455,000 | 1,766,888 |
Jinmao Property Services Co. Ltd. | | 3,680 | 2,700 |
Lenovo Group Ltd. | | 6,246,000 | 6,064,886 |
MMG Ltd. (a) | | 2,620,000 | 1,104,793 |
Sinotruk Hong Kong Ltd. | | 600,000 | 725,715 |
Sun Art Retail Group Ltd. | | 1,696,000 | 526,461 |
Wharf Holdings Ltd. | | 1,200,000 | 3,515,882 |
Yuexiu Property Co. Ltd. | | 1,124,400 | 1,169,954 |
|
TOTAL HONG KONG | | | 71,143,681 |
|
Hungary - 0.2% | | | |
MOL Hungarian Oil and Gas PLC Series A (For. Reg.) | | 355,197 | 3,029,942 |
OTP Bank PLC | | 193,316 | 5,823,969 |
Richter Gedeon PLC | | 125,510 | 2,503,294 |
|
TOTAL HUNGARY | | | 11,357,205 |
|
India - 13.2% | | | |
ACC Ltd. | | 67,550 | 2,040,924 |
Adani Enterprises Ltd. | | 236,365 | 7,146,944 |
Adani Green Energy Ltd. (a) | | 334,192 | 12,490,886 |
Adani Ports & Special Economic Zone Ltd. | | 437,371 | 4,853,014 |
Adani Total Gas Ltd. (a) | | 236,427 | 7,502,255 |
Adani Transmissions Ltd. (a) | | 236,895 | 8,556,201 |
Ambuja Cements Ltd. | | 608,744 | 2,941,884 |
Apollo Hospitals Enterprise Ltd. | | 87,261 | 5,046,891 |
Asian Paints Ltd. | | 331,300 | 13,948,142 |
Aurobindo Pharma Ltd. | | 255,479 | 2,086,425 |
Avenue Supermarts Ltd. (a)(c) | | 140,341 | 7,180,307 |
Axis Bank Ltd. (a) | | 1,961,243 | 18,465,407 |
Bajaj Auto Ltd. | | 60,509 | 2,933,328 |
Bajaj Finance Ltd. | | 235,032 | 20,235,735 |
Bajaj Finserv Ltd. | | 32,635 | 6,282,082 |
Balkrishna Industries Ltd. | | 74,683 | 2,077,119 |
Bandhan Bank Ltd. (c) | | 560,623 | 2,428,122 |
Berger Paints India Ltd. | | 209,853 | 1,965,244 |
Bharat Electronics Ltd. | | 1,070,671 | 3,309,750 |
Bharat Forge Ltd. | | 201,651 | 1,831,339 |
Bharat Petroleum Corp. Ltd. | | 763,566 | 3,588,979 |
Bharti Airtel Ltd. (a) | | 2,134,036 | 20,456,271 |
Biocon Ltd. (a) | | 370,251 | 1,773,783 |
Britannia Industries Ltd. | | 92,789 | 3,955,247 |
Cholamandalam Investment and Finance Co. Ltd. | | 356,941 | 3,414,324 |
Cipla Ltd./India (a) | | 416,524 | 5,309,713 |
Coal India Ltd. | | 1,358,389 | 3,217,234 |
Colgate-Palmolive Ltd. | | 109,446 | 2,358,986 |
Container Corp. of India Ltd. | | 212,205 | 1,776,199 |
Dabur India Ltd. | | 541,815 | 3,917,670 |
Divi's Laboratories Ltd. | | 115,722 | 6,765,939 |
DLF Ltd. | | 528,026 | 2,540,996 |
Dr. Reddy's Laboratories Ltd. | | 100,568 | 5,409,749 |
Eicher Motors Ltd. | | 117,562 | 4,005,697 |
GAIL India Ltd. | | 1,321,951 | 2,729,600 |
Godrej Consumer Products Ltd. (a) | | 310,279 | 3,142,710 |
Godrej Properties Ltd. (a) | | 106,649 | 2,166,515 |
Grasim Industries Ltd. | | 228,524 | 5,015,446 |
Havells India Ltd. | | 220,402 | 3,753,001 |
HCL Technologies Ltd. | | 935,267 | 13,084,020 |
HDFC Asset Management Co. Ltd. (c)�� | | 46,136 | 1,220,140 |
HDFC Standard Life Insurance Co. Ltd. (c) | | 784,093 | 5,938,129 |
Hero Motocorp Ltd. | | 105,319 | 3,417,098 |
Hindalco Industries Ltd. | | 1,362,283 | 8,470,972 |
Hindustan Petroleum Corp. Ltd. | | 558,797 | 1,961,583 |
Hindustan Unilever Ltd. | | 711,494 | 20,646,549 |
Housing Development Finance Corp. Ltd. | | 1,459,979 | 42,072,325 |
ICICI Bank Ltd. | | 4,433,692 | 42,569,876 |
ICICI Lombard General Insurance Co. Ltd. (c) | | 190,867 | 3,168,754 |
ICICI Prudential Life Insurance Co. Ltd. (c) | | 307,604 | 2,098,074 |
Indian Oil Corp. Ltd. | | 1,681,571 | 2,739,951 |
Indian Railway Catering & Tourism Corp. Ltd. | | 206,896 | 1,988,987 |
Indraprastha Gas Ltd. | | 236,894 | 1,085,306 |
Indus Towers Ltd. | | 575,265 | 1,562,037 |
Info Edge India Ltd. | | 68,393 | 4,116,406 |
Infosys Ltd. | | 2,867,837 | 58,052,769 |
InterGlobe Aviation Ltd. (a)(c) | | 82,749 | 1,990,423 |
ITC Ltd. | | 2,518,970 | 8,479,716 |
JSW Steel Ltd. | | 732,686 | 6,887,676 |
Jubilant Foodworks Ltd. | | 340,820 | 2,403,885 |
Kotak Mahindra Bank Ltd. (a) | | 480,016 | 11,118,186 |
Larsen & Toubro Infotech Ltd. (c) | | 45,341 | 2,834,817 |
Larsen & Toubro Ltd. | | 591,812 | 12,990,863 |
Lupin Ltd. | | 198,837 | 1,924,859 |
Mahindra & Mahindra Ltd. | | 753,411 | 9,015,157 |
Marico Ltd. | | 457,667 | 3,106,891 |
Maruti Suzuki India Ltd. | | 117,435 | 11,747,610 |
MindTree Consulting Ltd. | | 56,521 | 2,583,241 |
Motherson Sumi Systems Ltd. | | 1,086,408 | 1,938,203 |
Mphasis BFL Ltd. | | 72,867 | 2,672,507 |
MRF Ltd. | | 1,704 | 1,609,800 |
Muthoot Finance Ltd. | | 105,745 | 1,731,983 |
Nestle India Ltd. | | 29,052 | 6,918,369 |
NTPC Ltd. | | 4,172,730 | 8,459,186 |
Oil & Natural Gas Corp. Ltd. | | 2,184,979 | 4,522,693 |
Page Industries Ltd. | | 4,786 | 2,834,569 |
Petronet LNG Ltd. | | 677,208 | 1,792,877 |
PI Industries Ltd. | | 72,103 | 2,664,429 |
Pidilite Industries Ltd. | | 130,521 | 4,120,764 |
Piramal Enterprises Ltd. | | 78,880 | 2,206,716 |
Power Grid Corp. of India Ltd. | | 2,693,924 | 7,973,411 |
Reliance Industries Ltd. | | 2,436,856 | 88,186,567 |
SBI Cards & Payment Services Ltd. | | 205,308 | 2,211,892 |
SBI Life Insurance Co. Ltd. (c) | | 385,991 | 5,537,166 |
Shree Cement Ltd. | | 9,484 | 3,187,170 |
Shriram Transport Finance Co. Ltd. | | 177,661 | 2,756,349 |
Siemens Ltd. | | 61,415 | 1,807,589 |
SRF Ltd. | | 126,832 | 4,119,913 |
State Bank of India | | 1,543,054 | 9,898,493 |
Sun Pharmaceutical Industries Ltd. | | 728,956 | 8,800,962 |
Tata Consultancy Services Ltd. | | 779,942 | 35,902,793 |
Tata Consumer Products Ltd. | | 517,085 | 5,533,871 |
Tata Motors Ltd. (a) | | 1,436,261 | 8,117,903 |
Tata Power Co. Ltd./The | | 1,237,315 | 3,872,082 |
Tata Steel Ltd. | | 627,320 | 10,287,615 |
Tech Mahindra Ltd. | | 540,298 | 8,813,554 |
Titan Co. Ltd. | | 305,055 | 9,722,104 |
Torrent Pharmaceuticals Ltd. | | 44,338 | 1,621,054 |
Trent Ltd. | | 158,697 | 2,520,263 |
Ultratech Cement Ltd. | | 87,637 | 7,538,472 |
United Spirits Ltd. (a) | | 256,093 | 2,867,697 |
UPL Ltd. (a) | | 426,670 | 4,550,058 |
Vedanta Ltd. | | 967,554 | 5,083,480 |
Wipro Ltd. | | 1,194,294 | 7,837,495 |
Yes Bank Ltd. (a) | | 9,908,888 | 1,752,346 |
Zomato Ltd. (a) | | 1,312,536 | 1,215,705 |
|
TOTAL INDIA | | | 801,084,458 |
|
Indonesia - 1.9% | | | |
PT Adaro Energy Tbk | | 12,380,600 | 2,828,657 |
PT Aneka Tambang Tbk | | 7,571,400 | 1,353,093 |
PT Astra International Tbk | | 17,535,600 | 9,156,065 |
PT Bank Central Asia Tbk | | 47,989,200 | 26,915,780 |
PT Bank Jago Tbk (a) | | 3,407,800 | 2,737,263 |
PT Bank Mandiri (Persero) Tbk | | 16,243,000 | 9,973,772 |
PT Bank Negara Indonesia (Persero) Tbk | | 6,495,800 | 4,103,075 |
PT Bank Rakyat Indonesia (Persero) Tbk | | 59,195,185 | 19,723,075 |
PT Barito Pacific Tbk | | 24,524,100 | 1,432,990 |
PT Charoen Pokphand Indonesia Tbk | | 6,327,100 | 2,243,062 |
PT Gudang Garam Tbk | | 386,100 | 816,973 |
PT Indah Kiat Pulp & Paper Tbk | | 2,337,400 | 1,218,211 |
PT Indocement Tunggal Prakarsa Tbk | | 1,322,100 | 952,805 |
PT Indofood CBP Sukses Makmur Tbk | | 2,031,200 | 1,068,558 |
PT Indofood Sukses Makmur Tbk | | 3,817,900 | 1,661,358 |
PT Kalbe Farma Tbk | | 18,634,000 | 2,103,790 |
PT Merdeka Copper Gold Tbk (a) | | 10,451,696 | 3,808,891 |
PT Sarana Menara Nusantara Tbk | | 19,533,700 | 1,360,041 |
PT Semen Gresik (Persero) Tbk | | 2,654,400 | 1,171,308 |
PT Telkom Indonesia Persero Tbk | | 42,610,700 | 13,565,579 |
PT Tower Bersama Infrastructure Tbk | | 6,728,700 | 1,397,058 |
PT Unilever Indonesia Tbk | | 6,636,600 | 1,776,379 |
PT United Tractors Tbk | | 1,467,400 | 3,062,023 |
|
TOTAL INDONESIA | | | 114,429,806 |
|
Isle of Man - 0.0% | | | |
NEPI Rockcastle PLC | | 347,173 | 2,124,183 |
Korea (South) - 11.4% | | | |
Alteogen, Inc. (a) | | 23,521 | 1,055,103 |
AMOREPACIFIC Corp. | | 26,076 | 3,691,034 |
AMOREPACIFIC Group, Inc. | | 26,710 | 1,045,216 |
BGF Retail Co. Ltd. | | 6,983 | 993,541 |
Celltrion Healthcare Co. Ltd. | | 75,472 | 3,780,629 |
Celltrion Pharm, Inc. | | 14,672 | 1,060,694 |
Celltrion, Inc. | | 84,718 | 11,660,497 |
Cheil Worldwide, Inc. | | 51,683 | 1,026,354 |
CJ CheilJedang Corp. | | 6,981 | 2,183,646 |
CJ Corp. | | 11,915 | 809,720 |
CJ ENM Co. Ltd. | | 8,201 | 819,323 |
CJ Logistics Corp. (a) | | 8,399 | 808,972 |
Coway Co. Ltd. | | 47,667 | 2,655,638 |
Db Insurance Co. Ltd. | | 39,319 | 2,088,722 |
Doosan Bobcat, Inc. | | 43,308 | 1,399,731 |
Doosan Heavy Industries & Construction Co. Ltd. (a) | | 284,645 | 4,504,662 |
E-Mart, Inc. | | 17,497 | 1,800,932 |
Ecopro BM Co. Ltd. | | 9,473 | 3,481,117 |
F&F Co. Ltd. | | 14,835 | 1,629,061 |
Green Cross Corp. | | 5,187 | 765,820 |
GS Engineering & Construction Corp. | | 56,509 | 1,850,930 |
GS Holdings Corp. | | 41,864 | 1,438,444 |
Hana Financial Group, Inc. | | 260,629 | 9,624,840 |
Hankook Tire Co. Ltd. | | 64,804 | 1,769,202 |
Hanmi Pharm Co. Ltd. | | 6,012 | 1,476,278 |
Hanon Systems | | 160,793 | 1,431,276 |
Hanwha Solutions Corp. (a) | | 107,540 | 2,688,532 |
HD Hyundai Co. Ltd. | | 41,983 | 1,917,632 |
HLB, Inc. (a) | | 77,343 | 1,872,500 |
HMM Co. Ltd. | | 228,464 | 5,037,138 |
Hotel Shilla Co. | | 28,238 | 1,787,424 |
HYBE Co. Ltd. (a) | | 14,090 | 2,752,387 |
Hyundai Engineering & Construction Co. Ltd. | | 67,914 | 2,350,021 |
Hyundai Glovis Co. Ltd. | | 16,159 | 2,633,397 |
Hyundai Mobis | | 57,140 | 9,246,507 |
Hyundai Motor Co. | | 118,594 | 17,115,037 |
Hyundai Steel Co. | | 76,770 | 2,594,911 |
Iljin Materials Co. Ltd. | | 19,847 | 1,352,806 |
Industrial Bank of Korea | | 231,277 | 2,041,181 |
Kakao Corp. | | 267,711 | 18,601,118 |
Kakao Games Corp. (a) | | 26,972 | 1,255,068 |
KakaoBank Corp. (a) | | 82,337 | 2,707,059 |
Kangwon Land, Inc. (a) | | 85,973 | 1,797,074 |
KB Financial Group, Inc. | | 342,590 | 15,853,936 |
Kia Corp. | | 227,299 | 14,829,324 |
Korea Aerospace Industries Ltd. | | 70,054 | 2,402,592 |
Korea Electric Power Corp. | | 220,566 | 4,003,599 |
Korea Investment Holdings Co. Ltd. | | 35,677 | 1,967,451 |
Korea Shipbuilding & Offshore Engineering Co. Ltd. (a) | | 33,980 | 2,431,387 |
Korea Zinc Co. Ltd. | | 7,412 | 3,365,866 |
Korean Air Lines Co. Ltd. (a) | | 148,866 | 3,489,063 |
KRAFTON, Inc. (a) | | 19,142 | 3,740,379 |
KT&G Corp. | | 99,232 | 6,481,797 |
Kumho Petro Chemical Co. Ltd. | | 15,809 | 1,901,383 |
L&F Co. Ltd. | | 19,414 | 3,267,069 |
LG Chemical Ltd. | | 39,427 | 16,062,059 |
LG Corp. | | 74,410 | 4,274,208 |
LG Display Co. Ltd. | | 199,433 | 2,591,979 |
LG Electronics, Inc. | | 91,566 | 8,248,763 |
LG Energy Solution | | 18,206 | 5,916,166 |
LG Household & Health Care Ltd. | | 8,154 | 5,808,683 |
LG Innotek Co. Ltd. | | 12,129 | 3,273,560 |
LG Uplus Corp. | | 187,116 | 2,056,114 |
Lotte Chemical Corp. | | 14,831 | 2,276,867 |
Lotte Shopping Co. Ltd. | | 11,170 | 823,031 |
Meritz Financial Holdings Co. | | 23,180 | 690,673 |
Meritz Fire & Marine Insurance Co. Ltd. | | 31,209 | 1,086,104 |
Meritz Securities Co. Ltd. | | 254,147 | 1,306,880 |
Mirae Asset Securities Co. Ltd. | | 244,650 | 1,539,347 |
NAVER Corp. | | 105,732 | 23,427,508 |
NCSOFT Corp. | | 14,229 | 4,687,110 |
Netmarble Corp. (c) | | 17,014 | 1,272,111 |
NH Investment & Securities Co. Ltd. | | 123,680 | 1,049,958 |
Orion Corp./Republic of Korea | | 20,040 | 1,485,726 |
Pan Ocean Co., Ltd. (Korea) | | 240,389 | 1,249,933 |
Pearl Abyss Corp. (a) | | 26,135 | 1,384,410 |
POSCO | | 64,197 | 14,579,946 |
POSCO Chemtech Co. Ltd. | | 26,938 | 2,830,648 |
S-Oil Corp. | | 39,023 | 3,175,801 |
S1 Corp. | | 14,179 | 768,444 |
Samsung Biologics Co. Ltd. (a)(c) | | 15,253 | 10,007,208 |
Samsung C&T Corp. | | 72,229 | 6,500,117 |
Samsung Electro-Mechanics Co. Ltd. | | 47,921 | 6,169,681 |
Samsung Electronics Co. Ltd. | | 4,112,187 | 217,987,719 |
Samsung Engineering Co. Ltd. (a) | | 134,073 | 2,720,949 |
Samsung Fire & Marine Insurance Co. Ltd. | | 26,362 | 4,346,480 |
Samsung Heavy Industries Co. Ltd. (a) | | 548,420 | 2,603,857 |
Samsung Life Insurance Co. Ltd. | | 60,621 | 3,099,809 |
Samsung SDI Co. Ltd. | | 47,478 | 22,496,093 |
Samsung SDS Co. Ltd. | | 31,661 | 3,670,019 |
Samsung Securities Co. Ltd. | | 52,622 | 1,634,744 |
SD Biosensor, Inc. | | 30,864 | 1,098,266 |
Seegene, Inc. | | 31,334 | 988,299 |
Shinhan Financial Group Co. Ltd. | | 381,403 | 12,604,583 |
SK Biopharmaceuticals Co. Ltd. (a) | | 24,480 | 1,759,066 |
SK Bioscience Co. Ltd. (a) | | 19,755 | 2,076,546 |
SK Chemicals Co. Ltd. | | 9,865 | 978,702 |
SK Hynix, Inc. | | 471,878 | 41,129,889 |
SK IE Technology Co. Ltd. (a)(c) | | 19,346 | 1,895,513 |
SK Innovation Co., Ltd. | | 44,389 | 7,027,213 |
SK Square Co. Ltd. (a) | | 81,121 | 3,332,870 |
SK Telecom Co. Ltd. | | 22,369 | 1,003,659 |
SK, Inc. | | 36,118 | 7,542,368 |
SKC Co. Ltd. | | 18,032 | 2,096,330 |
Woori Financial Group, Inc. | | 444,353 | 5,120,640 |
Yuhan Corp. | | 45,600 | 2,185,079 |
|
TOTAL KOREA (SOUTH) | | | 690,276,748 |
|
Kuwait - 0.8% | | | |
Agility Public Warehousing Co. KSC | | 1,068,211 | 4,356,489 |
Boubyan Bank KSC | | 982,255 | 3,143,857 |
Kuwait Finance House KSCP | | 4,377,146 | 14,066,848 |
Mabanee Co. SAKC | | 520,823 | 1,418,882 |
Mobile Telecommunication Co. | | 1,831,426 | 4,069,172 |
National Bank of Kuwait | | 6,168,198 | 21,171,107 |
|
TOTAL KUWAIT | | | 48,226,355 |
|
Luxembourg - 0.1% | | | |
Allegro.eu SA (a)(c) | | 301,215 | 1,549,296 |
Reinet Investments SCA | | 123,885 | 2,512,731 |
|
TOTAL LUXEMBOURG | | | 4,062,027 |
|
Malaysia - 1.5% | | | |
AMMB Holdings Bhd (a) | | 1,580,500 | 1,334,715 |
Axiata Group Bhd | | 2,290,341 | 1,840,840 |
CIMB Group Holdings Bhd | | 5,549,944 | 6,615,334 |
Dialog Group Bhd | | 3,427,600 | 1,960,066 |
DiGi.com Bhd | | 2,598,000 | 2,271,641 |
Fraser & Neave Holdings Bhd | | 111,300 | 586,586 |
Genting Bhd | | 1,780,300 | 1,884,190 |
Genting Malaysia Bhd | | 2,472,000 | 1,718,339 |
Hap Seng Consolidated Bhd | | 507,400 | 856,698 |
Hartalega Holdings Bhd | | 1,474,300 | 1,466,206 |
Hong Leong Bank Bhd | | 549,400 | 2,636,728 |
Hong Leong Credit Bhd | | 181,300 | 805,470 |
IHH Healthcare Bhd | | 1,490,600 | 2,248,315 |
Inari Amertron Bhd | | 2,614,700 | 1,675,734 |
IOI Corp. Bhd | | 2,136,000 | 2,254,627 |
Kuala Lumpur Kepong Bhd | | 380,447 | 2,579,215 |
Malayan Banking Bhd | | 4,055,763 | 8,435,255 |
Malaysia Airports Holdings Bhd (a) | | 934,606 | 1,469,121 |
Maxis Bhd | | 2,011,500 | 1,748,601 |
MISC Bhd | | 1,209,800 | 2,164,417 |
Nestle (Malaysia) Bhd | | 62,100 | 1,898,094 |
Petronas Chemicals Group Bhd | | 2,101,000 | 4,921,071 |
Petronas Dagangan Bhd | | 256,000 | 1,274,291 |
Petronas Gas Bhd | | 695,730 | 2,710,149 |
PPB Group Bhd | | 567,120 | 2,202,189 |
Press Metal Bhd | | 2,761,600 | 3,785,930 |
Public Bank Bhd | | 12,472,500 | 13,406,035 |
QL Resources Bhd | | 928,450 | 1,072,349 |
RHB Bank Bhd | | 1,551,376 | 2,222,631 |
Sime Darby Bhd | | 2,421,449 | 1,294,297 |
Sime Darby Plantation Bhd | | 1,518,356 | 1,821,676 |
Telekom Malaysia Bhd | | 1,153,680 | 1,317,159 |
Tenaga Nasional Bhd | | 1,943,100 | 4,032,598 |
Top Glove Corp. Bhd | | 4,578,400 | 1,738,519 |
Westports Holdings Bhd | | 898,400 | 800,060 |
|
TOTAL MALAYSIA | | | 91,049,146 |
|
Mexico - 2.2% | | | |
Alfa SA de CV Series A | | 2,561,600 | 1,715,976 |
America Movil S.A.B. de CV Series L | | 26,088,900 | 25,390,221 |
Arca Continental S.A.B. de CV | | 415,000 | 2,633,394 |
Becle S.A.B. de CV | | 486,600 | 1,213,013 |
CEMEX S.A.B. de CV unit (a) | | 13,108,618 | 5,768,524 |
Coca-Cola FEMSA S.A.B. de CV unit | | 478,825 | 2,610,877 |
Fibra Uno Administracion SA de CV | | 2,717,100 | 2,979,869 |
Fomento Economico Mexicano S.A.B. de CV unit | | 1,687,900 | 12,691,612 |
Gruma S.A.B. de CV Series B | | 186,005 | 2,209,382 |
Grupo Aeroportuario del Pacifico S.A.B. de CV Series B | | 315,800 | 4,859,759 |
Grupo Aeroportuario del Sureste S.A.B. de CV Series B | | 180,700 | 3,943,761 |
Grupo Bimbo S.A.B. de CV Series A | | 1,350,700 | 4,163,332 |
Grupo Carso SA de CV Series A1 | | 378,800 | 1,237,390 |
Grupo Financiero Banorte S.A.B. de CV Series O | | 2,237,900 | 14,773,112 |
Grupo Financiero Inbursa S.A.B. de CV Series O (a) | | 1,923,000 | 3,259,578 |
Grupo Mexico SA de CV Series B | | 2,699,607 | 12,636,486 |
Grupo Televisa SA de CV | | 2,010,800 | 3,732,590 |
Industrias Penoles SA de CV (b) | | 125,320 | 1,379,985 |
Kimberly-Clark de Mexico SA de CV Series A | | 1,295,900 | 1,809,237 |
Megacable Holdings S.A.B. de CV unit | | 231,400 | 659,167 |
Operadora de Sites Mexicanos, SA de CV (b) | | 1,183,500 | 1,445,266 |
Orbia Advance Corp. S.A.B. de CV | | 921,955 | 2,218,312 |
Promotora y Operadora de Infraestructura S.A.B. de CV | | 206,905 | 1,508,303 |
Wal-Mart de Mexico SA de CV Series V | | 4,532,700 | 16,028,208 |
|
TOTAL MEXICO | | | 130,867,354 |
|
Netherlands - 0.0% | | | |
X5 Retail Group NV: | | | |
GDR (d) | | 102,956 | 31,677 |
GDR (Reg. S) (d) | | 4,876 | 1,018 |
Yandex NV Class A (a)(d) | | 261,431 | 1,272,896 |
|
TOTAL NETHERLANDS | | | 1,305,591 |
|
Peru - 0.0% | | | |
Compania de Minas Buenaventura SA | | 1,294 | 12,215 |
Compania de Minas Buenaventura SA sponsored ADR | | 179,362 | 1,693,177 |
|
TOTAL PERU | | | 1,705,392 |
|
Philippines - 0.7% | | | |
Aboitiz Equity Ventures, Inc. | | 1,685,170 | 1,632,959 |
AC Energy Corp. | | 6,591,200 | 905,369 |
Ayala Corp. | | 239,865 | 3,369,592 |
Ayala Land, Inc. | | 6,941,540 | 4,230,015 |
Bank of the Philippine Islands (BPI) | | 1,599,597 | 2,896,823 |
BDO Unibank, Inc. | | 1,723,116 | 4,251,016 |
Globe Telecom, Inc. | | 23,020 | 999,172 |
GT Capital Holdings, Inc. | | 85,694 | 821,197 |
International Container Terminal Services, Inc. | | 882,600 | 3,618,058 |
JG Summit Holdings, Inc. | | 2,599,426 | 2,760,764 |
Jollibee Food Corp. | | 392,890 | 1,611,355 |
Manila Electric Co. | | 192,890 | 1,296,375 |
Metro Pacific Investments Corp. | | 10,574,500 | 763,561 |
Metropolitan Bank & Trust Co. | | 1,610,217 | 1,565,459 |
Monde Nissin Corp. (c) | | 3,894,800 | 951,341 |
PLDT, Inc. | | 64,735 | 2,299,677 |
SM Investments Corp. | | 207,080 | 3,359,172 |
SM Prime Holdings, Inc. | | 8,698,500 | 5,788,580 |
Universal Robina Corp. | | 771,480 | 1,506,750 |
|
TOTAL PHILIPPINES | | | 44,627,235 |
|
Poland - 0.6% | | | |
Bank Polska Kasa Opieki SA | | 159,463 | 3,504,242 |
CD Projekt RED SA | | 60,603 | 1,640,214 |
Cyfrowy Polsat SA | | 205,871 | 1,121,031 |
Dino Polska SA (a)(c) | | 42,330 | 2,738,404 |
KGHM Polska Miedz SA (Bearer) | | 122,306 | 3,956,381 |
LPP SA | | 955 | 2,018,088 |
mBank SA (a) | | 12,849 | 860,005 |
Orange Polska SA | | 563,445 | 861,226 |
PGE Polska Grupa Energetyczna SA (a) | | 720,451 | 1,602,236 |
Polish Oil & Gas Co. SA | | 1,517,241 | 2,125,758 |
Polski Koncern Naftowy Orlen SA | | 260,447 | 4,400,107 |
Powszechna Kasa Oszczednosci Bank SA (a) | | 759,546 | 5,605,864 |
Powszechny Zaklad Ubezpieczen SA | | 521,892 | 3,608,228 |
Santander Bank Polska SA | | 31,025 | 1,889,335 |
|
TOTAL POLAND | | | 35,931,119 |
|
Qatar - 1.0% | | | |
Barwa Real Estate Co. (a) | | 1,785,905 | 1,664,899 |
Industries Qatar QSC (a) | | 1,285,992 | 6,642,276 |
Masraf al Rayan (a) | | 3,937,895 | 5,828,312 |
Mesaieed Petrochemical Holding Co. (a) | | 3,822,189 | 2,718,328 |
Ooredoo QSC | | 476,118 | 979,103 |
Qatar Electricity & Water Co. | | 361,868 | 1,699,167 |
Qatar Fuel Co. (a) | | 437,710 | 2,203,123 |
Qatar Gas Transport Co. Ltd. (Nakilat) (a) | | 2,195,915 | 2,062,203 |
Qatar International Islamic Bank QSC (a) | | 677,830 | 2,149,773 |
Qatar Islamic Bank (a) | | 1,002,236 | 6,739,826 |
Qatar National Bank SAQ (a) | | 3,919,017 | 25,020,154 |
The Commercial Bank of Qatar (a) | | 1,726,243 | 3,644,699 |
|
TOTAL QATAR | | | 61,351,863 |
|
Russia - 0.1% | | | |
Alrosa Co. Ltd. (d) | | 2,234,923 | 484,886 |
Gazprom OAO (d) | | 8,473,436 | 1,156,310 |
Gazprom OAO sponsored ADR (Reg. S) (d) | | 863,533 | 197,265 |
Inter Rao Ues JSC (d) | | 31,187,844 | 224,238 |
LUKOIL PJSC (d) | | 334,533 | 135,035 |
LUKOIL PJSC sponsored ADR (d) | | 22,773 | 6,442 |
Magnit OJSC GDR (Reg. S) (d) | | 305,795 | 1,489 |
MMC Norilsk Nickel PJSC (d) | | 48,442 | 420,144 |
MMC Norilsk Nickel PJSC sponsored ADR (d) | | 59,247 | 43,996 |
Mobile TeleSystems OJSC sponsored ADR (d) | | 396,417 | 394,827 |
Moscow Exchange MICEX-RTS OAO (d) | | 1,311,841 | 328,863 |
Novatek PJSC GDR (Reg. S) (d) | | 78,382 | 20,024 |
Novolipetsk Steel OJSC (d) | | 1,258,902 | 15,762 |
Novolipetsk Steel OJSC GDR (Reg. S) (d) | | 3,783 | 470 |
PhosAgro OJSC GDR (Reg. S) (d) | | 117,197 | 2,404 |
Polyus PJSC (d) | | 26,742 | 82,012 |
Polyus PJSC unit (d) | | 5,226 | 8,008 |
Rosneft Oil Co. OJSC (d) | | 857,494 | 187,018 |
Rosneft Oil Co. OJSC GDR (Reg. S) (d) | | 150,200 | 35,515 |
Sberbank of Russia (d) | | 9,313,306 | 74,676 |
Severstal PAO (d) | | 155,372 | 4,524 |
Severstal PAO GDR (Reg. S) (d) | | 26,165 | 618 |
Surgutneftegas OJSC (d) | | 5,613,549 | 89,580 |
Surgutneftegas OJSC sponsored ADR (d) | | 73,333 | 13,542 |
Tatneft PAO (d) | | 1,103,564 | 179,003 |
Tatneft PAO sponsored ADR (d) | | 18,698 | 17,264 |
United Co. RUSAL International PJSC (a)(d) | | 2,596,470 | 408,084 |
VTB Bank OJSC (d) | | 2,380,815,800 | 118,624 |
VTB Bank OJSC sponsored GDR (Reg. S) (d) | | 221,738 | 37,021 |
|
TOTAL RUSSIA | | | 4,687,644 |
|
Saudi Arabia - 4.6% | | | |
Abdullah Al Othaim Markets Co. | | 40,240 | 1,199,433 |
Advanced Polypropylene Co. | | 110,013 | 1,968,079 |
Al Rajhi Bank | | 1,057,321 | 49,782,150 |
Alinma Bank | | 837,681 | 9,257,192 |
Almarai Co. Ltd. | | 222,744 | 3,088,058 |
Arab National Bank | | 512,222 | 4,807,032 |
Bank Al-Jazira | | 342,267 | 2,888,117 |
Bank Albilad | | 418,509 | 5,779,771 |
Banque Saudi Fransi | | 508,301 | 7,345,077 |
Bupa Arabia for Cooperative Insurance Co. (a) | | 51,341 | 2,274,948 |
Dar Al Arkan Real Estate Development Co. (a) | | 457,619 | 1,320,102 |
Dr Sulaiman Al Habib Medical Services Group Co. | | 45,540 | 2,428,282 |
Emaar The Economic City (a) | | 347,038 | 1,014,060 |
Etihad Etisalat Co. | | 316,157 | 3,645,566 |
Jarir Marketing Co. | | 51,842 | 2,653,744 |
Mobile Telecommunications Co. Saudi Arabia (a) | | 370,833 | 1,378,216 |
Mouwasat Medical Services Co. | | 42,218 | 2,712,631 |
National Industrialization Co. (a) | | 285,967 | 1,573,627 |
Rabigh Refining & Petrochemical Co. (a) | | 190,134 | 1,459,918 |
Riyad Bank | | 1,164,152 | 12,663,272 |
Sabic Agriculture-Nutrients Co. | | 184,878 | 8,014,600 |
Sahara International Petrochemical Co. | | 308,480 | 4,712,569 |
Saudi Arabian Mining Co. (a) | | 371,096 | 13,653,420 |
Saudi Arabian Oil Co. (c) | | 1,910,019 | 22,864,416 |
Saudi Basic Industries Corp. | | 775,167 | 27,073,392 |
Saudi Electricity Co. | | 714,223 | 5,150,830 |
Saudi Industrial Investment Group | | 324,899 | 2,858,501 |
Saudi Kayan Petrochemical Co. (a) | | 638,049 | 3,211,679 |
Saudi Research & Marketing Group (a) | | 29,404 | 2,072,736 |
Saudi Telecom Co. | | 514,729 | 15,918,888 |
The Co. for Cooperative Insurance | | 51,465 | 946,754 |
The Saudi British Bank | | 705,593 | 8,437,092 |
The Saudi National Bank | | 1,892,203 | 39,853,908 |
The Savola Group | | 225,214 | 2,143,580 |
Yanbu National Petrochemical Co. | | 218,907 | 3,565,964 |
|
TOTAL SAUDI ARABIA | | | 279,717,604 |
|
Singapore - 0.0% | | | |
BOC Aviation Ltd. Class A (c) | | 188,900 | 1,481,802 |
South Africa - 3.5% | | | |
Absa Group Ltd. (b) | | 694,318 | 7,501,111 |
African Rainbow Minerals Ltd. | | 97,836 | 1,609,453 |
Anglo American Platinum Ltd. | | 45,893 | 5,073,148 |
AngloGold Ashanti Ltd. | | 361,767 | 7,408,284 |
Aspen Pharmacare Holdings Ltd. | | 333,078 | 3,563,905 |
Bid Corp. Ltd. | | 291,327 | 6,117,871 |
Bidvest Group Ltd./The | | 247,718 | 3,395,869 |
Capitec Bank Holdings Ltd. | | 69,616 | 9,717,680 |
Clicks Group Ltd. | | 213,296 | 4,164,400 |
Discovery Ltd. (a)(b) | | 443,110 | 4,254,582 |
Exxaro Resources Ltd. (b) | | 214,948 | 3,071,647 |
FirstRand Ltd. | | 4,322,412 | 18,615,252 |
Gold Fields Ltd. | | 769,116 | 10,421,195 |
Growthpoint Properties Ltd. (b) | | 2,932,834 | 2,601,255 |
Harmony Gold Mining Co. Ltd. | | 485,624 | 1,979,787 |
Impala Platinum Holdings Ltd. | | 706,374 | 9,137,242 |
Kumba Iron Ore Ltd. | | 56,332 | 1,870,139 |
Mr Price Group Ltd. | | 227,059 | 3,077,591 |
MTN Group Ltd. | | 1,462,103 | 15,507,058 |
MultiChoice Group Ltd. | | 308,941 | 2,520,245 |
Naspers Ltd. Class N | | 187,396 | 18,900,005 |
Nedbank Group Ltd. | | 395,259 | 5,519,545 |
Northam Platinum Holdings Ltd. (a) | | 264,173 | 3,148,769 |
Old Mutual Ltd. (b) | | 4,069,650 | 3,264,876 |
Pepkor Holdings Ltd. (c) | | 1,142,827 | 1,537,662 |
Remgro Ltd. | | 446,361 | 4,009,544 |
Sanlam Ltd. (b) | | 1,627,680 | 6,742,736 |
Sasol Ltd. (a) | | 489,123 | 11,982,006 |
Shoprite Holdings Ltd. (b) | | 435,760 | 6,294,132 |
Sibanye-Stillwater Ltd. | | 2,198,629 | 7,606,494 |
Spar Group Ltd./The | | 169,255 | 1,775,394 |
Standard Bank Group Ltd. | | 1,160,180 | 12,295,016 |
Tiger Brands Ltd. | | 147,309 | 1,434,240 |
Vodacom Group Ltd. | | 541,344 | 5,199,484 |
Woolworths Holdings Ltd. | | 868,123 | 3,249,856 |
|
TOTAL SOUTH AFRICA | | | 214,567,473 |
|
Taiwan - 14.6% | | | |
Accton Technology Corp. | | 435,000 | 3,394,844 |
Acer, Inc. | | 2,499,994 | 2,320,684 |
Advantech Co. Ltd. | | 336,681 | 4,187,511 |
ASE Technology Holding Co. Ltd. | | 2,840,927 | 9,068,666 |
Asia Cement Corp. | | 1,941,153 | 3,156,198 |
ASMedia Technology, Inc. | | 24,000 | 1,130,191 |
ASUSTeK Computer, Inc. | | 612,000 | 7,365,455 |
AU Optronics Corp. | | 7,060,000 | 4,034,852 |
Catcher Technology Co. Ltd. | | 603,000 | 2,952,309 |
Cathay Financial Holding Co. Ltd. | | 6,807,832 | 14,321,911 |
Chang Hwa Commercial Bank | | 3,723,921 | 2,329,410 |
Cheng Shin Rubber Industry Co. Ltd. | | 1,571,937 | 1,772,541 |
China Development Financial Ho | | 13,206,648 | 7,968,630 |
China Steel Corp. | | 10,247,204 | 12,420,101 |
Chunghwa Telecom Co. Ltd. | | 3,262,000 | 14,468,443 |
Compal Electronics, Inc. | | 3,627,000 | 2,723,156 |
CTBC Financial Holding Co. Ltd. | | 16,081,826 | 15,827,251 |
Delta Electronics, Inc. | | 1,678,381 | 14,018,277 |
E Ink Holdings, Inc. | | 670,000 | 3,832,747 |
E.SUN Financial Holdings Co. Ltd. | | 10,442,941 | 11,933,806 |
ECLAT Textile Co. Ltd. | | 165,613 | 2,718,987 |
eMemory Technology, Inc. | | 56,000 | 2,354,826 |
Evergreen Marine Corp. (Taiwan) | | 2,197,908 | 10,571,121 |
Far Eastern New Century Corp. | | 2,483,705 | 2,519,174 |
Far EasTone Telecommunications Co. Ltd. | | 1,348,000 | 3,789,662 |
Feng Tay Enterprise Co. Ltd. | | 378,686 | 2,439,385 |
First Financial Holding Co. Ltd. | | 9,049,125 | 8,502,998 |
Formosa Chemicals & Fibre Corp. | | 3,072,760 | 8,280,070 |
Formosa Petrochemical Corp. | | 1,009,000 | 3,113,782 |
Formosa Plastics Corp. | | 3,303,520 | 11,750,739 |
Foxconn Technology Co. Ltd. | | 809,587 | 1,605,098 |
Fubon Financial Holding Co. Ltd. | | 6,532,934 | 16,412,844 |
Giant Manufacturing Co. Ltd. | | 261,000 | 2,183,309 |
GlobalWafers Co. Ltd. | | 188,000 | 3,278,220 |
HIWIN Technologies Corp. | | 236,179 | 1,749,929 |
Hon Hai Precision Industry Co. Ltd. (Foxconn) | | 10,770,869 | 36,922,537 |
Hotai Motor Co. Ltd. | | 263,000 | 5,131,633 |
Hua Nan Financial Holdings Co. Ltd. | | 7,513,660 | 6,012,447 |
Innolux Corp. | | 8,163,347 | 3,719,383 |
Inventec Corp. | | 2,371,865 | 2,027,400 |
Largan Precision Co. Ltd. | | 87,000 | 4,939,801 |
Lite-On Technology Corp. | | 1,831,279 | 4,014,589 |
MediaTek, Inc. | | 1,306,292 | 36,032,026 |
Mega Financial Holding Co. Ltd. | | 9,448,413 | 13,290,083 |
Micro-Star International Co. Ltd. | | 585,000 | 2,363,602 |
momo.com, Inc. | | 38,000 | 1,003,655 |
Nan Ya Plastics Corp. | | 4,459,860 | 13,037,147 |
Nan Ya Printed Circuit Board Corp. | | 194,000 | 2,578,240 |
Nanya Technology Corp. | | 1,080,000 | 2,364,610 |
Nien Made Enterprise Co. Ltd. | | 138,000 | 1,454,279 |
Novatek Microelectronics Corp. | | 500,000 | 6,617,989 |
Oneness Biotech Co. Ltd. (a) | | 197,000 | 1,291,667 |
Pegatron Corp. | | 1,751,000 | 4,150,670 |
Pou Chen Corp. | | 2,083,000 | 2,173,456 |
President Chain Store Corp. | | 503,000 | 4,656,683 |
Quanta Computer, Inc. | | 2,340,000 | 6,594,320 |
Realtek Semiconductor Corp. | | 397,401 | 5,395,559 |
Ruentex Development Co. Ltd. | | 979,708 | 2,565,601 |
Shin Kong Financial Holding Co. Ltd. | | 10,262,127 | 3,395,206 |
Sinopac Financial Holdings Co. | | 8,831,591 | 5,441,745 |
Synnex Technology International Corp. | | 1,159,500 | 3,019,517 |
Taishin Financial Holdings Co. Ltd. | | 8,945,594 | 5,854,694 |
Taiwan Cement Corp. | | 4,558,887 | 7,081,058 |
Taiwan Cooperative Financial Holding Co. Ltd. | | 8,290,348 | 7,976,670 |
Taiwan High Speed Rail Corp. | | 1,668,000 | 1,581,135 |
Taiwan Mobile Co. Ltd. | | 1,305,900 | 4,800,415 |
Taiwan Semiconductor Manufacturing Co. Ltd. | | 21,180,000 | 383,205,225 |
The Shanghai Commercial & Savings Bank Ltd. | | 3,138,246 | 5,179,931 |
Unified-President Enterprises Corp. | | 4,160,983 | 9,632,326 |
Unimicron Technology Corp. | | 1,038,000 | 7,284,746 |
United Microelectronics Corp. | | 10,208,000 | 16,225,401 |
Vanguard International Semiconductor Corp. | | 781,000 | 2,749,518 |
Voltronic Power Technology Corp. | | 53,000 | 2,320,096 |
Wan Hai Lines Ltd. | | 529,000 | 2,565,620 |
Win Semiconductors Corp. | | 294,000 | 1,914,661 |
Winbond Electronics Corp. | | 2,595,000 | 2,344,138 |
Wiwynn Corp. | | 67,756 | 2,318,258 |
WPG Holding Co. Ltd. | | 1,349,200 | 2,476,542 |
Yageo Corp. | | 372,085 | 5,025,041 |
Yang Ming Marine Transport Corp. (a) | | 1,513,000 | 6,315,652 |
Yuanta Financial Holding Co. Ltd. | | 8,216,750 | 7,236,380 |
|
TOTAL TAIWAN | | | 884,778,479 |
|
Thailand - 1.8% | | | |
Advanced Info Service PCL (For. Reg.) | | 1,119,000 | 7,002,245 |
Airports of Thailand PCL (For. Reg.) (a) | | 3,417,100 | 6,609,230 |
Asset World Corp. PCL (For. Reg.) | | 7,291,900 | 1,021,088 |
B. Grimm Power PCL (For. Reg.) | | 519,200 | 490,097 |
Bangkok Commercial Asset Management PCL (For. Reg.) | | 1,636,100 | 913,177 |
Bangkok Dusit Medical Services PCL (For. Reg.) | | 7,910,900 | 5,926,799 |
Bangkok Expressway and Metro PCL (For. Reg.) | | 6,206,800 | 1,488,218 |
Berli Jucker PCL (For. Reg.) | | 915,900 | 912,898 |
BTS Group Holdings PCL (For. Reg.) | | 6,912,900 | 1,789,031 |
Bumrungrad Hospital PCL (For. Reg.) | | 406,700 | 1,896,649 |
Carabao Group PCL (For. Reg.) | | 256,300 | 815,570 |
Central Pattana PCL (For. Reg.) | | 1,825,600 | 3,204,152 |
Central Retail Corp. PCL (For. Reg.) | | 1,904,316 | 2,178,045 |
Charoen Pokphand Foods PCL (For. Reg.) | | 3,365,720 | 2,365,957 |
CP ALL PCL (For. Reg.) | | 4,868,000 | 9,186,354 |
Delta Electronics PCL (For. Reg.) | | 303,800 | 3,183,831 |
Electricity Generating PCL (For. Reg.) | | 232,200 | 1,124,438 |
Energy Absolute PCL (For. Reg.) | | 1,255,500 | 3,205,714 |
Global Power Synergy Public Co. Ltd. (For. Reg.) | | 671,900 | 1,296,140 |
Gulf Energy Development PCL (For. Reg.) | | 2,433,300 | 3,435,542 |
Home Product Center PCL (For. Reg.) | | 4,844,106 | 2,107,891 |
Indorama Ventures PCL (For. Reg.) | | 1,729,900 | 2,267,337 |
Intouch Holdings PCL (For. Reg.) | | 853,000 | 1,737,930 |
Krung Thai Bank PCL (For. Reg.) | | 3,173,970 | 1,400,503 |
Krungthai Card PCL (For. Reg.) | | 681,900 | 1,140,924 |
Land & House PCL (For. Reg.) | | 7,178,300 | 1,996,721 |
Minor International PCL (For. Reg.) (a) | | 2,877,132 | 2,910,147 |
Muangthai Leasing PCL (For. Reg.) | | 619,700 | 830,478 |
Osotspa PCL (For. Reg.) | | 1,013,300 | 1,028,514 |
PTT Exploration and Production PCL (For. Reg.) | | 1,200,939 | 5,259,210 |
PTT Global Chemical PCL (For. Reg.) | | 1,874,239 | 2,719,685 |
PTT Oil & Retail Business PCL: | | | |
(For. Reg.) | | 465,700 | 338,378 |
NVDR | | 2,002,000 | 1,454,653 |
PTT PCL (For. Reg.) | | 8,571,500 | 9,323,903 |
Ratch Group PCL (For. Reg.) | | 830,400 | 1,065,967 |
SCB X PCL (For. Reg.) | | 385,900 | 1,276,109 |
SCG Packaging PCL (For. Reg.) | | 1,098,700 | 1,761,871 |
Siam Cement PCL (For. Reg.) | | 629,650 | 6,773,379 |
Siam Commercial Bank PCL (For. Reg.) | | 385,900 | 1,296,859 |
Sri Trang Gloves Thailand PCL (For. Reg.) | | 811,800 | 567,245 |
Srisawad Corp. PCL: | | | |
warrants 8/29/25 (a) | | 14,528 | 3,029 |
(For. Reg.) | | 595,500 | 920,397 |
Thai Oil PCL (For. Reg.) | | 865,900 | 1,418,049 |
Thai Union Frozen Products PCL (For. Reg.) | | 2,270,620 | 1,117,662 |
True Corp. PCL (For. Reg.) | | 9,046,119 | 1,267,937 |
|
TOTAL THAILAND | | | 110,029,953 |
|
Turkey - 0.3% | | | |
Akbank TAS | | 2,719,163 | 1,633,521 |
Aselsan A/S | | 725,736 | 1,197,483 |
Bim Birlesik Magazalar A/S JSC | | 398,814 | 2,244,097 |
Eregli Demir ve Celik Fabrikalari T.A.S. | | 1,205,410 | 2,724,466 |
Ford Otomotiv Sanayi A/S | | 59,231 | 1,192,339 |
Koc Holding A/S | | 644,213 | 1,744,136 |
Turk Sise ve Cam Fabrikalari A/S | | 1,166,992 | 1,424,134 |
Turkcell Iletisim Hizmet A/S | | 1,010,397 | 1,472,564 |
Turkiye Garanti Bankasi A/S | | 2,016,961 | 2,034,858 |
Turkiye Is Bankasi A/S Series C | | 1,374,906 | 975,048 |
Turkiye Petrol Rafinerileri A/S (a) | | 107,978 | 1,703,126 |
|
TOTAL TURKEY | | | 18,345,772 |
|
United Arab Emirates - 1.5% | | | |
Abu Dhabi Commercial Bank PJSC | | 2,419,398 | 6,705,455 |
Abu Dhabi Islamic Bank | | 1,269,241 | 3,033,973 |
Abu Dhabi National Oil Co. for Distribution PJSC | | 2,166,161 | 2,435,645 |
Aldar Properties PJSC (a) | | 3,493,905 | 5,374,434 |
Dubai Islamic Bank Pakistan Ltd. (a) | | 2,567,752 | 4,509,059 |
Emaar Properties PJSC (a) | | 3,501,154 | 6,081,421 |
Emirates NBD Bank PJSC (a) | | 2,175,944 | 9,034,221 |
Emirates Telecommunications Corp. | | 3,001,761 | 28,603,377 |
First Abu Dhabi Bank PJSC | | 3,813,272 | 23,296,667 |
|
TOTAL UNITED ARAB EMIRATES | | | 89,074,252 |
|
United States of America - 0.6% | | | |
360 DigiTech, Inc. ADR | | 75,101 | 1,083,707 |
Dada Nexus Ltd. ADR (a) | | 49,307 | 376,212 |
DiDi Global, Inc. ADR | | 108,303 | 203,610 |
Legend Biotech Corp. ADR (a) | | 39,277 | 1,576,972 |
Li Auto, Inc. ADR (a) | | 477,064 | 10,700,546 |
Southern Copper Corp. | | 72,810 | 4,533,879 |
Yum China Holdings, Inc. | | 364,613 | 15,240,823 |
|
TOTAL UNITED STATES OF AMERICA | | | 33,715,749 |
|
TOTAL COMMON STOCKS | | | |
(Cost $5,850,556,160) | | | 5,744,006,041 |
|
Nonconvertible Preferred Stocks - 2.2% | | | |
Brazil - 1.3% | | | |
Alpargatas SA (PN) | | 206,800 | 819,846 |
Banco Bradesco SA (PN) | | 4,671,804 | 16,990,268 |
Braskem SA Class A | | 163,700 | 1,331,732 |
Centrais Eletricas Brasileiras SA (Electrobras) (PN-B) | | 214,606 | 1,742,823 |
Companhia Energetica de Minas Gerais (CEMIG) (PN) | | 889,370 | 2,638,995 |
Gerdau SA | | 993,400 | 5,620,081 |
Itau Unibanco Holding SA | | 4,182,631 | 20,194,258 |
Itausa-Investimentos Itau SA (PN) | | 3,883,739 | 7,234,951 |
Petroleo Brasileiro SA - Petrobras (PN) (non-vtg.) | | 3,992,800 | 24,454,532 |
|
TOTAL BRAZIL | | | 81,027,486 |
|
Chile - 0.2% | | | |
Sociedad Quimica y Minera de Chile SA (PN-B) | | 117,798 | 8,744,094 |
Colombia - 0.1% | | | |
Bancolombia SA (PN) | | 340,264 | 3,301,197 |
Korea (South) - 0.6% | | | |
AMOREPACIFIC Corp. | | 4,540 | 271,408 |
Hyundai Motor Co. | | 19,111 | 1,410,687 |
Hyundai Motor Co. Series 2 | | 34,934 | 2,600,897 |
LG Chemical Ltd. | | 7,200 | 1,412,657 |
LG Household & Health Care Ltd. | | 1,743 | 682,361 |
Samsung Electronics Co. Ltd. | | 696,324 | 32,472,593 |
|
TOTAL KOREA (SOUTH) | | | 38,850,603 |
|
Russia - 0.0% | | | |
Surgutneftegas OJSC (d) | | 5,794,540 | 131,475 |
TOTAL NONCONVERTIBLE PREFERRED STOCKS | | | |
(Cost $138,739,429) | | | 132,054,855 |
| | Principal Amount(e) | Value |
|
Nonconvertible Bonds - 0.0% | | | |
India - 0.0% | | | |
NTPC Ltd. 8.49% 3/25/25 (Cost $52,909) | INR | 264,162 | 45,315 |
|
Government Obligations - 0.2% | | | |
United States of America - 0.2% | | | |
U.S. Treasury Bills, yield at date of purchase 1.15% 1/26/23 (Cost $14,871,806)(f) | | 15,000,000 | 14,817,995 |
| | Shares | Value |
|
Money Market Funds - 3.9% | | | |
Fidelity Cash Central Fund 0.32% (g) | | 183,099,195 | 183,135,815 |
Fidelity Securities Lending Cash Central Fund 0.32% (g)(h) | | 54,409,750 | 54,415,191 |
TOTAL MONEY MARKET FUNDS | | | |
(Cost $237,551,006) | | | 237,551,006 |
TOTAL INVESTMENT IN SECURITIES - 100.9% | | | |
(Cost $6,241,771,310) | | | 6,128,475,212 |
NET OTHER ASSETS (LIABILITIES) - (0.9)% | | | (56,491,451) |
NET ASSETS - 100% | | | $6,071,983,761 |
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) | 3,637 | June 2022 | $192,288,190 | $1,334,434 | $1,334,434 |
The notional amount of futures purchased as a percentage of Net Assets is 3.2%
Currency Abbreviations
INR – Indian rupee
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 $286,568,556 or 4.7% of net assets.
(d) Level 3 security
(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 $14,817,995.
(g) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
(h) Investment made with cash collateral received from securities on loan.
Affiliated Central Funds
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Fund | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain/Loss | Change in Unrealized appreciation (depreciation) | Value, end of period | % ownership, end of period |
Fidelity Cash Central Fund 0.32% | $150,494,987 | $1,345,047,639 | $1,312,406,811 | $124,921 | $-- | $-- | $183,135,815 | 0.4% |
Fidelity Securities Lending Cash Central Fund 0.32% | 46,844,807 | 184,625,377 | 177,054,993 | 384,525 | -- | -- | 54,415,191 | 0.1% |
Total | $197,339,794 | $1,529,673,016 | $1,489,461,804 | $509,446 | $-- | $-- | $237,551,006 | |
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, 2022, 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 | $605,605,023 | $140,073,818 | $463,824,739 | $1,706,466 |
Consumer Discretionary | 733,840,420 | 113,573,598 | 620,156,220 | 110,602 |
Consumer Staples | 353,265,489 | 83,284,799 | 269,946,505 | 34,185 |
Energy | 297,411,614 | 94,445,643 | 200,797,498 | 2,168,473 |
Financials | 1,312,050,452 | 415,448,600 | 895,871,541 | 730,311 |
Health Care | 220,864,599 | 31,492,124 | 189,372,475 | -- |
Industrials | 320,911,923 | 61,543,134 | 259,368,789 | -- |
Information Technology | 1,198,489,489 | 8,534,103 | 1,189,955,386 | -- |
Materials | 544,052,503 | 188,521,476 | 353,805,647 | 1,725,380 |
Real Estate | 127,754,675 | 24,239,754 | 100,800,671 | 2,714,250 |
Utilities | 161,814,709 | 34,222,820 | 127,367,649 | 224,240 |
Corporate Bonds | 45,315 | -- | 45,315 | -- |
Government Obligations | 14,817,995 | -- | 14,817,995 | -- |
Money Market Funds | 237,551,006 | 237,551,006 | -- | -- |
Total Investments in Securities: | $6,128,475,212 | $1,432,930,875 | $4,686,130,430 | $9,413,907 |
Derivative Instruments: | | | | |
Assets | | | | |
Futures Contracts | $1,334,434 | $1,334,434 | $-- | $-- |
Total Assets | $1,334,434 | $1,334,434 | $-- | $-- |
Total Derivative Instruments: | $1,334,434 | $1,334,434 | $-- | $-- |
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, 2022. 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) | $1,334,434 | $0 |
Total Equity Risk | 1,334,434 | 0 |
Total Value of Derivatives | $1,334,434 | $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, 2022 (Unaudited) |
Assets | | |
Investment in securities, at value (including securities loaned of $48,613,115) — See accompanying schedule: Unaffiliated issuers (cost $6,004,220,304) | $5,890,924,206 | |
Fidelity Central Funds (cost $237,551,006) | 237,551,006 | |
Total Investment in Securities (cost $6,241,771,310) | | $6,128,475,212 |
Segregated cash with brokers for derivative instruments | | 242,639 |
Foreign currency held at value (cost $21,154,406) | | 20,704,590 |
Receivable for investments sold | | 1,745,071 |
Receivable for fund shares sold | | 13,991,856 |
Dividends receivable | | 9,268,848 |
Interest receivable | | 30 |
Distributions receivable from Fidelity Central Funds | | 137,335 |
Receivable for daily variation margin on futures contracts | | 1,038,332 |
Other receivables | | 49,798 |
Total assets | | 6,175,653,711 |
Liabilities | | |
Payable to custodian bank | $24,311 | |
Payable for fund shares redeemed | 27,065,442 | |
Accrued management fee | 396,817 | |
Deferred taxes | 21,771,652 | |
Other payables and accrued expenses | 19 | |
Collateral on securities loaned | 54,411,709 | |
Total liabilities | | 103,669,950 |
Net Assets | | $6,071,983,761 |
Net Assets consist of: | | |
Paid in capital | | $6,557,423,801 |
Total accumulated earnings (loss) | | (485,440,040) |
Net Assets | | $6,071,983,761 |
Net Asset Value, offering price and redemption price per share ($6,071,983,761 ÷ 576,374,109 shares) | | $10.53 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
| | Six months ended April 30, 2022 (Unaudited) |
Investment Income | | |
Dividends | | $65,051,301 |
Non-Cash dividends | | 12,045,777 |
Interest | | 22,083 |
Income from Fidelity Central Funds (including $384,525 from security lending) | | 509,446 |
Income before foreign taxes withheld | | 77,628,607 |
Less foreign taxes withheld | | (7,529,959) |
Total income | | 70,098,648 |
Expenses | | |
Management fee | $2,458,897 | |
Independent trustees' fees and expenses | 9,735 | |
Total expenses before reductions | 2,468,632 | |
Expense reductions | (91,244) | |
Total expenses after reductions | | 2,377,388 |
Net investment income (loss) | | 67,721,260 |
Realized and Unrealized Gain (Loss) | | |
Net realized gain (loss) on: | | |
Investment securities: | | |
Unaffiliated issuers (net of foreign taxes of $10,419) | (62,395,415) | |
Foreign currency transactions | (362,748) | |
Futures contracts | (21,048,356) | |
Total net realized gain (loss) | | (83,806,519) |
Change in net unrealized appreciation (depreciation) on: | | |
Investment securities: | | |
Unaffiliated issuers (net of decrease in deferred foreign taxes of $3,759,443) | (1,009,674,953) | |
Assets and liabilities in foreign currencies | (723,210) | |
Futures contracts | 1,398,707 | |
Total change in net unrealized appreciation (depreciation) | | (1,008,999,456) |
Net gain (loss) | | (1,092,805,975) |
Net increase (decrease) in net assets resulting from operations | | $(1,025,084,715) |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
| Six months ended April 30, 2022 (Unaudited) | Year ended October 31, 2021 |
Increase (Decrease) in Net Assets | | |
Operations | | |
Net investment income (loss) | $67,721,260 | $113,950,572 |
Net realized gain (loss) | (83,806,519) | (33,717,915) |
Change in net unrealized appreciation (depreciation) | (1,008,999,456) | 382,072,849 |
Net increase (decrease) in net assets resulting from operations | (1,025,084,715) | 462,305,506 |
Distributions to shareholders | (141,768,973) | (60,657,681) |
Share transactions | | |
Proceeds from sales of shares | 2,419,310,554 | 4,030,141,535 |
Reinvestment of distributions | 111,740,080 | 45,982,262 |
Cost of shares redeemed | (1,733,729,669) | (1,437,019,718) |
Net increase (decrease) in net assets resulting from share transactions | 797,320,965 | 2,639,104,079 |
Total increase (decrease) in net assets | (369,532,723) | 3,040,751,904 |
Net Assets | | |
Beginning of period | 6,441,516,484 | 3,400,764,580 |
End of period | $6,071,983,761 | $6,441,516,484 |
Other Information | | |
Shares | | |
Sold | 207,718,084 | 309,586,290 |
Issued in reinvestment of distributions | 9,382,039 | 3,723,260 |
Redeemed | (150,529,581) | (110,589,949) |
Net increase (decrease) | 66,570,542 | 202,719,601 |
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, | | | | |
| 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
Selected Per–Share Data | | | | | | |
Net asset value, beginning of period | $12.64 | $11.07 | $10.48 | $9.62 | $11.23 | $9.04 |
Income from Investment Operations | | | | | | |
Net investment income (loss)A,B | .12 | .28 | .22 | .35C | .27 | .24 |
Net realized and unrealized gain (loss) | (1.97) | 1.48 | .65 | .72 | (1.66) | 2.09 |
Total from investment operations | (1.85) | 1.76 | .87 | 1.07 | (1.39) | 2.33 |
Distributions from net investment income | (.26) | (.19) | (.28) | (.21) | (.20) | (.14) |
Distributions from net realized gain | – | – | – | – | (.01) | – |
Total distributions | (.26) | (.19) | (.28) | (.21) | (.22)D | (.14) |
Redemption fees added to paid in capitalA | – | – | – | – | –E | –E |
Net asset value, end of period | $10.53 | $12.64 | $11.07 | $10.48 | $9.62 | $11.23 |
Total ReturnF,G | (14.88)% | 15.95% | 8.54% | 11.33% | (12.65)% | 26.29% |
Ratios to Average Net AssetsB,H,I | | | | | | |
Expenses before reductions | .08%J | .07%K | .08% | .08% | .08% | .09% |
Expenses net of fee waivers, if any | .08%J | .07%K | .08% | .08% | .08% | .09% |
Expenses net of all reductions | .07%J | .07%K | .07% | .08% | .08% | .09% |
Net investment income (loss) | 2.06%J | 2.17% | 2.20% | 3.40%C | 2.46% | 2.36% |
Supplemental Data | | | | | | |
Net assets, end of period (000 omitted) | $6,071,984 | $6,441,516 | $3,400,765 | $2,938,021 | $593,466 | $192,681 |
Portfolio turnover rateL | 3%J | 5% | 10% | 3% | 4% | 4% |
A Calculated based on average shares outstanding during the period.
B Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any such underlying funds is not included in the Fund's net investment income (loss) ratio.
C Net investment income per share reflects one or more large, non-recurring dividend(s) which amounted to $.08 per share. Excluding such non-recurring dividend(s), the ratio of net investment income (loss) to average net assets would have been 2.66%.
D Total distributions per share do not sum due to rounding.
E Amount represents less than $.005 per share.
F Total returns for periods of less than one year are not annualized.
G Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
H 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.
I Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment adviser, 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.
J Annualized
K The size and fluctuation of net assets and expense amounts may cause ratios to differ from contractual rates.
L 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, 2022
| % of fund's net assets |
Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan, Semiconductors & Semiconductor Equipment) | 1.8 |
Nestle SA (Reg. S) (Switzerland, Food Products) | 1.5 |
Tencent Holdings Ltd. (Cayman Islands, Interactive Media & Services) | 1.1 |
Roche Holding AG (participation certificate) (Switzerland, Pharmaceuticals) | 1.1 |
Samsung Electronics Co. Ltd. (Korea (South), Technology Hardware, Storage & Peripherals) | 1.1 |
ASML Holding NV (Netherlands) (Netherlands, Semiconductors & Semiconductor Equipment) | 1.0 |
Shell PLC (London) (United Kingdom, Oil, Gas & Consumable Fuels) | 0.9 |
AstraZeneca PLC (United Kingdom) (United Kingdom, Pharmaceuticals) | 0.9 |
Novartis AG (Switzerland, Pharmaceuticals) | 0.8 |
Novo Nordisk A/S Series B (Denmark, Pharmaceuticals) | 0.8 |
| 11.0 |
Market Sectors as of April 30, 2022
| % of fund's net assets |
Financials | 21.4 |
Industrials | 11.7 |
Information Technology | 11.3 |
Consumer Discretionary | 10.7 |
Health Care | 9.3 |
Consumer Staples | 8.7 |
Materials | 8.6 |
Communication Services | 6.0 |
Energy | 5.6 |
Utilities | 3.1 |
Real Estate | 2.0 |
Geographic Diversification (% of fund's net assets)
As of April 30, 2022 |
| Japan | 13.5% |
| United Kingdom | 9.0% |
| Canada | 8.3% |
| Switzerland | 6.5% |
| France | 6.4% |
| Cayman Islands | 5.2% |
| Australia | 4.9% |
| Germany | 4.9% |
| Taiwan | 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, 2022
| % of fund's net assets |
Stocks and Equity Futures | 100.0 |
Fidelity® Global ex U.S. Index Fund
Schedule of Investments April 30, 2022 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 96.8% | | | |
| | Shares | Value |
Australia - 4.9% | | | |
Ampol Ltd. | | 84,882 | $1,995,680 |
APA Group unit | | 413,068 | 3,319,053 |
Aristocrat Leisure Ltd. | | 211,588 | 4,909,337 |
ASX Ltd. | | 67,289 | 4,068,271 |
Aurizon Holdings Ltd. | | 651,103 | 1,838,791 |
Australia & New Zealand Banking Group Ltd. | | 995,169 | 18,937,261 |
BHP Group Ltd. | | 1,790,857 | 59,842,260 |
BlueScope Steel Ltd. | | 169,660 | 2,411,818 |
Brambles Ltd. | | 502,319 | 3,709,284 |
Cochlear Ltd. | | 23,000 | 3,704,551 |
Coles Group Ltd. | | 476,980 | 6,271,648 |
Commonwealth Bank of Australia | | 603,059 | 43,832,448 |
Computershare Ltd. | | 188,195 | 3,317,892 |
Crown Ltd. (a) | | 124,594 | 1,128,093 |
CSL Ltd. | | 170,315 | 32,504,660 |
Dexus unit | | 381,676 | 2,984,162 |
Dominos Pizza Enterprises Ltd. | | 20,305 | 1,064,412 |
Endeavour Group Ltd. | | 485,995 | 2,660,366 |
Evolution Mining Ltd. | | 668,804 | 1,892,450 |
Fortescue Metals Group Ltd. | | 601,100 | 9,084,471 |
Goodman Group unit | | 603,405 | 10,043,010 |
IDP Education Ltd. | | 75,311 | 1,397,125 |
Insurance Australia Group Ltd. | | 858,613 | 2,741,801 |
Lendlease Group unit | | 241,623 | 2,069,830 |
Macquarie Group Ltd. | | 120,368 | 17,328,548 |
Medibank Private Ltd. | | 968,622 | 2,176,633 |
Mineral Resources Ltd. | | 59,937 | 2,435,434 |
Mirvac Group unit | | 1,342,122 | 2,268,309 |
National Australia Bank Ltd. | | 1,154,836 | 26,363,400 |
Newcrest Mining Ltd. | | 318,039 | 5,972,567 |
Northern Star Resources Ltd. | | 385,745 | 2,651,530 |
Orica Ltd. | | 136,862 | 1,572,657 |
Origin Energy Ltd. | | 622,715 | 2,978,539 |
Qantas Airways Ltd. (a) | | 332,872 | 1,289,821 |
QBE Insurance Group Ltd. | | 514,987 | 4,442,940 |
Ramsay Health Care Ltd. | | 63,337 | 3,594,201 |
REA Group Ltd. | | 21,198 | 1,899,086 |
Reece Ltd. | | 97,451 | 1,183,991 |
Rio Tinto Ltd. | | 131,550 | 10,406,118 |
Santos Ltd. | | 1,165,383 | 6,512,242 |
Scentre Group unit | | 1,824,370 | 3,801,099 |
SEEK Ltd. | | 129,195 | 2,531,626 |
Sonic Healthcare Ltd. | | 158,620 | 4,096,557 |
South32 Ltd. | | 1,670,228 | 5,562,423 |
Stockland Corp. Ltd. unit | | 811,195 | 2,347,947 |
Suncorp Group Ltd. | | 435,496 | 3,496,593 |
Tabcorp Holdings Ltd. | | 844,043 | 3,227,806 |
Telstra Corp. Ltd. | | 1,438,193 | 4,082,525 |
The GPT Group unit | | 658,704 | 2,341,618 |
Transurban Group unit | | 1,104,128 | 11,087,227 |
Treasury Wine Estates Ltd. | | 269,739 | 2,134,091 |
Vicinity Centres unit | | 1,330,927 | 1,736,613 |
Washington H. Soul Pattinson & Co. Ltd. | | 74,766 | 1,456,900 |
Wesfarmers Ltd. | | 401,716 | 13,900,615 |
Westpac Banking Corp. | | 1,297,611 | 21,721,997 |
WiseTech Global Ltd. | | 51,128 | 1,585,112 |
Woodside Petroleum Ltd. | | 348,806 | 7,588,656 |
Woolworths Group Ltd. | | 429,502 | 11,619,346 |
|
TOTAL AUSTRALIA | | | 423,123,441 |
|
Austria - 0.1% | | | |
Erste Group Bank AG | | 119,293 | 3,714,280 |
OMV AG | | 50,968 | 2,605,364 |
Raiffeisen International Bank-Holding AG | | 50,731 | 577,487 |
Verbund AG | | 24,578 | 2,627,125 |
Voestalpine AG | | 38,873 | 1,011,587 |
|
TOTAL AUSTRIA | | | 10,535,843 |
|
Bailiwick of Jersey - 0.6% | | | |
Experian PLC | | 328,004 | 11,327,406 |
Ferguson PLC | | 77,967 | 9,780,897 |
Glencore Xstrata PLC | | 3,500,501 | 21,568,921 |
WPP PLC | | 406,824 | 5,071,008 |
|
TOTAL BAILIWICK OF JERSEY | | | 47,748,232 |
|
Belgium - 0.5% | | | |
Ageas | | 60,210 | 2,881,142 |
Anheuser-Busch InBev SA NV | | 308,410 | 17,745,761 |
Colruyt NV | | 19,311 | 709,116 |
ELIA GROUP SA/NV | | 10,526 | 1,675,511 |
Groupe Bruxelles Lambert SA | | 39,610 | 3,737,619 |
KBC Group NV | | 89,771 | 6,107,289 |
Proximus | | 52,692 | 920,967 |
Sofina SA | | 5,195 | 1,592,044 |
Solvay SA Class A | | 26,552 | 2,496,876 |
UCB SA | | 45,082 | 5,124,592 |
Umicore SA | | 71,290 | 2,740,634 |
|
TOTAL BELGIUM | | | 45,731,551 |
|
Bermuda - 0.2% | | | |
Alibaba Health Information Technology Ltd. (a) | | 1,340,000 | 754,989 |
Alibaba Pictures Group Ltd. (a) | | 3,770,000 | 318,103 |
Beijing Enterprises Water Group Ltd. | | 1,522,000 | 492,348 |
China Gas Holdings Ltd. | | 1,039,200 | 1,266,751 |
China Oriental Group Co. Ltd. (H Shares) | | 107 | 28 |
China Resource Gas Group Ltd. | | 370,000 | 1,390,234 |
China Ruyi Holdings Ltd. (a) | | 888,000 | 212,831 |
CK Infrastructure Holdings Ltd. | | 226,636 | 1,523,767 |
Cosco Shipping Ports Ltd. | | 540,344 | 385,285 |
Credicorp Ltd. (United States) | | 23,608 | 3,278,915 |
GOME Retail Holdings Ltd. (a) | | 4,365,104 | 211,444 |
Hongkong Land Holdings Ltd. | | 405,967 | 1,893,822 |
Hopson Development Holdings Ltd. | | 215,600 | 415,697 |
Huabao International Holdings Ltd. (b) | | 291,000 | 158,760 |
Jardine Matheson Holdings Ltd. | | 75,119 | 3,978,965 |
Kunlun Energy Co. Ltd. | | 1,334,000 | 1,107,069 |
Nine Dragons Paper (Holdings) Ltd. | | 574,000 | 506,919 |
Shenzhen International Holdings Ltd. | | 487,023 | 521,596 |
|
TOTAL BERMUDA | | | 18,417,523 |
|
Brazil - 1.1% | | | |
Ambev SA | | 1,681,900 | 4,939,611 |
Americanas SA | | 216,549 | 1,051,219 |
Atacadao SA | | 174,000 | 723,952 |
B3 SA - Brasil Bolsa Balcao | | 2,141,198 | 5,760,158 |
Banco Bradesco SA | | 480,615 | 1,449,442 |
Banco BTG Pactual SA unit | | 419,800 | 1,960,615 |
Banco do Brasil SA | | 300,900 | 2,021,844 |
Banco Inter SA unit | | 112,171 | 344,185 |
Banco Santander SA (Brasil) unit | | 149,100 | 957,519 |
BB Seguridade Participacoes SA | | 246,900 | 1,269,970 |
BRF SA (a) | | 236,661 | 650,058 |
CCR SA | | 447,800 | 1,124,040 |
Centrais Eletricas Brasileiras SA (Electrobras) | | 146,380 | 1,198,528 |
Companhia de Saneamento Basico do Estado de Sao Paulo (SABESP) | | 110,400 | 994,369 |
Companhia Siderurgica Nacional SA (CSN) | | 226,600 | 965,718 |
Cosan SA | | 379,964 | 1,613,941 |
Energisa SA unit | | 63,000 | 607,069 |
ENGIE Brasil Energia SA | | 73,650 | 624,184 |
Equatorial Energia SA | | 341,700 | 1,772,103 |
Hapvida Participacoes e Investimentos SA (c) | | 1,504,155 | 2,668,198 |
Hypera SA | | 143,400 | 1,085,373 |
JBS SA | | 246,400 | 1,886,394 |
Klabin SA unit | | 236,400 | 991,704 |
Localiza Rent A Car SA | | 220,180 | 2,357,696 |
Lojas Renner SA | | 367,622 | 1,766,001 |
Magazine Luiza SA | | 1,104,052 | 1,089,771 |
Natura & Co. Holding SA (a) | | 332,203 | 1,249,134 |
Petro Rio SA (a) | | 253,900 | 1,371,197 |
Petroleo Brasileiro SA - Petrobras (ON) | | 1,400,209 | 9,470,765 |
Raia Drogasil SA | | 360,700 | 1,527,008 |
Rede D'Oregon Sao Luiz SA (c) | | 141,000 | 1,047,529 |
Rumo SA | | 429,400 | 1,421,794 |
Suzano Papel e Celulose SA | | 268,338 | 2,692,634 |
Telefonica Brasil SA | | 173,800 | 1,869,845 |
TIM SA | | 291,400 | 794,521 |
Totvs SA | | 175,800 | 1,136,809 |
Ultrapar Participacoes SA | | 243,200 | 642,932 |
Vale SA | | 1,453,986 | 24,495,089 |
Vibra Energia SA | | 383,851 | 1,639,768 |
Weg SA | | 593,500 | 3,613,376 |
|
TOTAL BRAZIL | | | 94,846,063 |
|
British Virgin Islands - 0.0% | | | |
VK Co. Ltd. unit (a)(d) | | 38,348 | 14,857 |
Canada - 8.1% | | | |
Agnico Eagle Mines Ltd. (Canada) | | 162,385 | 9,452,497 |
Air Canada (a) | | 67,668 | 1,185,171 |
Algonquin Power & Utilities Corp. | | 233,146 | 3,375,640 |
Alimentation Couche-Tard, Inc. Class A (multi-vtg.) | | 301,538 | 13,423,857 |
AltaGas Ltd. | | 101,431 | 2,319,731 |
Ballard Power Systems, Inc. (a)(b) | | 80,346 | 667,335 |
Bank of Montreal | | 227,479 | 24,119,343 |
Bank of Nova Scotia | | 428,245 | 27,118,461 |
Barrick Gold Corp. (Canada) | | 631,763 | 14,089,448 |
Bausch Health Cos., Inc. (Canada) (a) | | 103,622 | 1,968,951 |
BCE, Inc. | | 24,586 | 1,307,145 |
BlackBerry Ltd. (a) | | 198,074 | 1,133,261 |
Brookfield Asset Management, Inc. (Canada) Class A | | 500,354 | 24,958,303 |
Brookfield Renewable Corp. | | 47,033 | 1,688,890 |
CAE, Inc. (a) | | 112,447 | 2,674,079 |
Cameco Corp. | | 143,507 | 3,705,388 |
Canadian Apartment Properties (REIT) unit | | 28,489 | 1,115,920 |
Canadian Imperial Bank of Commerce | | 158,858 | 17,561,992 |
Canadian National Railway Co. | | 249,958 | 29,396,065 |
Canadian Natural Resources Ltd. | | 418,311 | 25,890,248 |
Canadian Pacific Railway Ltd. | | 328,796 | 24,050,878 |
Canadian Tire Ltd. Class A (non-vtg.) | | 20,918 | 2,881,283 |
Canadian Utilities Ltd. Class A (non-vtg.) | | 43,039 | 1,293,867 |
CCL Industries, Inc. Class B | | 54,164 | 2,361,519 |
Cenovus Energy, Inc. (Canada) | | 471,074 | 8,708,993 |
CGI, Inc. Class A (sub. vtg.) (a) | | 76,195 | 6,075,908 |
Constellation Software, Inc. | | 7,175 | 11,292,506 |
Dollarama, Inc. | | 102,951 | 5,723,551 |
Emera, Inc. | | 91,762 | 4,430,776 |
Empire Co. Ltd. Class A (non-vtg.) | | 58,921 | 1,946,069 |
Enbridge, Inc. | | 717,201 | 31,297,465 |
Fairfax Financial Holdings Ltd. (sub. vtg.) | | 8,851 | 4,863,313 |
First Quantum Minerals Ltd. | | 209,416 | 6,003,807 |
FirstService Corp. | | 14,264 | 1,778,545 |
Fortis, Inc. | | 167,990 | 8,174,254 |
Franco-Nevada Corp. | | 67,900 | 10,268,643 |
George Weston Ltd. | | 26,553 | 3,303,390 |
GFL Environmental, Inc. | | 58,000 | 1,747,246 |
Gildan Activewear, Inc. | | 65,900 | 2,233,003 |
Great-West Lifeco, Inc. | | 96,400 | 2,659,414 |
Hydro One Ltd. (c) | | 119,889 | 3,241,151 |
iA Financial Corp, Inc. | | 39,064 | 2,042,524 |
IGM Financial, Inc. | | 28,439 | 901,220 |
Imperial Oil Ltd. | | 88,578 | 4,459,756 |
Intact Financial Corp. | | 62,134 | 8,692,424 |
Ivanhoe Mines Ltd. (a) | | 220,780 | 1,770,158 |
Keyera Corp. | | 79,474 | 1,971,616 |
Kinross Gold Corp. | | 459,749 | 2,322,633 |
Lightspeed Commerce, Inc. (Canada) (a) | | 39,928 | 892,331 |
Loblaw Companies Ltd. | | 59,061 | 5,402,451 |
Lundin Mining Corp. | | 239,483 | 2,186,693 |
Magna International, Inc. Class A (sub. vtg.) | | 100,112 | 6,033,294 |
Manulife Financial Corp. | | 687,267 | 13,438,794 |
Metro, Inc. | | 87,067 | 4,785,584 |
National Bank of Canada | | 120,185 | 8,393,725 |
Northland Power, Inc. | | 89,020 | 2,686,573 |
Nutrien Ltd. | | 202,261 | 19,875,786 |
Nuvei Corp. (a)(c) | | 23,501 | 1,314,219 |
Onex Corp. (sub. vtg.) | | 25,846 | 1,552,993 |
Open Text Corp. | | 94,911 | 3,801,168 |
Pan American Silver Corp. | | 72,987 | 1,807,888 |
Parkland Corp. | | 51,238 | 1,455,396 |
Pembina Pipeline Corp. | | 201,039 | 7,607,135 |
Power Corp. of Canada (sub. vtg.) | | 197,294 | 5,805,249 |
Quebecor, Inc. Class B (sub. vtg.) | | 60,998 | 1,435,387 |
Restaurant Brands International, Inc. | | 87,361 | 4,990,794 |
Restaurant Brands International, Inc. | | 16,254 | 927,941 |
RioCan (REIT) | | 59,677 | 1,114,894 |
Ritchie Bros. Auctioneers, Inc. | | 41,576 | 2,290,054 |
Rogers Communications, Inc. Class B (non-vtg.) | | 125,702 | 6,847,488 |
Royal Bank of Canada | | 500,313 | 50,531,749 |
Saputo, Inc. | | 90,195 | 1,927,961 |
Shaw Communications, Inc. Class B | | 160,459 | 4,778,859 |
Shopify, Inc. Class A (a) | | 40,382 | 17,274,059 |
Sun Life Financial, Inc. | | 206,089 | 10,252,713 |
Suncor Energy, Inc. | | 519,030 | 18,657,849 |
TC Energy Corp. (b) | | 349,992 | 18,512,401 |
Teck Resources Ltd. Class B (sub. vtg.) | | 168,976 | 6,666,177 |
TELUS Corp. | | 161,846 | 4,049,142 |
TFI International, Inc. (Canada) | | 30,640 | 2,464,747 |
The Toronto-Dominion Bank | | 643,306 | 46,465,857 |
Thomson Reuters Corp. | | 60,222 | 6,021,028 |
TMX Group Ltd. | | 19,281 | 1,962,995 |
Toromont Industries Ltd. | | 30,002 | 2,641,129 |
Tourmaline Oil Corp. | | 112,689 | 5,803,530 |
West Fraser Timber Co. Ltd. | | 33,036 | 2,903,588 |
Wheaton Precious Metals Corp. | | 160,914 | 7,212,414 |
WSP Global, Inc. | | 42,225 | 4,924,415 |
|
TOTAL CANADA | | | 691,344,087 |
|
Cayman Islands - 5.2% | | | |
3SBio, Inc. (c) | | 412,000 | 290,663 |
51job, Inc. sponsored ADR (a)(b) | | 10,704 | 651,338 |
AAC Technology Holdings, Inc. | | 250,500 | 585,114 |
Agile Property Holdings Ltd. | | 362,000 | 173,358 |
Airtac International Group | | 55,043 | 1,494,603 |
Akeso, Inc. (a)(c) | | 103,000 | 192,154 |
Alibaba Group Holding Ltd. (a) | | 5,381,012 | 65,635,913 |
Anta Sports Products Ltd. | | 383,000 | 4,401,626 |
Autohome, Inc. ADR Class A | | 27,155 | 789,396 |
Baidu, Inc. sponsored ADR (a) | | 99,018 | 12,295,065 |
BeiGene Ltd. ADR (a) | | 16,544 | 2,647,040 |
Bilibili, Inc. ADR (a)(b) | | 59,101 | 1,438,518 |
Bosideng International Holdings Ltd. | | 1,026,000 | 511,739 |
Budweiser Brewing Co. APAC Ltd. (c) | | 594,493 | 1,479,216 |
Chailease Holding Co. Ltd. | | 460,899 | 3,664,728 |
China Conch Environment Protection Holdings Ltd. (a) | | 334,378 | 281,772 |
China Conch Venture Holdings Ltd. | | 594,500 | 1,543,781 |
China Education Group Holdings Ltd. | | 291,000 | 248,001 |
China Evergrande Group (d) | | 1,483,000 | 311,833 |
China Feihe Ltd. (c) | | 1,339,000 | 1,273,078 |
China Hongqiao Group Ltd. | | 774,000 | 963,034 |
China Huishan Dairy Holdings Co. Ltd. (a)(d) | | 397,000 | 1 |
China Liansu Group Holdings Ltd. | | 333,000 | 416,427 |
China Literature Ltd. (a)(c) | | 140,000 | 588,297 |
China Medical System Holdings Ltd. | | 471,000 | 674,353 |
China Meidong Auto Holding Ltd. | | 194,000 | 638,527 |
China Mengniu Dairy Co. Ltd. | | 1,123,000 | 6,060,856 |
China Overseas Property Holdings Ltd. | | 390,000 | 461,646 |
China Resources Cement Holdings Ltd. | | 1,238,000 | 1,027,215 |
China Resources Land Ltd. | | 1,138,634 | 5,085,383 |
China Resources Microelectronics Ltd. (A Shares) | | 17,743 | 129,022 |
China Resources Mixc Lifestyle Services Ltd. (c) | | 213,400 | 1,025,241 |
China State Construction International Holdings Ltd. | | 657,250 | 848,273 |
ChinaSoft International Ltd. | | 878,000 | 710,426 |
Chindata Group Holdings Ltd. ADR (a) | | 40,942 | 255,478 |
Chow Tai Fook Jewellery Group Ltd. | | 799,400 | 1,340,372 |
CIFI Ever Sunshine Services Group Ltd. | | 246,000 | 325,803 |
CIFI Holdings Group Co. Ltd. | | 1,204,696 | 579,480 |
CK Asset Holdings Ltd. | | 696,471 | 4,721,475 |
CK Hutchison Holdings Ltd. | | 938,893 | 6,589,082 |
Country Garden Holdings Co. Ltd. | | 2,860,517 | 1,978,554 |
Country Garden Services Holdings Co. Ltd. | | 708,000 | 2,984,064 |
Dali Foods Group Co. Ltd. (c) | | 765,500 | 389,566 |
Daqo New Energy Corp. ADR (a) | | 20,197 | 839,589 |
Dongyue Group Co. Ltd. | | 477,000 | 561,564 |
ENN Energy Holdings Ltd. | | 288,800 | 3,868,498 |
ESR Cayman Ltd. (a)(c) | | 719,459 | 2,183,996 |
Futu Holdings Ltd. ADR (a)(b) | | 17,024 | 544,598 |
GDS Holdings Ltd. ADR (a)(b) | | 30,055 | 944,328 |
Geely Automobile Holdings Ltd. | | 2,316,000 | 3,580,973 |
Genscript Biotech Corp. (a) | | 380,000 | 1,073,348 |
Grab Holdings Ltd. (a) | | 358,131 | 1,056,486 |
Greentown China Holdings Ltd. | | 275,000 | 482,928 |
Greentown Service Group Co. Ltd. | | 440,000 | 438,033 |
Haidilao International Holding Ltd. (b)(c) | | 357,000 | 692,937 |
Haitian International Holdings Ltd. | | 196,000 | 482,440 |
Hansoh Pharmaceutical Group Co. Ltd. (c) | | 414,000 | 681,912 |
Hello Group, Inc. ADR | | 60,597 | 322,376 |
Hengan International Group Co. Ltd. | | 220,000 | 1,039,682 |
Huazhu Group Ltd. ADR | | 62,147 | 1,879,325 |
HUTCHMED China Ltd. sponsored ADR (a) | | 28,544 | 430,729 |
Hygeia Healthcare Holdings Co. (c) | | 106,400 | 514,164 |
I-Mab ADR (a)(b) | | 13,646 | 171,121 |
Innovent Biologics, Inc. (a)(c) | | 388,000 | 1,203,359 |
iQIYI, Inc. ADR (a)(b) | | 114,654 | 408,168 |
JD Health International, Inc. (a)(c) | | 109,650 | 683,565 |
JD.com, Inc. Class A | | 712,167 | 22,204,339 |
Jinxin Fertility Group Ltd. (c) | | 378,000 | 236,927 |
Jiumaojiu International Holdings Ltd. (b)(c) | | 260,000 | 572,021 |
JOYY, Inc. ADR | | 17,603 | 696,551 |
Kanzhun Ltd. ADR (b) | | 27,366 | 643,922 |
KE Holdings, Inc. ADR (a) | | 130,625 | 1,852,263 |
Kingboard Chemical Holdings Ltd. | | 229,000 | 1,030,985 |
Kingboard Laminates Holdings Ltd. | | 286,000 | 438,711 |
Kingdee International Software Group Co. Ltd. (a) | | 984,000 | 2,007,944 |
Kingsoft Cloud Holdings Ltd. ADR (a)(b) | | 32,168 | 116,448 |
Kingsoft Corp. Ltd. | | 334,000 | 1,002,337 |
Kuaishou Technology Class B (a)(c) | | 162,200 | 1,324,490 |
KWG Group Holdings Ltd. | | 389,000 | 139,190 |
Lee & Man Paper Manufacturing Ltd. | | 438,000 | 209,515 |
Legend Biotech Corp. ADR (a) | | 44 | 1,767 |
Li Ning Co. Ltd. | | 826,000 | 6,437,984 |
Logan Property Holdings Co. Ltd. (b) | | 441,000 | 137,206 |
Longfor Properties Co. Ltd. (c) | | 669,000 | 3,313,281 |
Lufax Holding Ltd. ADR | | 214,469 | 1,190,303 |
Meituan Class B (a)(c) | | 1,453,900 | 31,151,852 |
Melco Crown Entertainment Ltd. sponsored ADR (a) | | 75,768 | 433,393 |
Microport Scientific Corp. | | 213,400 | 419,451 |
Ming Yuan Cloud Group Holdings Ltd. | | 198,000 | 257,166 |
Minth Group Ltd. | | 252,000 | 593,764 |
NetEase, Inc. | | 741,895 | 14,211,207 |
New Oriental Education & Technology Group, Inc. sponsored ADR (a) | | 48,824 | 612,741 |
NIO, Inc. sponsored ADR (a)(b) | | 470,643 | 7,859,738 |
Noah Holdings Ltd. sponsored ADR (a) | | 11,621 | 208,829 |
Parade Technologies Ltd. | | 26,000 | 1,237,165 |
Pinduoduo, Inc. ADR (a) | | 156,695 | 6,751,988 |
Ping An Healthcare and Technology Co. Ltd. (a)(b)(c) | | 158,200 | 389,363 |
Powerlong Real Estate Holding Ltd. | | 546,000 | 185,148 |
RLX Technology, Inc. ADR (a)(b) | | 196,493 | 398,881 |
Sands China Ltd. (a) | | 891,587 | 1,965,214 |
Sany Heavy Equipment International Holdings Co. Ltd. | | 324,000 | 305,234 |
Sea Ltd. ADR (a) | | 113,964 | 9,431,661 |
Seazen Group Ltd. | | 638,000 | 269,483 |
Shenzhou International Group Holdings Ltd. | | 305,200 | 4,141,249 |
Shimao Property Holdings Ltd. (b)(d) | | 464,000 | 261,358 |
Shimao Services Holdings Ltd. (c) | | 294,000 | 155,168 |
Silergy Corp. | | 29,000 | 2,583,388 |
Sino Biopharmaceutical Ltd. | | 3,580,250 | 1,877,955 |
SITC International Holdings Co. Ltd. | | 529,000 | 1,758,645 |
Smoore International Holdings Ltd. (b)(c) | | 606,000 | 1,267,339 |
Sunac China Holdings Ltd. (d) | | 1,082,000 | 536,794 |
Sunac Services Holdings Ltd. (c) | | 352,000 | 191,837 |
Sunny Optical Technology Group Co. Ltd. | | 252,200 | 3,675,534 |
TAL Education Group ADR (a) | | 133,682 | 453,182 |
Tencent Holdings Ltd. | | 2,044,700 | 96,356,253 |
Tencent Music Entertainment Group ADR (a) | | 216,563 | 920,393 |
Tingyi (Cayman Islands) Holding Corp. | | 676,000 | 1,233,809 |
Tongcheng Travel Holdings Ltd. (a) | | 360,000 | 634,814 |
Topsports International Holdings Ltd. (c) | | 562,000 | 429,846 |
Trip.com Group Ltd. ADR (a) | | 185,021 | 4,375,747 |
Uni-President China Holdings Ltd. | | 419,000 | 367,170 |
Vinda International Holdings Ltd. | | 129,000 | 311,044 |
Vipshop Holdings Ltd. ADR (a) | | 151,569 | 1,161,019 |
Want Want China Holdings Ltd. | | 1,622,000 | 1,464,126 |
Weibo Corp. sponsored ADR (a)(b) | | 22,600 | 522,964 |
Weimob, Inc. (a)(b)(c) | | 648,000 | 379,740 |
WH Group Ltd. (c) | | 3,195,446 | 2,206,774 |
Wharf Real Estate Investment Co. Ltd. | | 587,654 | 2,769,360 |
Wuxi Biologics (Cayman), Inc. (a)(c) | | 1,280,000 | 9,447,445 |
Xiaomi Corp. Class B (a)(c) | | 5,059,600 | 7,702,423 |
Xinyi Glass Holdings Ltd. | | 644,793 | 1,426,805 |
Xinyi Solar Holdings Ltd. | | 1,777,446 | 2,642,042 |
XPeng, Inc. ADR (a) | | 136,901 | 3,369,134 |
Yadea Group Holdings Ltd. (c) | | 418,000 | 630,050 |
Yihai International Holding Ltd. | | 161,000 | 453,228 |
Zai Lab Ltd. ADR (a) | | 25,346 | 1,012,826 |
Zhen Ding Technology Holding Ltd. | | 226,302 | 801,735 |
Zhongsheng Group Holdings Ltd. Class H | | 206,500 | 1,364,515 |
ZTO Express, Inc. sponsored ADR | | 157,579 | 4,334,998 |
|
TOTAL CAYMAN ISLANDS | | | 445,244,801 |
|
Chile - 0.1% | | | |
Banco de Chile | | 16,546,328 | 1,652,188 |
Banco de Credito e Inversiones | | 17,133 | 530,208 |
Banco Santander Chile | | 25,807,034 | 1,241,689 |
Cencosud SA | | 460,915 | 737,780 |
Compania Cervecerias Unidas SA | | 46,721 | 312,292 |
Empresas CMPC SA | | 351,839 | 524,400 |
Empresas COPEC SA | | 140,972 | 1,036,510 |
Enel Americas SA | | 6,766,678 | 708,598 |
Enel Chile SA | | 9,596,008 | 253,077 |
Falabella SA | | 271,811 | 763,389 |
Itau CorpBanca SA | | 1 | 0 |
|
TOTAL CHILE | | | 7,760,131 |
|
China - 3.3% | | | |
360 Security Technology, Inc. (A Shares) (a) | | 155,900 | 191,414 |
37 Interactive Entertainment Network Technology Group Co. Ltd. (A Shares) | | 82,500 | 297,802 |
A-Living Smart City Services C (H Shares) (c) | | 168,750 | 266,890 |
Addsino Co. Ltd. (A Shares) | | 25,100 | 33,951 |
Advanced Micro-Fabrication Equipment, Inc., China (A Shares) (a) | | 11,853 | 186,032 |
AECC Aero-Engine Control Co. Ltd. (A Shares) | | 22,500 | 80,815 |
AECC Aviation Power Co. Ltd. | | 51,600 | 292,840 |
Agricultural Bank of China Ltd.: | | | |
(A Shares) | | 1,308,400 | 604,484 |
(H Shares) | | 9,690,000 | 3,634,350 |
Aier Eye Hospital Group Co. Ltd. (A Shares) | | 102,857 | 553,336 |
Air China Ltd.: | | | |
(A Shares) (a) | | 177,800 | 252,614 |
(H Shares) (a) | | 522,000 | 351,851 |
Aluminum Corp. of China Ltd.: | | | |
(A shares) (a) | | 609,700 | 431,390 |
(H Shares) (a) | | 844,000 | 387,041 |
Angel Yeast Co. Ltd. (A Shares) | | 15,200 | 87,920 |
Anhui Conch Cement Co. Ltd.: | | | |
(A Shares) | | 32,800 | 197,546 |
(H Shares) | | 529,000 | 2,874,605 |
Anhui Gujing Distillery Co. Ltd. (B Shares) | | 66,502 | 884,812 |
Anhui Honglu Steel Construction Group Co. Ltd. | | 11,500 | 62,675 |
Anhui Kouzi Distillery Co. Ltd. (A Shares) | | 11,500 | 88,583 |
Anhui Yingjia Distillery Co. Ltd. (A Shares) | | 16,500 | 142,410 |
Anjoy Foods Group Co. Ltd. (A Shares) | | 5,000 | 97,547 |
Apeloa Pharmaceutical Co. Ltd. A Shares | | 27,200 | 76,373 |
Asymchem Laboratories Tianjin Co. Ltd. (A Shares) | | 4,900 | 196,460 |
Autel Intelligent Technology Corp. Ltd. (A Shares) | | 14,017 | 59,391 |
Autobio Diagnostics Co. Ltd. | | 10,870 | 74,944 |
Avary Holding Shenzhen Co. Ltd. (A Shares) | | 34,800 | 153,664 |
AVIC Capital Co. Ltd. (A Shares) | | 141,000 | 81,603 |
AVIC Electromechanical Systems Co. Ltd. (A Shares) | | 76,600 | 113,930 |
AviChina Industry & Technology Co. Ltd. (H Shares) | | 871,000 | 472,571 |
Avicopter PLC (A Shares) | | 11,200 | 71,835 |
Bank of Beijing Co. Ltd. (A Shares) | | 322,116 | 221,955 |
Bank of Chengdu Co. Ltd. (A Shares) | | 64,200 | 162,061 |
Bank of China Ltd.: | | | |
(A Shares) | | 1,095,500 | 534,203 |
(H Shares) | | 27,730,000 | 10,880,770 |
Bank of Communications Co. Ltd.: | | | |
(A Shares) | | 730,700 | 559,514 |
(H Shares) | | 3,299,000 | 2,295,738 |
Bank of Hangzhou Co. Ltd. (A Shares) | | 102,780 | 235,983 |
Bank of Jiangsu Co. Ltd. (A Shares) | | 235,430 | 259,246 |
Bank of Nanjing Co. Ltd. (A Shares) | | 172,900 | 301,709 |
Bank of Ningbo Co. Ltd. (A Shares) | | 123,640 | 673,213 |
Bank of Shanghai Co. Ltd. (A Shares) | | 209,320 | 204,846 |
Baoshan Iron & Steel Co. Ltd. (A Shares) | | 413,800 | 401,395 |
BBMG Corp. (H Shares) | | 513,000 | 83,938 |
Beijing BDStar Navigation Co. Ltd. (A Shares) (a) | | 6,900 | 28,684 |
Beijing Capital International Airport Co. Ltd. (H Shares) (a) | | 672,000 | 367,119 |
Beijing Dabeinong Technology Group Co. Ltd. (A Shares) | | 88,700 | 95,605 |
Beijing E-Hualu Information Technology Co. Ltd. (A Shares) | | 14,200 | 31,164 |
Beijing Easpring Material Technology Co. Ltd. (A Shares) | | 10,900 | 108,873 |
Beijing Enlight Media Co. Ltd. (A Shares) | | 71,600 | 78,215 |
Beijing Kingsoft Office Software, Inc. (A Shares) | | 9,091 | 257,477 |
Beijing New Building Materials PLC (A Shares) | | 33,900 | 147,851 |
Beijing Originwater Technology Co. Ltd. (A Shares) | | 57,100 | 40,203 |
Beijing Roborock Technology Co. Ltd. (A Shares) | | 1,321 | 114,129 |
Beijing Shiji Information Technology Co. Ltd. (A Shares) | | 22,260 | 60,154 |
Beijing Shunxin Agriculture Co. Ltd. | | 13,300 | 40,895 |
Beijing Sinnet Technology Co. Ltd. (A Shares) | | 35,500 | 51,441 |
Beijing Tiantan Biological Products Corp. Ltd. (A Shares) | | 21,720 | 64,322 |
Beijing United Information Technology Co. Ltd. (A Shares) | | 8,200 | 118,949 |
Beijing Wantai Biological Pharmacy Enterprise Co. Ltd. (A Shares) | | 11,890 | 289,213 |
Beijing Yuanliu Hongyuan Electronic Technology Co. Ltd. (A Shares) | | 5,400 | 95,340 |
Beijing-Shanghai High Speed Railway Co. Ltd. (A Shares) | | 762,300 | 527,071 |
Betta Pharmaceuticals Co. Ltd. (A Shares) | | 6,600 | 42,651 |
BGI Genomics Co. Ltd. | | 6,800 | 64,515 |
BOC International China Co. Ltd. | | 44,800 | 83,852 |
BOE Technology Group Co. Ltd. (A Shares) | | 730,900 | 417,418 |
By-Health Co. Ltd. (A Shares) | | 30,700 | 92,708 |
BYD Co. Ltd.: | | | |
(A Shares) | | 33,100 | 1,200,618 |
(H Shares) | | 295,500 | 8,599,560 |
C&S Paper Co. Ltd. (A Shares) | | 27,600 | 43,632 |
Caitong Securities Co. Ltd. | | 85,670 | 91,515 |
CanSino Biologics, Inc.: | | | |
(A Shares) (a) | | 3,817 | 87,553 |
(H Shares) (a)(c) | | 23,600 | 250,419 |
CECEP Solar Energy Co. Ltd. (A Shares) | | 58,700 | 58,884 |
CECEP Wind-Power Corp. (A Shares) | | 154,900 | 93,434 |
CGN Power Co. Ltd. (H Shares) (c) | | 3,606,000 | 1,013,299 |
Chacha Food Co. Ltd. (A Shares) | | 9,000 | 72,005 |
Changchun High & New Technology Industry Group, Inc. (A Shares) | | 7,700 | 181,610 |
Changjiang Securities Co. Ltd. (A Shares) | | 101,100 | 84,125 |
Changzhou Xingyu Automotive Lighting Systems Co. Ltd. (A Shares) | | 6,100 | 117,332 |
Chaozhou Three-Circle Group Co. (A Shares) | | 28,000 | 120,616 |
Chengtun Mining Group Co. Ltd. (A Shares) | | 44,100 | 45,984 |
Chengxin Lithium Group Co. Ltd. (A Shares) (a) | | 20,500 | 135,780 |
Chifeng Jilong Gold Mining Co. Ltd. (A Shares) (a) | | 24,200 | 66,996 |
China Baoan Group Co. Ltd. (A Shares) | | 50,000 | 67,290 |
China Bohai Bank Co. Ltd. (H Shares) (c) | | 955,000 | 156,200 |
China Cinda Asset Management Co. Ltd. (H Shares) | | 2,914,000 | 491,373 |
China CITIC Bank Corp. Ltd.: | | | |
(A Shares) | | 111,700 | 84,679 |
(H Shares) | | 3,185,000 | 1,618,776 |
China Coal Energy Co. Ltd. (H Shares) | | 639,000 | 537,953 |
China Communications Services Corp. Ltd. (H Shares) | | 862,000 | 392,590 |
China Construction Bank Corp.: | | | |
(A Shares) | | 936,942 | 856,715 |
(H Shares) | | 33,208,000 | 23,657,354 |
China CSSC Holdings Ltd. (A Shares) | | 86,500 | 204,013 |
China Eastern Airlines Corp. Ltd.: | | | |
(A Shares) (a) | | 263,100 | 186,651 |
(H Shares) (a) | | 28,000 | 9,429 |
China Energy Engineering Corp. Ltd. (A Shares) (a) | | 648,100 | 235,286 |
China Everbright Bank Co. Ltd.: | | | |
(A Shares) | | 324,600 | 156,039 |
(H Shares) | | 1,709,000 | 619,116 |
China Galaxy Securities Co. Ltd. (H Shares) | | 1,471,500 | 800,383 |
China Great Wall Securities Co. Ltd. (A Shares) | | 83,100 | 102,621 |
China Greatwall Technology Group Co. Ltd. (A Shares) | | 51,700 | 69,977 |
China International Capital Corp. Ltd. | | 31,000 | 174,028 |
China International Capital Corp. Ltd. (H Shares) (c) | | 469,600 | 941,254 |
China International Travel Service Corp. Ltd. (A Shares) | | 38,300 | 1,038,968 |
China Jushi Co. Ltd. (A Shares) | | 65,722 | 155,044 |
China Life Insurance Co. Ltd.: | | | |
(A Shares) | | 31,100 | 118,876 |
(H Shares) | | 2,712,000 | 3,941,005 |
China Longyuan Power Grid Corp. Ltd. (H Shares) | | 1,241,000 | 2,393,657 |
China Merchants Bank Co. Ltd.: | | | |
(A Shares) | | 295,500 | 1,775,345 |
(H Shares) | | 1,520,751 | 9,165,947 |
China Merchants Securities Co. Ltd. (A Shares) | | 156,930 | 301,220 |
China Merchants Shekou Industrial Zone Holdings Co. Ltd. (A Shares) | | 181,400 | 429,657 |
China Minmetals Rare Earth Co. Ltd. (A Shares) | | 22,700 | 78,833 |
China Minsheng Banking Corp. Ltd.: | | | |
(A Shares) | | 801,300 | 447,512 |
(H Shares) | | 2,276,300 | 863,157 |
China Molybdenum Co. Ltd.: | | | |
(A Shares) | | 278,300 | 194,572 |
(H Shares) | | 1,779,000 | 884,694 |
China National Building Materials Co. Ltd. (H Shares) | | 1,419,000 | 1,888,423 |
China National Chemical Engineering Co. Ltd. (A Shares) | | 115,600 | 158,140 |
China National Medicines Corp. Ltd. (A Shares) | | 10,500 | 46,639 |
China National Nuclear Power Co. Ltd. (A Shares) | | 278,000 | 297,036 |
China Northern Rare Earth Group High-Tech Co. Ltd. | | 69,900 | 330,880 |
China Oilfield Services Ltd. (H Shares) | | 634,000 | 649,064 |
China Pacific Insurance (Group) Co. Ltd. | | 60,500 | 189,065 |
China Pacific Insurance (Group) Co. Ltd. (H Shares) | | 1,186,600 | 2,630,662 |
China Petroleum & Chemical Corp.: | | | |
(A Shares) | | 896,400 | 585,058 |
(H Shares) | | 8,486,000 | 4,153,661 |
China Railway Group Ltd.: | | | |
(A Shares) | | 591,200 | 631,761 |
(H Shares) | | 1,081,000 | 757,093 |
China Railway Signal & Communications Corp. (A Shares) | | 163,929 | 106,740 |
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. (A Shares) | | 20,500 | 114,077 |
China Shenhua Energy Co. Ltd.: | | | |
(A Shares) | | 135,500 | 627,990 |
(H Shares) | | 1,204,000 | 3,846,607 |
China Southern Airlines Ltd.: | | | |
(A Shares) (a) | | 280,800 | 274,955 |
(H Shares) (a) | | 614,000 | 342,911 |
China State Construction Engineering Corp. Ltd. (A Shares) | | 918,960 | 869,689 |
China Suntien Green Energy Corp. Ltd. (H Shares) | | 554,000 | 312,744 |
China Three Gorges Renewables Group Co. Ltd. (A Shares) | | 544,300 | 475,872 |
China Tower Corp. Ltd. (H Shares) (c) | | 14,812,000 | 1,728,699 |
China TransInfo Technology Co. Ltd. (A Shares) | | 23,000 | 29,544 |
China United Network Communications Ltd. (A Shares) | | 1,287,600 | 683,626 |
China Vanke Co. Ltd.: | | | |
(A Shares) | | 139,600 | 408,790 |
(H Shares) | | 663,600 | 1,564,770 |
China Yangtze Power Co. Ltd. (A Shares) | | 540,930 | 1,853,320 |
China Zhenhua (Group) Science & Technology Co. Ltd. (A Shares) | | 12,700 | 201,399 |
China Zheshang Bank Co. Ltd. | | 1,270,900 | 634,891 |
Chongqing Brewery Co. Ltd. (A Shares) (a) | | 8,800 | 165,671 |
Chongqing Changan Automobile Co. Ltd. (A Shares) | | 122,300 | 191,279 |
Chongqing Fuling Zhacai Group Co. Ltd. Group (A Shares) | | 15,500 | 81,355 |
Chongqing Rural Commercial Bank Co. Ltd. (A Shares) | | 328,500 | 191,481 |
Chongqing Zhifei Biological Products Co. Ltd. (A Shares) | | 31,400 | 446,880 |
CITIC Securities Co. Ltd.: | | | |
(A Shares) | | 204,630 | 603,168 |
(H Shares) | | 1,017,175 | 2,234,870 |
CNGR Advanced Material Co. Ltd. | | 7,700 | 96,750 |
CNNC Hua Yuan Titanium Dioxide Co. Ltd. (A Shares) | | 29,500 | 32,511 |
Contemporary Amperex Technology Co. Ltd. | | 49,500 | 3,016,291 |
COSCO Shipping Development Co. Ltd. (A Shares) | | 136,400 | 63,241 |
COSCO Shipping Energy Transportation Co. Ltd. (A Shares) | | 60,200 | 71,491 |
COSCO SHIPPING Holdings Co. Ltd.: | | | |
(A Shares) | | 420,320 | 904,662 |
(H Shares) | | 1,019,150 | 1,585,556 |
CRRC Corp. Ltd. (A Shares) | | 1,599,500 | 1,216,732 |
CSC Financial Co. Ltd. (A Shares) | | 85,000 | 274,233 |
Daan Gene Co. Ltd. | | 19,200 | 52,150 |
Daqin Railway Co. Ltd. (A Shares) | | 607,500 | 610,646 |
DaShenLin Pharmaceutical Group Co. Ltd. | | 15,660 | 62,253 |
DHC Software Co. Ltd. (A Shares) | | 48,700 | 42,451 |
Do-Fluoride New Materials Co. Ltd. (A Shares) | | 21,700 | 102,258 |
Dong E-E-Jiao Co. Ltd. (A Shares) | | 13,300 | 60,633 |
Dongfang Electric Corp. Ltd. (A Shares) | | 58,000 | 109,329 |
Dongfeng Motor Group Co. Ltd. (H Shares) | | 926,000 | 675,513 |
Dongxing Securities Co. Ltd. (A Shares) | | 57,200 | 70,669 |
East Money Information Co. Ltd. (A Shares) | | 240,408 | 817,096 |
Ecovacs Robotics Co. Ltd. Class A | | 9,500 | 153,781 |
ENN Natural Gas Co. Ltd. (A Shares) | | 45,100 | 111,213 |
Eve Energy Co. Ltd. (A shares) | | 37,624 | 367,104 |
Everbright Securities Co. Ltd. (A Shares) | | 61,900 | 105,784 |
Fangda Carbon New Material Co. Ltd. (A Shares) | | 75,600 | 80,162 |
FAW Jiefang Group Co. Ltd. (A Shares) | | 35,000 | 42,724 |
Fiberhome Telecommunication Technologies Co. Ltd. (A Shares) | | 20,100 | 40,590 |
First Capital Securities Co. Ltd. (A Shares) | | 70,800 | 58,872 |
Flat Glass Group Co. Ltd. (A Shares) | | 103,100 | 624,940 |
Focus Media Information Technology Co. Ltd. (A Shares) | | 289,240 | 253,178 |
Foshan Haitian Flavouring & Food Co. Ltd. (A Shares) | | 74,848 | 917,477 |
Founder Securities Co. Ltd. (A Shares) | | 171,700 | 157,771 |
Foxconn Industrial Internet Co. Ltd. (A Shares) | | 142,796 | 204,585 |
Fujian Sunner Development Co. Ltd. A Shares (a) | | 24,200 | 59,361 |
Fuyao Glass Industries Group Co. Ltd.: | | | |
(A Shares) | | 74,200 | 395,760 |
(H Shares) (c) | | 151,200 | 617,757 |
G-bits Network Technology Xiamen Co. Ltd. (A Shares) | | 1,400 | 70,981 |
Ganfeng Lithium Co. Ltd. (A Shares) | | 70,800 | 1,170,374 |
GCL System Integration Technology Co. Ltd. (a) | | 83,100 | 34,305 |
GD Power Development Co. Ltd. (A Shares) | | 599,800 | 271,953 |
GEM Co. Ltd. (A Shares) | | 97,200 | 98,216 |
Gemdale Corp. (A Shares) | | 96,300 | 208,384 |
GF Securities Co. Ltd.: | | | |
(A Shares) | | 216,000 | 518,276 |
(H Shares) | | 185,800 | 232,223 |
Giant Network Group Co. Ltd. (A Shares) | | 153,500 | 190,329 |
Gigadevice Semiconductor Beijing, Inc. (A Shares) | | 12,784 | 237,151 |
Ginlong Technologies Co. Ltd. (A Shares) | | 5,600 | 161,699 |
GoerTek, Inc. (A Shares) | | 62,800 | 329,354 |
Gotion High-tech Co. Ltd. (A Shares) (a) | | 32,300 | 129,547 |
Great Wall Motor Co. Ltd.: | | | |
(A Shares) | | 57,600 | 213,735 |
(H Shares) | | 1,015,500 | 1,422,133 |
Gree Electric Appliances, Inc. of Zhuhai (A Shares) | | 46,000 | 215,973 |
Greenland Holdings Corp. Ltd. (A Shares) | | 318,565 | 230,937 |
GRG Banking Equipment Co. Ltd. (A Shares) | | 26,300 | 33,730 |
Guangdong Haid Group Co. Ltd. (A Shares) | | 32,700 | 303,751 |
Guangdong Kinlong Hardware Products Co. Ltd. (A Shares) | | 6,700 | 78,351 |
Guanghui Energy Co. Ltd. (A Shares) (a) | | 138,300 | 184,969 |
Guangzhou Automobile Group Co. Ltd. | | 76,100 | 138,946 |
Guangzhou Automobile Group Co. Ltd. (H Shares) | | 838,000 | 710,537 |
Guangzhou Baiyunshan Pharma Health (A Shares) | | 30,200 | 132,299 |
Guangzhou Haige Communications Group (A Shares) | | 36,400 | 49,657 |
Guangzhou Kingmed Diagnostics Group Co. Ltd. (A Shares) | | 8,200 | 100,526 |
Guangzhou R&F Properties Co. Ltd. (H Shares) (b) | | 683,600 | 253,771 |
Guangzhou Shiyuan Electronic Technology Co. Ltd. (A Shares) | | 11,000 | 127,234 |
Guangzhou Tinci Materials Technology Co. Ltd. (A Shares) | | 18,210 | 203,613 |
Guangzhou Yuexiu Financial Holdings Group Co. Ltd. (A Shares) | | 32,670 | 36,127 |
Guolian Securities Co. Ltd. | | 38,000 | 53,255 |
Guosen Securities Co. Ltd. (A Shares) | | 151,000 | 219,856 |
Guotai Junan Securities Co. Ltd.: | | | |
(A Shares) | | 43,000 | 94,145 |
(H Shares) (c) | | 200,000 | 258,073 |
Guoyuan Securities Co. Ltd. (A Shares) | | 70,200 | 63,588 |
Haier Smart Home Co. Ltd. | | 824,400 | 2,912,436 |
Haier Smart Home Co. Ltd. (A Shares) | | 141,229 | 547,691 |
Haitong Securities Co. Ltd.: | | | |
(A Shares) | | 114,700 | 155,775 |
(H Shares) | | 1,624,800 | 1,134,718 |
Hanergy Mobile Energy Holding (a)(d) | | 576,000 | 1 |
Hangzhou First Applied Material Co. Ltd. (A Shares) | | 18,700 | 258,949 |
Hangzhou Great Star Industrial Co. Ltd. (A Shares) (a) | | 28,700 | 66,608 |
Hangzhou Oxygen Plant Group Co. Ltd. (A Shares) | | 21,100 | 82,881 |
Hangzhou Robam Appliances Co. Ltd. (A Shares) | | 15,400 | 71,491 |
Hangzhou Silan Microelectronics Co. Ltd. (A Shares) | | 25,100 | 156,368 |
Hangzhou Tigermed Consulting Co. Ltd. (A Shares) | | 34,800 | 466,164 |
Hefei Meiya Optoelectronic Technology, Inc. (A Shares) | | 12,900 | 43,947 |
Heilongjiang Agriculture Co. Ltd. (A Shares) | | 32,100 | 68,089 |
Henan Shuanghui Investment & Development Co. Ltd. (A Shares) | | 66,100 | 296,043 |
Hengli Petrochemical Co. Ltd. (A Shares) | | 114,800 | 360,123 |
Hengtong Optic-electric Co. Ltd. (A Shares) | | 84,400 | 127,579 |
Hengyi Petrochemical Co. Ltd. (A Shares) | | 57,630 | 66,216 |
Hesteel Co. Ltd. (A Shares) | | 268,100 | 93,992 |
Hithink RoyalFlush Information Network Co. Ltd. (A Shares) | | 10,200 | 125,504 |
Hongfa Technology Co. Ltd. (A Shares) | | 12,800 | 93,076 |
Hoshine Silicon Industry Co. Ltd. (A Shares) | | 9,700 | 115,459 |
Huadian Power International Corp. Ltd. (H Shares) | | 336,000 | 116,607 |
Huadong Medicine Co. Ltd. (A Shares) | | 32,860 | 168,129 |
Huafon Chemical Co. Ltd. (A Shares) | | 94,500 | 110,438 |
Huagong Tech Co. Ltd. (A Shares) | | 8,100 | 20,434 |
Hualan Biological Engineer, Inc. (A Shares) | | 30,450 | 76,373 |
Huaneng Power International, Inc.: | | | |
(A Shares) | | 53,000 | 57,840 |
(H Shares) | | 1,458,000 | 732,418 |
Huatai Securities Co. Ltd.: | | | |
(A Shares) | | 71,000 | 141,931 |
(H Shares) (c) | | 669,400 | 920,045 |
HUAXI Securities Co. Ltd. | | 51,000 | 53,471 |
Huaxia Bank Co. Ltd. (A Shares) | | 192,800 | 158,414 |
Huaxin Cement Co. Ltd. (A Shares) | | 21,900 | 72,118 |
Huayu Automotive Systems Co. Ltd. (A Shares) | | 70,731 | 207,950 |
Hubei Xingfa Chemicals Group Co. Ltd. (A Shares) | | 27,200 | 130,360 |
Huizhou Desay SV Automotive Co. Ltd. | | 9,800 | 175,127 |
Humanwell Healthcare Group Co. Ltd. (A Shares) | | 35,400 | 83,331 |
Hunan Valin Steel Co. Ltd. (A Shares) | | 127,200 | 111,155 |
Hundsun Technologies, Inc. (A Shares) | | 24,752 | 141,839 |
iFlytek Co. Ltd. (A Shares) | | 47,000 | 260,117 |
IMEIK Technology Development Co. Ltd. (A Shares) | | 4,100 | 317,896 |
Industrial & Commercial Bank of China Ltd.: | | | |
(A Shares) | | 1,311,300 | 945,706 |
(H Shares) | | 20,004,000 | 12,058,545 |
Industrial Bank Co. Ltd. (A Shares) | | 498,900 | 1,533,659 |
Industrial Securities Co. Ltd. (A Shares) | | 121,800 | 118,848 |
Ingenic Semiconductor Co. Ltd. (A Shares) | | 9,000 | 99,860 |
Inner Mongoli Yili Industries Co. Ltd. (A Shares) | | 118,100 | 684,196 |
Inner Mongolia Baotou Steel Union Co. Ltd. (A Shares) (a) | | 851,000 | 239,858 |
Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd. (A Shares) | | 131,800 | 86,599 |
Inner Mongolia Yuan Xing Energy Co. Ltd. (A Shares) | | 71,300 | 90,680 |
Inspur Electronic Information Industry Co. Ltd. (A Shares) | | 24,512 | 90,828 |
Intco Medical Technology Co. Ltd. (A Shares) | | 11,300 | 48,964 |
JA Solar Technology Co. Ltd. (A Shares) | | 30,600 | 372,288 |
Jafron Biomedical Co. Ltd. (A Shares) | | 13,740 | 85,502 |
Jason Furniture Hangzhou Co. Ltd. (A Shares) | | 15,400 | 134,614 |
JCET Group Co. Ltd. (A Shares) | | 34,900 | 112,673 |
Jiangsu Eastern Shenghong Co. Ltd. | | 78,300 | 143,884 |
Jiangsu Expressway Co. Ltd. (H Shares) | | 414,000 | 409,023 |
Jiangsu Hengli Hydraulic Co. Ltd. | | 25,472 | 175,751 |
Jiangsu Hengrui Medicine Co. Ltd. (A Shares) | | 118,248 | 525,085 |
Jiangsu King's Luck Brewery JSC Ltd. (A Shares) | | 22,000 | 148,194 |
Jiangsu Yanghe Brewery JSC Ltd. (A Shares) | | 28,300 | 675,253 |
Jiangsu Yangnong Chemical Co. Ltd. (A Shares) | | 6,000 | 118,463 |
Jiangsu Yoke Technology Co. Ltd. (A Shares) | | 11,400 | 76,758 |
Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. (A Shares) | | 17,200 | 61,825 |
Jiangsu Zhongtian Technology Co. Ltd. (A Shares) | | 61,500 | 150,200 |
Jiangxi Copper Co. Ltd.: | | | |
(A Shares) | | 30,000 | 78,578 |
(H Shares) | | 400,000 | 625,690 |
Jiangxi Zhengbang Technology Co. Ltd. (A Shares) | | 71,800 | 62,913 |
Jinke Properties Group Co. Ltd. (A Shares) | | 127,300 | 86,143 |
JiuGui Liquor Co. Ltd. (A Shares) | | 6,400 | 144,036 |
Joincare Pharmaceutical Group Industry Co. Ltd. (A Shares) | | 23,700 | 39,752 |
Joinn Laboratories China Co. Ltd. (A Shares) | | 7,420 | 110,724 |
Jointown Pharmaceutical Group (A Shares) | | 31,800 | 61,501 |
Jonjee Hi-Tech Industrial & Commercial Holding Co. Ltd. (A Shares) | | 14,000 | 52,632 |
Juewei Food Co. Ltd. | | 10,300 | 67,983 |
Kingfa Sci & Tech Co. Ltd. (A Shares) | | 56,600 | 70,457 |
Kuang-Chi Technologies Co. Ltd. (A Shares) (a) | | 40,700 | 81,076 |
Kunlun Tech Co. Ltd. (A Shares) | | 21,100 | 45,439 |
Kweichow Moutai Co. Ltd. (A Shares) | | 26,600 | 7,340,985 |
Lakala Payment Co. Ltd. (A Shares) | | 19,700 | 52,767 |
Laobaixing Pharmacy Chain JSC (A Shares) | | 4,600 | 22,298 |
Lb Group Co. Ltd. (A Shares) | | 45,500 | 124,703 |
Lens Technology Co. Ltd. (A Shares) | | 94,400 | 143,601 |
Lepu Medical Technology Beijing Co. Ltd. (A Shares) | | 37,400 | 95,898 |
Leyard Optoelectronic Co. Ltd. (A Shares) | | 58,000 | 52,055 |
Lingyi iTech Guangdong Co. (A Shares) (a) | | 150,800 | 96,640 |
Livzon Pharmaceutical Group, Inc. (A Shares) | | 18,400 | 92,292 |
LONGi Green Energy Technology Co. Ltd. | | 105,820 | 1,069,838 |
Luoyang Xinqianglian Slewing Bearing Co. Ltd. (A Shares) | | 4,000 | 72,602 |
Luxi Chemical Group Co. Ltd. (d) | | 42,500 | 117,046 |
Luxshare Precision Industry Co. Ltd. (A Shares) | | 138,147 | 638,572 |
Luzhou Laojiao Co. Ltd. (A Shares) | | 28,600 | 904,673 |
Mango Excellent Media Co. Ltd. (A Shares) | | 37,800 | 202,388 |
Maxscend Microelectronics Co. Ltd. (A Shares) | | 6,220 | 172,316 |
Meinian Onehealth Healthcare Holdings Co. Ltd. (A Shares) (a) | | 57,564 | 43,234 |
Metallurgical Corp. China Ltd. (H Shares) | | 920,000 | 235,539 |
Mianyang Fulin Precision Co. Ltd. (A Shares) (a) | | 13,400 | 39,917 |
Ming Yang Smart Energy Group Ltd. (A Shares) | | 44,800 | 148,118 |
Montage Technology Co. Ltd. (A Shares) | | 21,515 | 187,478 |
Muyuan Foodstuff Co. Ltd. (A Shares) | | 105,240 | 823,155 |
Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd. | | 29,841 | 115,942 |
Nanjing Securities Co. Ltd. (A Shares) | | 53,600 | 59,963 |
NARI Technology Co. Ltd. (A Shares) | | 107,540 | 515,356 |
National Silicon Industry Group Co. Ltd. (A Shares) (a) | | 41,363 | 128,804 |
NAURA Technology Group Co. Ltd. | | 10,200 | 362,566 |
NavInfo Co. Ltd. (A Shares) (a) | | 47,300 | 88,215 |
New China Life Insurance Co. Ltd. | | 13,900 | 62,325 |
New China Life Insurance Co. Ltd. (H Shares) | | 370,900 | 939,749 |
New Hope Liuhe Co. Ltd. (A Shares) (a) | | 113,900 | 240,276 |
Ninestar Corp. (A Shares) | | 24,000 | 147,318 |
Ningbo Joyson Electronic Corp. (A shares) | | 20,300 | 33,184 |
Ningbo Ronbay New Energy Technology Co. Ltd. (A Shares) | | 8,699 | 119,760 |
Ningbo Shanshan Co. Ltd. (A Shares) | | 41,600 | 137,593 |
Ningbo Tuopu Group Co. Ltd. (A Shares) | | 23,700 | 184,647 |
Ningxia Baofeng Energy Group Co. Ltd. | | 119,200 | 252,303 |
Nongfu Spring Co. Ltd. (H Shares) (b)(c) | | 649,000 | 3,434,460 |
North Industries Group Red Arrow Co. Ltd. (A Shares) (a) | | 33,500 | 105,171 |
Northeast Securities Co. Ltd. (A Shares) | | 57,700 | 56,716 |
Offshore Oil Enginering Co. Ltd. (A Shares) | | 63,300 | 39,002 |
OFILM Group Co. Ltd. (A Shares) (a) | | 63,100 | 52,447 |
Oppein Home Group, Inc. (A Shares) | | 10,760 | 188,948 |
Orient Securities Co. Ltd. (A Shares) | | 135,808 | 185,838 |
Ovctek China, Inc. (A Shares) | | 15,820 | 88,001 |
Pangang Group Vanadium Titanium & Resources Co. Ltd. (A Shares) (a) | | 122,400 | 56,974 |
People's Insurance Co. of China Group Ltd.: | | | |
(A Shares) | | 140,700 | 92,661 |
(H Shares) | | 2,874,000 | 915,523 |
Perfect World Co. Ltd. (A Shares) | | 42,950 | 95,300 |
PetroChina Co. Ltd.: | | | |
(A Shares) | | 525,000 | 424,128 |
(H Shares) | | 7,454,000 | 3,538,369 |
PharmaBlock Sciences (Nanjing), Inc. (A Shares) | | 4,300 | 49,423 |
Pharmaron Beijing Co. Ltd.: | | | |
(A Shares) | | 15,600 | 294,195 |
(H Shares) (c) | | 41,800 | 525,111 |
PICC Property & Casualty Co. Ltd. (H Shares) | | 2,654,933 | 2,715,517 |
Ping An Bank Co. Ltd. (A Shares) | | 367,700 | 847,240 |
Ping An Insurance Group Co. of China Ltd.: | | | |
(A Shares) | | 284,992 | 1,908,406 |
(H Shares) | | 2,228,000 | 14,082,562 |
Poly Developments & Holdings (A Shares) | | 245,200 | 672,991 |
Postal Savings Bank of China Co. Ltd. | | 332,900 | 270,525 |
Postal Savings Bank of China Co. Ltd. (H Shares) (c) | | 3,153,000 | 2,390,541 |
Power Construction Corp. of China Ltd. (A Shares) | | 305,600 | 355,197 |
Proya Cosmetics Co. Ltd. (A Shares) | | 3,600 | 109,525 |
Qingdao Rural Commercial Bank Corp. (A Shares) | | 57,000 | 29,133 |
Raytron Technology Co. Ltd. (A Shares) | | 9,121 | 49,166 |
Risesun Real Estate Development Co. Ltd. (A Shares) | | 86,700 | 49,084 |
Riyue Heavy Industry Co. Ltd. (A Shares) | | 22,600 | 55,219 |
Rongsheng Petrochemical Co. Ltd. (A Shares) | | 192,150 | 394,849 |
SAIC Motor Corp. Ltd. (A Shares) | | 164,000 | 392,735 |
Sailun Group Co. Ltd. A Shares | | 66,900 | 96,830 |
Sangfor Technologies, Inc. | | 8,200 | 109,732 |
Sany Heavy Industry Co. Ltd. (A Shares) | | 157,600 | 390,872 |
Satellite Chemical Co. Ltd. (A Shares) | | 36,960 | 200,471 |
SDIC Capital Co. Ltd. | | 91,352 | 88,041 |
SDIC Power Holdings Co. Ltd. (A Shares) | | 139,000 | 202,817 |
Sealand Securities Co. Ltd. (A Shares) | | 114,180 | 57,686 |
Seazen Holdings Co. Ltd. (A Shares) | | 48,200 | 201,541 |
SF Holding Co. Ltd. (A Shares) | | 93,900 | 723,911 |
SG Micro Corp. (A Shares) | | 3,750 | 156,686 |
Shaanxi Coal Industry Co. Ltd. (A Shares) | | 189,300 | 491,485 |
Shandong Buchang Pharmaceuticals Co. Ltd. (A Shares) | | 24,010 | 65,743 |
Shandong Gold Mining Co. Ltd.: | | | |
(A Shares) | | 61,432 | 178,418 |
(H Shares) (c) | | 236,250 | 436,372 |
Shandong Hualu Hengsheng Chemical Co. Ltd. (A Shares) | | 39,520 | 178,983 |
Shandong Linglong Tyre Co. Ltd. (A Shares) | | 27,500 | 73,417 |
Shandong Nanshan Aluminum Co. Ltd. (A Shares) | | 237,000 | 115,177 |
Shandong Sun Paper Industry JSC Ltd. (A Shares) | | 41,600 | 77,062 |
Shandong Weigao Medical Polymer Co. Ltd. (H Shares) | | 848,000 | 903,416 |
Shanghai Bairun Investment Holding Group Co. Ltd. (A Shares) | | 14,700 | 68,754 |
Shanghai Baosight Software Co. Ltd. | | 230,769 | 846,725 |
Shanghai Baosight Software Co. Ltd. (A Shares) | | 18,200 | 129,978 |
Shanghai Construction Group Co. Ltd. (A Shares) | | 168,300 | 82,092 |
Shanghai Electric Group Co. Ltd. (A Shares) | | 265,500 | 153,373 |
Shanghai Fosun Pharmaceutical (Group) Co. Ltd.: | | | |
(A Shares) | | 27,900 | 179,841 |
(H Shares) | | 199,500 | 853,489 |
Shanghai Friendess Electronic Technology Corp. Ltd. (A Shares) | | 2,575 | 95,542 |
Shanghai International Airport Co. Ltd. (A Shares) (a) | | 14,800 | 109,828 |
Shanghai International Port Group Co. Ltd. (A Shares) | | 236,600 | 211,158 |
Shanghai Jahwa United Co. Ltd. (A Shares) | | 13,900 | 65,195 |
Shanghai Jinjiang International Hotels Co. Ltd. (A Shares) | | 21,400 | 172,725 |
Shanghai Junshi Biosciences Co. Ltd. (A Shares) (a) | | 22,388 | 321,169 |
Shanghai Lingang Holdings Corp. Ltd. (A Shares) | | 65,880 | 126,676 |
Shanghai Lujiazui Finance Trust Ltd. (B Shares) | | 468,071 | 427,901 |
Shanghai M&G Stationery, Inc. (A Shares) | | 15,700 | 113,359 |
Shanghai Medicilon, Inc. (A Shares) | | 1,548 | 89,197 |
Shanghai Pharmaceuticals Holding Co. Ltd.: | | | |
(A Shares) | | 81,400 | 215,750 |
(H Shares) | | 191,700 | 309,974 |
Shanghai Pudong Development Bank Co. Ltd. (A Shares) | | 544,500 | 659,596 |
Shanghai Putailai New Energy Technology Co. Ltd. | | 13,464 | 238,107 |
Shanghai RAAS Blood Products Co. Ltd. (A Shares) | | 200,600 | 163,308 |
Shanghai Yuyuan Tourist Mart Group Co. Ltd. | | 65,400 | 88,629 |
Shanghai Zhangjiang High Ltd. (A Shares) | | 27,200 | 47,539 |
Shanxi Lu'an Environmental Energy Development Co. Ltd. (A Shares) | | 64,300 | 149,578 |
Shanxi Meijin Energy Co. Ltd. (A Shares) (a) | | 77,000 | 120,213 |
Shanxi Securities Co. Ltd. (A Shares) | | 59,350 | 44,671 |
Shanxi Taigang Stainless Steel Co. Ltd. (A Shares) | | 116,400 | 103,808 |
Shanxi Xinghuacun Fen Wine Factory Co. Ltd. (A Shares) | | 23,920 | 981,787 |
Shanxi Xishan Coal & Electricity Power Co. Ltd. (A Shares) | | 88,270 | 184,401 |
Shenghe Resources Holding Co. Ltd. (A Shares) | | 36,000 | 84,746 |
Shengyi Technology Co. Ltd. | | 38,700 | 96,981 |
Shennan Circuits Co. Ltd. (A Shares) | | 8,600 | 122,846 |
Shenwan Hongyuan Group Co. Ltd. (A Shares) | | 354,900 | 218,065 |
Shenzhen Capchem Technology Co. Ltd. (A Shares) | | 6,000 | 59,922 |
Shenzhen Energy Group Co. Ltd. (A Shares) | | 69,720 | 61,107 |
Shenzhen Goodix Technology Co. Ltd. (A Shares) | | 7,200 | 60,943 |
Shenzhen Inovance Technology Co. Ltd. (A Shares) | | 48,150 | 415,960 |
Shenzhen Kaifa Technology Co. Ltd. (A Shares) | | 24,200 | 35,451 |
Shenzhen Kangtai Biological Products Co. Ltd. | | 12,600 | 122,812 |
Shenzhen Kedali Industry Co. Ltd. | | 5,800 | 105,766 |
Shenzhen Mindray Bio-Medical Electronics Co. Ltd. (A Shares) | | 23,900 | 1,126,363 |
Shenzhen MTC Co. Ltd. (A Shares) (a) | | 140,400 | 67,927 |
Shenzhen New Industries Biomedical Engineering Co. Ltd. | | 22,100 | 133,770 |
Shenzhen Overseas Chinese Town Co. Ltd. (A Shares) | | 182,400 | 166,087 |
Shenzhen Salubris Pharmaceuticals Co. Ltd. (A Shares) | | 19,900 | 68,790 |
Shenzhen SC New Energy Technology Corp. (A Shares) | | 6,700 | 59,586 |
Shenzhen Senior Technology Material Co. Ltd. (A Shares) | | 29,517 | 93,361 |
Shenzhen Sunlord Electronics Co. Ltd. (A Shares) | | 21,300 | 80,116 |
Shenzhen Sunway Communication Co. Ltd. (A Shares) | | 13,500 | 29,635 |
Shenzhen Transsion Holdings Co. Ltd. (A Shares) | | 15,093 | 191,658 |
Shijiazhuang Yiling Pharmaceutical Co. Ltd. (A Shares) | | 35,860 | 132,954 |
Sichuan Chuantou Energy Co. Ltd. (A Shares) | | 88,136 | 146,493 |
Sichuan Hebang Biotechnology Co. Ltd. (A Shares) | | 154,900 | 73,510 |
Sichuan Kelun Pharmaceutical Co. Ltd. (A Shares) | | 29,900 | 76,503 |
Sichuan New Energy Power Co. Ltd. (A Shares) (a) | | 31,500 | 78,513 |
Sichuan Road & Bridge (Group) Co. Ltd. (A Shares) | | 106,600 | 167,579 |
Sichuan Swellfun Co. Ltd. (A Shares) | | 9,200 | 97,494 |
Sichuan Yahua Industrial Group Co. Ltd. (A Shares) | | 32,100 | 127,145 |
Sinolink Securities Co. Ltd. (A Shares) | | 49,100 | 60,763 |
Sinoma Science & Technology Co. Ltd. (A Shares) | | 36,000 | 109,329 |
Sinopec Shanghai Petrochemical Co. Ltd. (A Shares) | | 111,300 | 52,005 |
Sinopharm Group Co. Ltd. (H Shares) | | 529,600 | 1,218,705 |
Sinotrans Ltd. | | 81,000 | 45,828 |
Siyuan Electric Co. Ltd. (A Shares) | | 22,600 | 101,976 |
SKSHU Paint Co. Ltd. (A Shares) | | 7,560 | 84,415 |
Songcheng Performance Development Co. Ltd. (A Shares) | | 60,860 | 114,388 |
Soochow Securities Co. Ltd. (A Shares) | | 76,349 | 77,749 |
Southwest Securities Co. Ltd. (A Shares) | | 114,400 | 64,049 |
StarPower Semiconductor Ltd. (A Shares) | | 3,100 | 159,091 |
Sungrow Power Supply Co. Ltd. (A Shares) | | 29,000 | 273,432 |
Suning.com Co. Ltd. (A Shares) (a) | | 143,200 | 69,723 |
Sunwoda Electronic Co. Ltd. (A Shares) | | 32,200 | 106,165 |
Suzhou Dongshan Precision Manufacturing Co. Ltd. (A Shares) | | 27,500 | 69,453 |
Suzhou Maxwell Technologies Co. Ltd. (A Shares) | | 3,360 | 168,568 |
Suzhou TA&A Ultra Clean Technology Co. Ltd. (A Shares) | | 13,000 | 118,697 |
TBEA Co. Ltd. (A Shares) | | 71,500 | 207,043 |
TCL Technology Group Corp. (A Shares) | | 272,800 | 170,920 |
Thunder Software Technology Co. Ltd. (A Shares) | | 8,900 | 124,445 |
Tianfeng Securities Co. Ltd. (A Shares) | | 247,900 | 111,840 |
Tianjin 712 Communication & Broadcasting Co. Ltd. | | 9,800 | 40,662 |
Tianjin Zhonghuan Semiconductor Co. Ltd. (A Shares) | | 58,300 | 339,866 |
Tianma Microelectronics Co. Ltd. (A Shares) | | 41,400 | 56,896 |
Tianshan Aluminum Group Co. Ltd. | | 138,000 | 141,697 |
Tianshui Huatian Technology Co. Ltd. (A Shares) | | 44,700 | 57,208 |
Tibet Summit Industrial Co. Ltd. (A Shares) (a) | | 21,200 | 61,728 |
Titan Wind Energy Suzhou Co. Ltd. (A Shares) | | 49,900 | 74,815 |
Toly Bread Co. Ltd. | | 19,208 | 39,573 |
TongFu Microelectronics Co. Ltd. (A Shares) | | 21,400 | 42,351 |
Tongkun Group Co. Ltd. (A Shares) | | 49,100 | 112,044 |
Tongling Nonferrous Metals Group Co. Ltd. (A Shares) | | 217,300 | 113,211 |
Tongwei Co. Ltd. (A Shares) | | 89,400 | 549,104 |
Topchoice Medical Corp. (a) | | 5,300 | 102,129 |
Topsec Technologies Group, Inc. | | 21,500 | 29,783 |
Transfar Zhilian Co. Ltd. | | 71,100 | 67,377 |
TravelSky Technology Ltd. (H Shares) | | 283,000 | 427,380 |
Trina Solar Co. Ltd. (A Shares) | | 34,104 | 257,825 |
Tsingtao Brewery Co. Ltd.: | | | |
(A Shares) | | 32,300 | 418,445 |
(H Shares) | | 162,000 | 1,311,578 |
Unigroup Guoxin Microelectronics Co. Ltd. | | 11,100 | 305,684 |
Unisplendour Corp. Ltd. (A Shares) | | 46,620 | 119,175 |
Universal Scientific Industrial Shanghai Co. Ltd. (A Shares) | | 22,700 | 41,193 |
Venus MedTech Hangzhou, Inc. (H Shares) (a)(c) | | 63,000 | 115,656 |
Walvax Biotechnology Co. Ltd. (A Shares) | | 30,400 | 243,406 |
Wanhua Chemical Group Co. Ltd. (A Shares) | | 58,300 | 681,892 |
Weichai Power Co. Ltd.: | | | |
(A Shares) | | 88,600 | 148,367 |
(H Shares) | | 743,600 | 1,038,740 |
Weihai Guangwei Composites Co. Ltd. (A Shares) | | 8,200 | 61,442 |
Wens Foodstuffs Group Co. Ltd. (A Shares) | | 148,900 | 419,036 |
Western Securities Co. Ltd. (A Shares) | | 67,600 | 63,273 |
Western Superconducting Technologies Co. Ltd. (A Shares) | | 12,140 | 148,798 |
Westone Information Industry, Inc. (A Shares) | | 18,900 | 89,897 |
Will Semiconductor Ltd. | | 17,000 | 382,115 |
Wingtech Technology Co. Ltd. (A Shares) | | 23,900 | 234,412 |
Winning Health Technology Group Co. Ltd. (A Shares) | | 45,420 | 54,200 |
Wuchan Zhongda Group Co. Ltd. | | 106,200 | 78,904 |
Wuhan Guide Infrared Co. Ltd. (A Shares) | | 34,986 | 80,954 |
Wuhu Token Science Co. Ltd. (A Shares) | | 46,500 | 42,571 |
Wuliangye Yibin Co. Ltd. (A Shares) | | 86,700 | 2,111,966 |
WUS Printed Circuit Kunshan Co. Ltd. (A Shares) | | 33,330 | 64,902 |
WuXi AppTec Co. Ltd. | | 39,648 | 614,314 |
WuXi AppTec Co. Ltd. (H Shares) (c) | | 148,400 | 2,018,507 |
Wuxi Lead Intelligent Equipment Co. Ltd. (A Shares) | | 18,560 | 122,211 |
Wuxi Shangji Automation Co. Ltd. (A Shares) | | 5,500 | 100,562 |
XCMG Construction Machinery Co. Ltd. (A Shares) | | 142,700 | 106,511 |
Xiamen C&D, Inc. (A Shares) | | 65,100 | 141,800 |
Xiamen Faratronic Co. Ltd. (A Shares) | | 5,400 | 118,404 |
Xiamen Intretech, Inc. | | 8,330 | 25,720 |
Xiamen Tungsten Co. Ltd. (A Shares) | | 29,300 | 69,190 |
Xinjiang Goldwind Science & Technology Co. Ltd.: | | | |
(A Shares) | | 139,182 | 234,887 |
(H Shares) | | 147,852 | 210,149 |
Xinjiang Zhongtai Chemical Co. Ltd. (A Shares) | | 44,700 | 49,677 |
Yankuang Energy Group Co. Ltd.: | | | |
(A Shares) | | 90,400 | 472,407 |
(H Shares) | | 502,000 | 1,416,227 |
Yantai Eddie Precision Machinery Co. Ltd. (A Shares) | | 11,200 | 32,300 |
Yantai Jereh Oilfield Services (A Shares) | | 19,800 | 92,172 |
Yealink Network Technology Corp. Ltd. | | 19,400 | 226,859 |
Yifeng Pharmacy Chain Co. Ltd. | | 12,714 | 70,409 |
Yihai Kerry Arawana Holdings Co. Ltd. (A Shares) | | 25,200 | 181,996 |
Yintai Gold Co. Ltd. (A Shares) | | 43,540 | 61,192 |
Yonghui Superstores Co. Ltd. (A Shares) | | 150,700 | 100,488 |
YongXing Special Materials Technology Co. Ltd. (A Shares) | | 9,000 | 139,115 |
Yonyou Network Technology Co. Ltd. (A Shares) | | 66,630 | 190,976 |
Youngor Group Co. Ltd. (A Shares) | | 97,993 | 100,846 |
Youngy Co. Ltd. (A Shares) (a) | | 6,500 | 101,184 |
YTO Express Group Co. Ltd. (A Shares) | | 62,400 | 168,349 |
Yuan Longping High-tech Agriculture Co. Ltd. (A Shares) (a) | | 34,000 | 83,260 |
Yunda Holding Co. Ltd. (A Shares) | | 53,320 | 123,301 |
Yunnan Aluminium Co. Ltd. (A Shares) (a) | | 63,700 | 99,285 |
Yunnan Baiyao Group Co. Ltd. (A Shares) | | 27,200 | 312,406 |
Yunnan Energy New Material Co. Ltd. | | 17,400 | 528,236 |
Yunnan Tin Co. Ltd. (A Shares) (a) | | 30,600 | 82,150 |
Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. (A Shares) | | 11,298 | 518,935 |
Zhejiang Century Huatong Group Co. Ltd. (A Shares) (a) | | 321,066 | 229,717 |
Zhejiang China Commodities City Group Co. Ltd. (A Shares) | | 139,000 | 106,574 |
Zhejiang Chint Electric Co. Ltd. (A Shares) | | 42,300 | 206,500 |
Zhejiang Dahua Technology Co. Ltd. (A Shares) | | 48,900 | 122,461 |
Zhejiang Dingli Machinery Co. Ltd. (A Shares) | | 8,900 | 49,744 |
Zhejiang Expressway Co. Ltd. (H Shares) | | 516,000 | 425,393 |
Zhejiang Fuchunjiang HP Co. Ltd. (A Shares) | | 130,200 | 87,654 |
Zhejiang HangKe Technology, Inc. Co. (A Shares) | | 8,227 | 53,858 |
Zhejiang Huahai Pharmaceutical Co. Ltd. (A Shares) | | 24,860 | 56,841 |
Zhejiang Huayou Cobalt Co. Ltd. (A Shares) | | 23,700 | 291,763 |
Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. (A Shares) | | 23,200 | 175,018 |
Zhejiang Jiuzhou Pharmaceutical Co. Ltd. (A Shares) | | 20,200 | 142,801 |
Zhejiang Juhua Co. Ltd. (A Shares) | | 57,500 | 97,942 |
Zhejiang Longsheng Group Co. Ltd. (A Shares) | | 52,600 | 79,812 |
Zhejiang NHU Co. Ltd. (A Shares) | | 44,400 | 179,006 |
Zhejiang Sanhua Intelligent Controls Co. Ltd. (A Shares) | | 57,850 | 145,124 |
Zhejiang Semir Garment Co. Ltd. (A Shares) | | 22,600 | 22,152 |
Zhejiang Supor Cookware Co. Ltd. | | 8,500 | 70,488 |
Zhejiang Weiming Enviroment Protection Co. Ltd. (A Shares) | | 45,000 | 166,047 |
Zhejiang Weixing New Building Materials Co. Ltd. (A Shares) | | 27,000 | 77,169 |
Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd. | | 11,500 | 70,981 |
Zhejiang Yongtai Technology Co. Ltd. (A Shares) (a) | | 19,600 | 73,679 |
Zheshang Securities Co. Ltd. | | 64,300 | 88,713 |
ZhongAn Online P & C Insurance Co. Ltd. (H Shares) (a)(c) | | 177,300 | 609,618 |
Zhongji Innolight Co. Ltd. (A Shares) | | 12,400 | 57,151 |
Zhongtai Securities Co. Ltd. (A Shares) | | 121,000 | 131,395 |
Zhuzhou CRRC Times Electric Co. Ltd. (H Shares) | | 186,100 | 731,610 |
Zhuzhou Hongda Electronics Corp. Ltd. (A Shares) | | 11,700 | 89,079 |
Zhuzhou Kibing Group Co. Ltd. (A Shares) | | 55,400 | 91,967 |
Zibo Qixiang Tengda Chemical Co. Ltd. (A Shares) | | 51,700 | 55,108 |
Zijin Mining Group Co. Ltd. (H Shares) | | 2,596,000 | 3,780,059 |
Zoomlion Heavy Industry Science and Technology Co. Ltd.: | | | |
(A Shares) | | 472,600 | 411,772 |
(H Shares) | | 20,400 | 11,928 |
ZTE Corp.: | | | |
(A Shares) | | 30,600 | 110,757 |
(H Shares) | | 349,280 | 733,351 |
|
TOTAL CHINA | | | 283,863,565 |
|
Colombia - 0.0% | | | |
Bancolombia SA | | 66,081 | 648,121 |
Ecopetrol SA | | 1,795,889 | 1,454,679 |
Grupo de Inversiones Suramerica SA | | 39,161 | 396,755 |
Interconexion Electrica SA ESP | | 153,801 | 845,556 |
|
TOTAL COLOMBIA | | | 3,345,111 |
|
Cyprus - 0.0% | | | |
Ozon Holdings PLC ADR (a)(d) | | 15,142 | 41,370 |
TCS Group Holding PLC unit (d) | | 40,237 | 66,818 |
|
TOTAL CYPRUS | | | 108,188 |
|
Czech Republic - 0.1% | | | |
CEZ A/S | | 61,003 | 2,617,666 |
Komercni Banka A/S | | 25,349 | 841,067 |
MONETA Money Bank A/S (c) | | 124,826 | 468,212 |
|
TOTAL CZECH REPUBLIC | | | 3,926,945 |
|
Denmark - 1.7% | | | |
A.P. Moller - Maersk A/S: | | | |
Series A | | 1,080 | 3,057,092 |
Series B | | 2,088 | 6,043,146 |
Ambu A/S Series B (b) | | 60,856 | 801,015 |
Carlsberg A/S Series B | | 35,047 | 4,452,134 |
Chr. Hansen Holding A/S | | 36,780 | 2,865,520 |
Coloplast A/S Series B | | 41,692 | 5,617,108 |
Danske Bank A/S | | 238,338 | 3,655,830 |
Demant A/S (a) | | 38,246 | 1,680,664 |
DSV A/S | | 72,549 | 11,894,535 |
Genmab A/S (a) | | 23,762 | 8,355,709 |
GN Store Nord A/S | | 44,082 | 1,654,377 |
Novo Nordisk A/S Series B | | 595,563 | 68,028,951 |
Novozymes A/S Series B | | 71,125 | 4,958,092 |
ORSTED A/S (c) | | 67,230 | 7,437,688 |
Pandora A/S | | 34,971 | 3,070,680 |
Rockwool International A/S Series B | | 2,743 | 767,163 |
Tryg A/S | | 121,807 | 2,896,221 |
Vestas Wind Systems A/S | | 358,778 | 9,149,200 |
|
TOTAL DENMARK | | | 146,385,125 |
|
Egypt - 0.0% | | | |
Commercial International Bank SAE | | 622,544 | 1,508,381 |
Commercial International Bank SAE sponsored GDR | | 162,799 | 365,968 |
Eastern Co. SAE | | 466,590 | 271,778 |
Fawry for Banking & Payment Technology Services SAE (a) | | 256,833 | 64,174 |
Fawry for Banking & Payment Technology Services SAE rights 5/11/22 (a) | | 240,691 | 49,987 |
|
TOTAL EGYPT | | | 2,260,288 |
|
Finland - 0.7% | | | |
Elisa Corp. (A Shares) | | 50,669 | 2,970,288 |
Fortum Corp. | | 161,870 | 2,691,228 |
Kesko Oyj | | 101,134 | 2,546,196 |
Kone OYJ (B Shares) | | 120,260 | 5,781,823 |
Neste OYJ | | 151,065 | 6,482,021 |
Nokia Corp. | | 1,914,337 | 9,705,823 |
Nordea Bank ABP | | 1,131,471 | 11,280,862 |
Orion Oyj (B Shares) | | 39,254 | 1,539,641 |
Sampo Oyj (A Shares) | | 175,019 | 8,498,479 |
Stora Enso Oyj (R Shares) | | 202,850 | 3,991,987 |
UPM-Kymmene Corp. | | 189,319 | 6,548,977 |
Wartsila Corp. | | 158,964 | 1,276,456 |
|
TOTAL FINLAND | | | 63,313,781 |
|
France - 6.4% | | | |
Accor SA (a) | | 61,369 | 2,016,194 |
Aeroports de Paris SA (a) | | 9,949 | 1,407,285 |
Air Liquide SA | | 159,175 | 27,538,610 |
Alstom SA | | 108,288 | 2,380,214 |
Amundi SA (c) | | 21,026 | 1,264,294 |
Arkema SA | | 21,834 | 2,487,861 |
AXA SA (b) | | 686,777 | 18,168,711 |
bioMerieux SA | | 13,867 | 1,320,165 |
BNP Paribas SA | | 399,533 | 20,716,341 |
Bollore SA | | 291,467 | 1,360,109 |
Bouygues SA | | 77,649 | 2,669,825 |
Bureau Veritas SA | | 106,177 | 3,050,116 |
Capgemini SA | | 57,069 | 11,618,053 |
Carrefour SA | | 219,255 | 4,649,864 |
CNP Assurances | | 56,577 | 1,243,252 |
Compagnie de St. Gobain | | 180,193 | 10,512,134 |
Compagnie Generale des Etablissements Michelin SCA Series B | | 60,553 | 7,500,095 |
Covivio | | 18,423 | 1,312,041 |
Credit Agricole SA | | 428,597 | 4,628,020 |
Danone SA | | 232,414 | 14,054,362 |
Dassault Aviation SA | | 8,790 | 1,475,007 |
Dassault Systemes SA | | 235,539 | 10,416,562 |
Edenred SA | | 89,283 | 4,483,985 |
EDF SA (a) | | 5,248 | 47,645 |
EDF SA | | 189,835 | 1,725,799 |
Eiffage SA | | 28,941 | 2,857,887 |
Engie SA (b) | | 650,519 | 7,676,436 |
EssilorLuxottica SA | | 101,598 | 17,296,838 |
Eurazeo SA | | 13,860 | 1,064,990 |
Faurecia SA | | 44,138 | 959,471 |
Gecina SA | | 15,982 | 1,800,343 |
Getlink SE | | 163,800 | 2,997,394 |
Hermes International SCA | | 11,185 | 13,791,747 |
Ipsen SA | | 12,661 | 1,312,487 |
Kering SA | | 26,625 | 14,166,427 |
Klepierre SA | | 68,438 | 1,638,108 |
L'Oreal SA (a) | | 4,395 | 1,598,945 |
L'Oreal SA | | 84,412 | 30,709,927 |
La Francaise des Jeux SAEM (c) | | 33,950 | 1,267,726 |
Legrand SA | | 96,700 | 8,568,991 |
LVMH Moet Hennessy Louis Vuitton SE | | 98,082 | 63,472,326 |
Orange SA | | 702,600 | 8,364,730 |
Orpea | | 17,798 | 636,498 |
Pernod Ricard SA | | 74,369 | 15,348,588 |
Publicis Groupe SA | | 79,950 | 4,799,935 |
Remy Cointreau SA | | 7,637 | 1,513,911 |
Renault SA (a) | | 64,634 | 1,579,242 |
Safran SA | | 122,639 | 13,171,238 |
Sanofi SA | | 402,511 | 42,543,373 |
Sartorius Stedim Biotech | | 9,707 | 3,176,412 |
Schneider Electric SA | | 192,013 | 27,547,930 |
SEB SA | | 9,807 | 1,177,696 |
Societe Generale Series A | | 290,986 | 6,993,571 |
Sodexo SA (a) | | 2,224 | 167,686 |
Sodexo SA | | 28,139 | 2,116,772 |
Teleperformance | | 21,019 | 7,543,951 |
Thales SA | | 38,241 | 4,895,803 |
TotalEnergies SE | | 888,872 | 43,646,259 |
Ubisoft Entertainment SA (a) | | 32,223 | 1,456,896 |
Valeo SA | | 78,041 | 1,418,873 |
Veolia Environnement SA | | 235,615 | 6,874,437 |
VINCI SA | | 190,629 | 18,497,467 |
Vivendi SA | | 265,789 | 3,052,741 |
Wendel SA | | 9,550 | 951,506 |
Worldline SA (a)(c) | | 82,810 | 3,258,093 |
|
TOTAL FRANCE | | | 549,960,195 |
|
Germany - 4.6% | | | |
adidas AG | | 67,791 | 13,670,679 |
Allianz SE | | 143,620 | 32,405,573 |
BASF AG | | 326,364 | 17,187,296 |
Bayer AG | | 347,917 | 22,917,656 |
Bayerische Motoren Werke AG (BMW) | | 112,119 | 9,156,286 |
Bechtle AG | | 27,729 | 1,281,349 |
Beiersdorf AG | | 36,334 | 3,649,405 |
Brenntag SE | | 53,946 | 4,162,660 |
Carl Zeiss Meditec AG | | 14,056 | 1,765,499 |
Commerzbank AG (a) | | 366,908 | 2,395,295 |
Continental AG | | 40,570 | 2,780,713 |
Covestro AG (c) | | 72,244 | 3,110,505 |
Daimler Truck Holding AG (a) | | 142,938 | 3,844,279 |
Delivery Hero AG (a)(c) | | 57,014 | 2,004,211 |
Deutsche Bank AG | | 736,107 | 7,360,579 |
Deutsche Borse AG | | 66,929 | 11,651,975 |
Deutsche Lufthansa AG (a)(b) | | 225,546 | 1,677,966 |
Deutsche Post AG | | 354,211 | 15,132,776 |
Deutsche Telekom AG | | 1,146,722 | 21,123,949 |
E.ON AG | | 796,505 | 8,289,196 |
Evonik Industries AG | | 77,269 | 2,021,078 |
Fresenius Medical Care AG & Co. KGaA | | 73,017 | 4,540,698 |
Fresenius SE & Co. KGaA | | 149,239 | 5,275,292 |
GEA Group AG | | 53,426 | 2,079,685 |
Hannover Reuck SE | | 21,744 | 3,379,684 |
HeidelbergCement AG | | 56,750 | 3,269,221 |
HelloFresh AG (a) | | 59,836 | 2,522,340 |
Henkel AG & Co. KGaA | | 37,934 | 2,407,335 |
Infineon Technologies AG | | 464,896 | 13,195,246 |
KION Group AG | | 24,581 | 1,367,341 |
Knorr-Bremse AG | | 26,460 | 1,886,985 |
Lanxess AG | | 28,116 | 1,086,854 |
LEG Immobilien AG | | 24,855 | 2,548,397 |
Mercedes-Benz Group AG (Germany) | | 303,342 | 21,173,638 |
Merck KGaA | | 45,903 | 8,516,264 |
MTU Aero Engines AG | | 18,786 | 3,788,492 |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | | 49,575 | 11,805,825 |
Nemetschek Se | | 19,768 | 1,568,677 |
Puma AG | | 39,124 | 2,878,690 |
Rational AG | | 1,690 | 1,030,976 |
RWE AG | | 228,144 | 9,472,399 |
SAP SE | | 368,965 | 37,393,129 |
Scout24 AG (c) | | 29,895 | 1,890,809 |
Siemens AG | | 271,607 | 33,395,437 |
Siemens Energy AG | | 143,871 | 2,771,282 |
Siemens Healthineers AG (c) | | 99,425 | 5,316,250 |
Symrise AG | | 47,054 | 5,599,158 |
Telefonica Deutschland Holding AG | | 354,765 | 1,066,966 |
Uniper SE | | 30,895 | 794,145 |
United Internet AG | | 33,293 | 1,071,064 |
Volkswagen AG | | 11,223 | 2,433,838 |
Vonovia SE | | 262,819 | 10,470,970 |
Zalando SE (a)(c) | | 78,511 | 3,089,114 |
|
TOTAL GERMANY | | | 396,675,126 |
|
Greece - 0.1% | | | |
Alpha Bank SA (a) | | 726,520 | 817,802 |
Eurobank Ergasias Services and Holdings SA (a) | | 914,084 | 944,747 |
Ff Group (a)(d) | | 5,453 | 6,903 |
Hellenic Telecommunications Organization SA | | 77,023 | 1,481,773 |
Jumbo SA | | 36,692 | 594,699 |
OPAP SA | | 74,537 | 1,104,816 |
Public Power Corp. of Greece (a) | | 68,974 | 552,228 |
|
TOTAL GREECE | | | 5,502,968 |
|
Hong Kong - 1.7% | | | |
AIA Group Ltd. | | 4,288,695 | 42,131,109 |
Beijing Enterprises Holdings Ltd. | | 173,500 | 586,542 |
BOC Hong Kong (Holdings) Ltd. | | 1,299,149 | 4,702,740 |
BYD Electronic International Co. Ltd. | | 235,500 | 469,434 |
China Everbright International Ltd. | | 1,262,481 | 741,042 |
China Jinmao Holdings Group Ltd. | | 1,742,000 | 572,517 |
China Merchants Holdings International Co. Ltd. | | 503,123 | 878,351 |
China Overseas Land and Investment Ltd. | | 1,371,000 | 4,235,403 |
China Power International Development Ltd. | | 1,767,248 | 854,493 |
China Resources Beer Holdings Co. Ltd. | | 563,162 | 3,307,924 |
China Resources Power Holdings Co. Ltd. | | 646,523 | 1,215,677 |
China Taiping Insurance Group Ltd. | | 613,577 | 701,482 |
China Traditional Chinese Medicine Holdings Co. Ltd. | | 944,000 | 459,937 |
CITIC Pacific Ltd. | | 2,215,000 | 2,291,440 |
CLP Holdings Ltd. | | 583,108 | 5,690,188 |
CSPC Pharmaceutical Group Ltd. | | 3,274,640 | 3,347,816 |
Far East Horizon Ltd. | | 553,000 | 451,070 |
Fosun International Ltd. | | 843,500 | 888,958 |
Galaxy Entertainment Group Ltd. | | 794,136 | 4,531,475 |
Ganfeng Lithium Co. Ltd. (H Shares) (c) | | 30,100 | 360,274 |
Guangdong Investment Ltd. | | 990,000 | 1,267,539 |
Hang Lung Properties Ltd. | | 748,998 | 1,432,512 |
Hang Seng Bank Ltd. | | 266,550 | 4,719,392 |
Henderson Land Development Co. Ltd. | | 509,059 | 2,058,643 |
Hong Kong & China Gas Co. Ltd. | | 3,893,468 | 4,294,186 |
Hong Kong Exchanges and Clearing Ltd. | | 429,602 | 18,223,277 |
Hua Hong Semiconductor Ltd. (a)(c) | | 177,000 | 687,339 |
Jinmao Property Services Co. Ltd. | | 1,316 | 965 |
Lenovo Group Ltd. | | 2,750,000 | 2,670,259 |
Link (REIT) | | 759,750 | 6,562,557 |
MMG Ltd. (a) | | 896,000 | 377,822 |
MTR Corp. Ltd. | | 534,898 | 2,841,970 |
New World Development Co. Ltd. | | 535,090 | 2,046,608 |
Power Assets Holdings Ltd. | | 487,854 | 3,282,659 |
Sino Land Ltd. | | 1,217,819 | 1,609,692 |
Sinotruk Hong Kong Ltd. | | 221,000 | 267,305 |
Sun Art Retail Group Ltd. | | 587,500 | 182,368 |
Sun Hung Kai Properties Ltd. | | 451,562 | 5,200,681 |
Swire Pacific Ltd. (A Shares) | | 166,004 | 945,544 |
Swire Properties Ltd. | | 387,155 | 927,839 |
Techtronic Industries Co. Ltd. | | 494,347 | 6,598,596 |
Wharf Holdings Ltd. | | 491,000 | 1,438,582 |
Yuexiu Property Co. Ltd. | | 470,400 | 489,458 |
|
TOTAL HONG KONG | | | 146,543,665 |
|
Hungary - 0.1% | | | |
MOL Hungarian Oil and Gas PLC Series A (For. Reg.) | | 142,928 | 1,219,221 |
OTP Bank PLC | | 77,465 | 2,333,763 |
Richter Gedeon PLC | | 45,999 | 917,449 |
|
TOTAL HUNGARY | | | 4,470,433 |
|
India - 3.9% | | | |
ACC Ltd. | | 24,432 | 738,177 |
Adani Enterprises Ltd. | | 100,121 | 3,027,348 |
Adani Green Energy Ltd. (a) | | 139,286 | 5,206,006 |
Adani Ports & Special Economic Zone Ltd. | | 168,855 | 1,873,594 |
Adani Total Gas Ltd. (a) | | 96,440 | 3,060,215 |
Adani Transmissions Ltd. (a) | | 95,653 | 3,454,806 |
Ambuja Cements Ltd. | | 236,540 | 1,143,130 |
Apollo Hospitals Enterprise Ltd. | | 33,915 | 1,961,533 |
Asian Paints Ltd. | | 133,415 | 5,616,937 |
Aurobindo Pharma Ltd. | | 131,260 | 1,071,963 |
Avenue Supermarts Ltd. (a)(c) | | 59,179 | 3,027,792 |
Axis Bank Ltd. (a) | | 815,647 | 7,679,443 |
Bajaj Auto Ltd. | | 25,331 | 1,227,985 |
Bajaj Finance Ltd. | | 97,733 | 8,414,595 |
Bajaj Finserv Ltd. | | 13,437 | 2,586,559 |
Balkrishna Industries Ltd. | | 27,750 | 771,796 |
Bandhan Bank Ltd. (c) | | 221,635 | 959,926 |
Berger Paints India Ltd. | | 95,136 | 890,935 |
Bharat Electronics Ltd. | | 407,501 | 1,259,702 |
Bharat Forge Ltd. | | 79,445 | 721,498 |
Bharat Petroleum Corp. Ltd. | | 311,919 | 1,466,109 |
Bharti Airtel Ltd. (a) | | 890,695 | 8,537,953 |
Biocon Ltd. (a) | | 135,827 | 650,714 |
Britannia Industries Ltd. | | 39,660 | 1,690,557 |
Cholamandalam Investment and Finance Co. Ltd. | | 136,651 | 1,307,137 |
Cipla Ltd./India (a) | | 183,827 | 2,343,367 |
Coal India Ltd. | | 517,479 | 1,225,607 |
Colgate-Palmolive Ltd. | | 46,734 | 1,007,299 |
Container Corp. of India Ltd. | | 80,233 | 671,567 |
Dabur India Ltd. | | 218,533 | 1,580,134 |
Divi's Laboratories Ltd. | | 49,223 | 2,877,930 |
DLF Ltd. | | 210,257 | 1,011,810 |
Dr. Reddy's Laboratories Ltd. | | 42,576 | 2,290,246 |
Eicher Motors Ltd. | | 49,988 | 1,703,244 |
GAIL India Ltd. | | 506,656 | 1,046,157 |
Godrej Consumer Products Ltd. (a) | | 145,965 | 1,478,430 |
Godrej Properties Ltd. (a) | | 40,900 | 830,861 |
Grasim Industries Ltd. | | 89,616 | 1,966,814 |
Havells India Ltd. | | 83,817 | 1,427,234 |
HCL Technologies Ltd. | | 391,783 | 5,480,891 |
HDFC Asset Management Co. Ltd. (c) | | 18,183 | 480,878 |
HDFC Standard Life Insurance Co. Ltd. (c) | | 327,789 | 2,482,427 |
Hero Motocorp Ltd. | | 42,019 | 1,363,315 |
Hindalco Industries Ltd. | | 550,500 | 3,423,129 |
Hindustan Petroleum Corp. Ltd. | | 205,776 | 722,349 |
Hindustan Unilever Ltd. | | 299,110 | 8,679,749 |
Housing Development Finance Corp. Ltd. | | 616,397 | 17,762,759 |
ICICI Bank Ltd. | | 1,831,565 | 17,585,681 |
ICICI Lombard General Insurance Co. Ltd. (c) | | 75,008 | 1,245,275 |
ICICI Prudential Life Insurance Co. Ltd. (c) | | 120,200 | 819,848 |
Indian Oil Corp. Ltd. | | 686,311 | 1,118,275 |
Indian Railway Catering & Tourism Corp. Ltd. | | 78,104 | 750,850 |
Indraprastha Gas Ltd. | | 93,380 | 427,811 |
Indus Towers Ltd. | | 227,131 | 616,737 |
Info Edge India Ltd. | | 25,899 | 1,558,797 |
Infosys Ltd. | | 1,060,709 | 21,471,616 |
Infosys Ltd. sponsored ADR | | 141,203 | 2,805,704 |
InterGlobe Aviation Ltd. (a)(c) | | 30,232 | 727,193 |
ITC Ltd. | | 1,028,777 | 3,463,216 |
JSW Steel Ltd. | | 298,413 | 2,805,256 |
Jubilant Foodworks Ltd. | | 131,670 | 928,700 |
Kotak Mahindra Bank Ltd. (a) | | 203,356 | 4,710,155 |
Larsen & Toubro Infotech Ltd. (c) | | 17,350 | 1,084,759 |
Larsen & Toubro Ltd. | | 239,803 | 5,263,915 |
Lupin Ltd. | | 70,743 | 684,834 |
Mahindra & Mahindra Ltd. | | 307,071 | 3,674,347 |
Marico Ltd. | | 170,433 | 1,156,991 |
Maruti Suzuki India Ltd. | | 47,419 | 4,743,560 |
MindTree Consulting Ltd. | | 23,624 | 1,079,714 |
Motherson Sumi Systems Ltd. | | 431,960 | 770,637 |
Mphasis BFL Ltd. | | 29,912 | 1,097,067 |
MRF Ltd. | | 591 | 558,329 |
Muthoot Finance Ltd. | | 38,516 | 630,848 |
Nestle India Ltd. | | 12,637 | 3,009,343 |
NTPC Ltd. | | 1,702,934 | 3,452,281 |
Oil & Natural Gas Corp. Ltd. | | 888,884 | 1,839,903 |
Page Industries Ltd. | | 1,873 | 1,109,308 |
Petronet LNG Ltd. | | 244,985 | 648,587 |
PI Industries Ltd. | | 28,564 | 1,055,528 |
Pidilite Industries Ltd. | | 51,368 | 1,621,773 |
Piramal Enterprises Ltd. | | 43,810 | 1,225,612 |
Power Grid Corp. of India Ltd. | | 1,163,680 | 3,444,232 |
Reliance Industries Ltd. | | 1,012,733 | 36,649,456 |
SBI Cards & Payment Services Ltd. | | 78,269 | 843,233 |
SBI Life Insurance Co. Ltd. (c) | | 170,892 | 2,451,501 |
Shree Cement Ltd. | | 3,685 | 1,238,372 |
Shriram Transport Finance Co. Ltd. | | 67,044 | 1,040,165 |
Siemens Ltd. | | 23,200 | 682,831 |
SRF Ltd. | | 49,505 | 1,608,082 |
State Bank of India | | 651,822 | 4,181,354 |
Sun Pharmaceutical Industries Ltd. | | 290,939 | 3,512,617 |
Tata Consultancy Services Ltd. | | 329,128 | 15,150,632 |
Tata Consumer Products Ltd. | | 216,240 | 2,314,212 |
Tata Motors Ltd. (a) | | 640,548 | 3,620,447 |
Tata Power Co. Ltd./The | | 509,616 | 1,594,804 |
Tata Steel Ltd. | | 253,696 | 4,160,439 |
Tech Mahindra Ltd. | | 219,479 | 3,580,228 |
Titan Co. Ltd. | | 123,466 | 3,934,862 |
Torrent Pharmaceuticals Ltd. | | 18,526 | 677,334 |
Trent Ltd. | | 59,294 | 941,646 |
Ultratech Cement Ltd. | | 35,199 | 3,027,793 |
United Spirits Ltd. (a) | | 101,485 | 1,136,416 |
UPL Ltd. (a) | | 179,966 | 1,919,178 |
Vedanta Ltd. | | 377,396 | 1,982,820 |
Wipro Ltd. | | 473,319 | 3,106,132 |
Yes Bank Ltd. (a) | | 3,835,020 | 678,208 |
Zomato Ltd. (a) | | 521,662 | 483,177 |
|
TOTAL INDIA | | | 329,905,228 |
|
Indonesia - 0.6% | | | |
PT Adaro Energy Tbk | | 5,450,800 | 1,245,371 |
PT Aneka Tambang Tbk | | 3,041,400 | 543,532 |
PT Astra International Tbk | | 7,350,900 | 3,838,210 |
PT Bank Central Asia Tbk | | 19,826,200 | 11,119,953 |
PT Bank Jago Tbk (a) | | 1,464,300 | 1,176,176 |
PT Bank Mandiri (Persero) Tbk | | 6,710,500 | 4,120,482 |
PT Bank Negara Indonesia (Persero) Tbk | | 2,605,700 | 1,645,892 |
PT Bank Rakyat Indonesia (Persero) Tbk | | 24,537,654 | 8,175,631 |
PT Barito Pacific Tbk | | 9,265,300 | 541,389 |
PT Charoen Pokphand Indonesia Tbk | | 2,440,600 | 865,233 |
PT Gudang Garam Tbk | | 147,900 | 312,951 |
PT Indah Kiat Pulp & Paper Tbk | | 941,400 | 490,641 |
PT Indocement Tunggal Prakarsa Tbk | | 495,100 | 356,807 |
PT Indofood CBP Sukses Makmur Tbk | | 850,500 | 447,424 |
PT Indofood Sukses Makmur Tbk | | 1,382,900 | 601,769 |
PT Kalbe Farma Tbk | | 7,053,500 | 796,344 |
PT Merdeka Copper Gold Tbk (a) | | 4,646,995 | 1,693,495 |
PT Sarana Menara Nusantara Tbk | | 7,317,100 | 509,456 |
PT Semen Gresik (Persero) Tbk | | 1,074,900 | 474,322 |
PT Surya Citra Media Tbk (a) | | 20 | 0 |
PT Telkom Indonesia Persero Tbk | | 17,920,800 | 5,705,281 |
PT Tower Bersama Infrastructure Tbk | | 2,776,100 | 576,393 |
PT Unilever Indonesia Tbk | | 2,639,400 | 706,472 |
PT United Tractors Tbk | | 588,600 | 1,228,231 |
|
TOTAL INDONESIA | | | 47,171,455 |
|
Ireland - 0.5% | | | |
CRH PLC | | 233,287 | 9,220,637 |
CRH PLC sponsored ADR | | 42,377 | 1,677,282 |
DCC PLC (United Kingdom) | | 35,802 | 2,712,680 |
Flutter Entertainment PLC (a) | | 20,903 | 2,111,341 |
Flutter Entertainment PLC (Ireland) (a) | | 39,056 | 3,924,717 |
James Hardie Industries PLC CDI | | 155,331 | 4,477,924 |
Kerry Group PLC Class A | | 56,194 | 6,201,836 |
Kingspan Group PLC (Ireland) | | 54,513 | 5,074,455 |
Smurfit Kappa Group PLC | | 84,808 | 3,583,628 |
|
TOTAL IRELAND | | | 38,984,500 |
|
Isle of Man - 0.1% | | | |
Entain PLC (a) | | 204,644 | 3,845,327 |
NEPI Rockcastle PLC | | 152,021 | 930,143 |
|
TOTAL ISLE OF MAN | | | 4,775,470 |
|
Israel - 0.4% | | | |
Azrieli Group | | 14,046 | 1,215,721 |
Bank Hapoalim BM (Reg.) | | 404,090 | 3,773,443 |
Bank Leumi le-Israel BM | | 515,770 | 5,452,735 |
Check Point Software Technologies Ltd. (a) | | 37,964 | 4,794,474 |
CyberArk Software Ltd. (a) | | 14,088 | 2,213,788 |
Elbit Systems Ltd. (Israel) | | 9,309 | 2,030,472 |
Icl Group Ltd. | | 252,403 | 2,787,847 |
InMode Ltd. (a) | | 16,244 | 407,887 |
Israel Discount Bank Ltd. (Class A) | | 427,433 | 2,547,444 |
Kornit Digital Ltd. (a) | | 16,366 | 1,088,339 |
Mizrahi Tefahot Bank Ltd. | | 47,848 | 1,784,090 |
NICE Ltd. (a) | | 18,854 | 3,880,909 |
Teva Pharmaceutical Industries Ltd. sponsored ADR (a) | | 397,322 | 3,460,675 |
Wix.com Ltd. (a) | | 21,862 | 1,649,707 |
|
TOTAL ISRAEL | | | 37,087,531 |
|
Italy - 1.1% | | | |
Amplifon SpA | | 43,588 | 1,738,937 |
Assicurazioni Generali SpA (b) | | 390,487 | 7,393,125 |
Atlantia SpA | | 176,595 | 4,212,769 |
DiaSorin SpA | | 8,822 | 1,155,610 |
Enel SpA | | 2,882,456 | 18,744,304 |
Eni SpA | | 896,628 | 12,533,775 |
FinecoBank SpA | | 213,893 | 2,973,404 |
Infrastrutture Wireless Italiane SpA (c) | | 112,155 | 1,196,731 |
Intesa Sanpaolo SpA | | 5,893,801 | 12,009,902 |
Mediobanca SpA | | 209,646 | 2,101,251 |
Moncler SpA | | 71,471 | 3,723,189 |
Nexi SpA (a)(c) | | 181,501 | 1,780,148 |
Poste Italiane SpA (c) | | 196,190 | 1,922,493 |
Prysmian SpA | | 90,283 | 2,936,446 |
Recordati SpA | | 36,494 | 1,758,586 |
Snam SpA | | 703,560 | 3,858,747 |
Telecom Italia SpA | | 1,361,035 | 397,451 |
Telecom Italia SpA (Risparmio Shares) | | 2,255,697 | 627,889 |
Terna - Rete Elettrica Naziona | | 502,978 | 4,102,330 |
UniCredit SpA | | 754,607 | 6,983,948 |
|
TOTAL ITALY | | | 92,151,035 |
|
Japan - 13.5% | | | |
Advantest Corp. | | 70,537 | 4,814,016 |
AEON Co. Ltd. | | 228,742 | 4,347,300 |
AGC, Inc. | | 70,373 | 2,638,243 |
Aisin Seiki Co. Ltd. | | 51,762 | 1,503,715 |
Ajinomoto Co., Inc. | | 162,261 | 4,215,793 |
Ana Holdings, Inc. (a) | | 51,956 | 979,405 |
Asahi Group Holdings | | 159,449 | 6,010,087 |
ASAHI INTECC Co. Ltd. | | 74,592 | 1,441,411 |
Asahi Kasei Corp. | | 445,830 | 3,657,897 |
Astellas Pharma, Inc. | | 667,230 | 10,159,055 |
Azbil Corp. | | 41,522 | 1,260,694 |
Bandai Namco Holdings, Inc. | | 69,698 | 4,718,760 |
Benefit One, Inc. | | 25,800 | 391,191 |
Bridgestone Corp. | | 203,820 | 7,470,757 |
Brother Industries Ltd. | | 81,321 | 1,413,326 |
Canon, Inc. | | 354,483 | 8,156,358 |
Capcom Co. Ltd. | | 60,874 | 1,606,289 |
Central Japan Railway Co. | | 51,442 | 6,475,786 |
Chiba Bank Ltd. | | 181,432 | 1,045,645 |
Chubu Electric Power Co., Inc. | | 236,944 | 2,391,965 |
Chugai Pharmaceutical Co. Ltd. | | 240,060 | 7,193,438 |
Concordia Financial Group Ltd. | | 362,215 | 1,318,139 |
Cosmos Pharmaceutical Corp. | | 6,921 | 638,030 |
CyberAgent, Inc. | | 143,500 | 1,516,058 |
Dai Nippon Printing Co. Ltd. | | 74,438 | 1,555,608 |
Dai-ichi Mutual Life Insurance Co. | | 359,365 | 7,195,932 |
Daifuku Co. Ltd. | | 34,401 | 2,115,271 |
Daiichi Sankyo Kabushiki Kaisha | | 623,273 | 15,693,338 |
Daikin Industries Ltd. | | 88,746 | 13,561,960 |
Daito Trust Construction Co. Ltd. | | 21,965 | 2,115,491 |
Daiwa House Industry Co. Ltd. | | 208,259 | 5,006,587 |
Daiwa House REIT Investment Corp. | | 742 | 1,806,030 |
Daiwa Securities Group, Inc. | | 501,744 | 2,459,112 |
DENSO Corp. | | 155,125 | 9,454,134 |
Dentsu Group, Inc. | | 75,814 | 2,732,462 |
Disco Corp. | | 10,329 | 2,528,027 |
East Japan Railway Co. | | 104,795 | 5,464,723 |
Eisai Co. Ltd. | | 83,148 | 3,621,173 |
ENEOS Holdings, Inc. | | 1,067,405 | 3,755,788 |
FANUC Corp. | | 68,290 | 10,463,944 |
Fast Retailing Co. Ltd. | | 20,758 | 9,557,112 |
Fuji Electric Co. Ltd. | | 45,225 | 1,983,149 |
FUJIFILM Holdings Corp. | | 130,353 | 7,165,668 |
Fujitsu Ltd. | | 69,894 | 10,564,419 |
GLP J-REIT | | 1,469 | 1,982,231 |
GMO Payment Gateway, Inc. | | 14,341 | 1,203,209 |
Hakuhodo DY Holdings, Inc. | | 79,424 | 937,328 |
Hamamatsu Photonics K.K. | | 48,142 | 2,154,026 |
Hankyu Hanshin Holdings, Inc. | | 77,321 | 2,040,625 |
Hikari Tsushin, Inc. | | 7,122 | 833,938 |
Hino Motors Ltd. | | 96,082 | 495,975 |
Hirose Electric Co. Ltd. | | 11,315 | 1,435,579 |
Hitachi Construction Machinery Co. Ltd. | | 37,409 | 846,990 |
Hitachi Ltd. | | 345,556 | 16,388,501 |
Hitachi Metals Ltd. (a) | | 73,604 | 1,148,568 |
Honda Motor Co. Ltd. | | 580,209 | 15,261,558 |
Hoshizaki Corp. | | 18,350 | 1,162,332 |
Hoya Corp. | | 132,170 | 13,116,833 |
Hulic Co. Ltd. | | 124,294 | 1,049,464 |
Ibiden Co. Ltd. | | 36,005 | 1,345,574 |
Idemitsu Kosan Co. Ltd. | | 73,485 | 1,936,703 |
Iida Group Holdings Co. Ltd. | | 47,140 | 749,744 |
INPEX Corp. | | 356,606 | 4,242,960 |
Isuzu Motors Ltd. | | 204,645 | 2,387,344 |
ITO EN Ltd. | | 17,453 | 717,240 |
Itochu Corp. | | 418,122 | 12,619,332 |
ITOCHU Techno-Solutions Corp. | | 31,798 | 744,576 |
Japan Airlines Co. Ltd. (a) | | 49,240 | 812,927 |
Japan Exchange Group, Inc. | | 187,008 | 2,784,626 |
Japan Post Bank Co. Ltd. | | 139,190 | 1,050,090 |
Japan Post Holdings Co. Ltd. | | 866,830 | 6,078,090 |
Japan Post Insurance Co. Ltd. | | 70,916 | 1,146,697 |
Japan Real Estate Investment Corp. | | 428 | 2,071,460 |
Japan Retail Fund Investment Corp. | | 2,394 | 1,902,821 |
Japan Tobacco, Inc. | | 432,281 | 7,353,877 |
JFE Holdings, Inc. | | 181,542 | 2,220,032 |
JSR Corp. | | 69,101 | 1,876,446 |
Kajima Corp. | | 157,544 | 1,755,746 |
Kakaku.com, Inc. | | 43,533 | 911,660 |
Kansai Electric Power Co., Inc. | | 244,594 | 2,144,111 |
Kansai Paint Co. Ltd. | | 58,772 | 809,404 |
Kao Corp. | | 172,705 | 6,921,753 |
KDDI Corp. | | 568,987 | 18,841,834 |
Keio Corp. | | 34,002 | 1,304,064 |
Keisei Electric Railway Co. | | 43,630 | 1,069,784 |
Keyence Corp. | | 69,020 | 27,746,333 |
Kikkoman Corp. | | 51,273 | 2,881,602 |
Kintetsu Group Holdings Co. Ltd. (a) | | 61,370 | 1,759,555 |
Kirin Holdings Co. Ltd. | | 288,508 | 4,205,790 |
Kobayashi Pharmaceutical Co. Ltd. | | 18,448 | 1,258,055 |
Kobe Bussan Co. Ltd. | | 46,421 | 1,131,712 |
Koei Tecmo Holdings Co. Ltd. | | 21,338 | 654,330 |
Koito Manufacturing Co. Ltd. | | 37,702 | 1,383,458 |
Komatsu Ltd. | | 313,463 | 7,054,950 |
Konami Holdings Corp. | | 31,892 | 1,961,147 |
Kose Corp. | | 11,134 | 1,143,028 |
Kubota Corp. | | 367,225 | 6,238,664 |
Kurita Water Industries Ltd. | | 33,298 | 1,136,005 |
Kyocera Corp. | | 115,617 | 6,070,697 |
Kyowa Hakko Kirin Co., Ltd. | | 96,663 | 2,037,344 |
Lasertec Corp. | | 26,574 | 3,550,324 |
Lawson, Inc. | | 17,551 | 645,530 |
Lion Corp. | | 74,522 | 767,833 |
LIXIL Group Corp. | | 90,861 | 1,598,093 |
M3, Inc. | | 156,434 | 4,995,556 |
Makita Corp. | | 83,920 | 2,480,410 |
Marubeni Corp. | | 558,129 | 6,092,325 |
Mazda Motor Corp. (a) | | 190,172 | 1,350,365 |
McDonald's Holdings Co. (Japan) Ltd. | | 28,068 | 1,113,538 |
Medipal Holdings Corp. | | 58,675 | 966,283 |
Meiji Holdings Co. Ltd. | | 45,813 | 2,283,637 |
Mercari, Inc. (a) | | 32,785 | 537,261 |
Minebea Mitsumi, Inc. | | 137,660 | 2,641,168 |
Misumi Group, Inc. | | 107,075 | 2,684,833 |
Mitsubishi Chemical Holdings Corp. | | 477,462 | 2,911,393 |
Mitsubishi Corp. | | 447,014 | 15,008,729 |
Mitsubishi Electric Corp. | | 655,796 | 6,868,998 |
Mitsubishi Estate Co. Ltd. | | 424,867 | 6,188,859 |
Mitsubishi Gas Chemical Co., Inc. | | 52,959 | 773,358 |
Mitsubishi Heavy Industries Ltd. | | 111,901 | 3,825,912 |
Mitsubishi UFJ Financial Group, Inc. | | 4,228,757 | 24,583,357 |
Mitsubishi UFJ Lease & Finance Co. Ltd. | | 244,499 | 1,100,116 |
Mitsui & Co. Ltd. | | 552,304 | 13,374,487 |
Mitsui Chemicals, Inc. | | 61,343 | 1,401,559 |
Mitsui Fudosan Co. Ltd. | | 329,406 | 6,981,350 |
Mitsui OSK Lines Ltd. | | 119,100 | 2,788,265 |
Miura Co. Ltd. | | 30,289 | 632,667 |
Mizuho Financial Group, Inc. | | 852,514 | 10,351,829 |
MonotaRO Co. Ltd. | | 88,150 | 1,514,245 |
MS&AD Insurance Group Holdings, Inc. | | 160,437 | 4,775,771 |
Murata Manufacturing Co. Ltd. | | 205,566 | 12,253,275 |
NEC Corp. | | 85,456 | 3,315,340 |
Nexon Co. Ltd. | | 170,979 | 3,893,381 |
NGK Insulators Ltd. | | 87,460 | 1,176,479 |
Nidec Corp. | | 161,241 | 10,424,087 |
Nihon M&A Center Holdings, Inc. | | 117,194 | 1,443,105 |
Nintendo Co. Ltd. | | 39,011 | 17,804,258 |
Nippon Building Fund, Inc. | | 570 | 2,959,045 |
Nippon Express Holdings, Inc. | | 25,773 | 1,511,091 |
Nippon Paint Holdings Co. Ltd. | | 290,110 | 2,298,059 |
Nippon Prologis REIT, Inc. | | 717 | 1,984,491 |
Nippon Sanso Holdings Corp. | | 49,047 | 882,625 |
Nippon Shinyaku Co. Ltd. | | 16,645 | 1,125,765 |
Nippon Steel & Sumitomo Metal Corp. | | 298,124 | 4,733,789 |
Nippon Telegraph & Telephone Corp. | | 422,261 | 12,443,761 |
Nippon Yusen KK | | 58,751 | 4,238,532 |
Nissan Chemical Corp. | | 43,522 | 2,298,946 |
Nissan Motor Co. Ltd. (a) | | 811,471 | 3,248,762 |
Nisshin Seifun Group, Inc. | | 68,384 | 911,615 |
Nissin Food Holdings Co. Ltd. | | 22,663 | 1,576,498 |
Nitori Holdings Co. Ltd. | | 29,880 | 3,074,035 |
Nitto Denko Corp. | | 53,455 | 3,587,952 |
Nomura Holdings, Inc. | | 1,064,606 | 4,099,219 |
Nomura Real Estate Holdings, Inc. | | 39,014 | 950,605 |
Nomura Real Estate Master Fund, Inc. | | 1,457 | 1,829,321 |
Nomura Research Institute Ltd. | | 116,324 | 3,289,227 |
NTT Data Corp. | | 218,215 | 4,023,430 |
Obayashi Corp. | | 226,743 | 1,559,344 |
OBIC Co. Ltd. | | 24,369 | 3,600,260 |
Odakyu Electric Railway Co. Ltd. | | 97,790 | 1,480,839 |
Oji Holdings Corp. | | 291,256 | 1,379,681 |
Olympus Corp. | | 395,048 | 6,953,290 |
OMRON Corp. | | 65,384 | 3,854,653 |
Ono Pharmaceutical Co. Ltd. | | 128,865 | 3,310,613 |
Open House Group Co. Ltd. | | 29,300 | 1,133,754 |
Oracle Corp. Japan | | 12,538 | 805,709 |
Oriental Land Co. Ltd. | | 71,197 | 10,769,983 |
ORIX Corp. | | 437,596 | 7,981,301 |
ORIX JREIT, Inc. | | 916 | 1,238,176 |
Osaka Gas Co. Ltd. | | 131,375 | 2,367,826 |
Otsuka Corp. | | 40,404 | 1,324,124 |
Otsuka Holdings Co. Ltd. | | 136,685 | 4,592,950 |
Pan Pacific International Holdings Ltd. | | 149,708 | 2,292,533 |
Panasonic Holdings Corp. | | 791,780 | 7,057,291 |
Persol Holdings Co. Ltd. | | 60,777 | 1,205,794 |
Pola Orbis Holdings, Inc. | | 33,088 | 381,476 |
Rakuten Group, Inc. | | 289,450 | 2,034,800 |
Recruit Holdings Co. Ltd. | | 482,536 | 17,507,185 |
Renesas Electronics Corp. (a) | | 441,867 | 4,718,242 |
Resona Holdings, Inc. | | 721,043 | 3,135,405 |
Ricoh Co. Ltd. | | 226,562 | 1,654,336 |
Rinnai Corp. | | 11,837 | 756,614 |
ROHM Co. Ltd. | | 33,787 | 2,360,389 |
Ryohin Keikaku Co. Ltd. | | 85,038 | 764,248 |
Santen Pharmaceutical Co. Ltd. | | 122,159 | 993,725 |
SBI Holdings, Inc. Japan | | 93,464 | 2,090,521 |
SCSK Corp. | | 50,256 | 798,986 |
Secom Co. Ltd. | | 75,306 | 5,298,115 |
Seiko Epson Corp. | | 95,562 | 1,346,232 |
Sekisui Chemical Co. Ltd. | | 136,352 | 1,846,361 |
Sekisui House Ltd. | | 213,708 | 3,711,668 |
Seven & i Holdings Co. Ltd. | | 267,040 | 11,807,686 |
SG Holdings Co. Ltd. | | 109,616 | 1,931,728 |
Sharp Corp. | | 71,813 | 607,632 |
Shimadzu Corp. | | 90,121 | 2,946,250 |
SHIMANO, Inc. | | 25,774 | 4,566,752 |
SHIMIZU Corp. | | 192,843 | 1,011,198 |
Shin-Etsu Chemical Co. Ltd. | | 126,349 | 17,364,712 |
Shionogi & Co. Ltd. | | 92,160 | 5,126,485 |
Shiseido Co. Ltd. | | 140,294 | 6,631,900 |
Shizuoka Bank Ltd. | | 151,112 | 977,706 |
SMC Corp. | | 20,357 | 9,857,275 |
SoftBank Corp. | | 1,013,029 | 11,789,494 |
SoftBank Group Corp. | | 428,542 | 17,626,036 |
Sohgo Security Services Co., Ltd. | | 24,372 | 677,026 |
Sompo Holdings, Inc. | | 108,679 | 4,424,322 |
Sony Group Corp. | | 447,142 | 38,588,839 |
Square Enix Holdings Co. Ltd. | | 29,692 | 1,185,476 |
Stanley Electric Co. Ltd. | | 43,925 | 757,404 |
Subaru Corp. | | 215,205 | 3,265,674 |
Sumco Corp. | | 127,464 | 1,835,694 |
Sumitomo Chemical Co. Ltd. | | 527,585 | 2,243,400 |
Sumitomo Corp. | | 396,561 | 6,275,039 |
Sumitomo Dainippon Pharma Co., Ltd. | | 59,374 | 528,880 |
Sumitomo Electric Industries Ltd. | | 265,032 | 2,849,314 |
Sumitomo Metal Mining Co. Ltd. | | 86,428 | 3,790,452 |
Sumitomo Mitsui Financial Group, Inc. | | 463,185 | 13,994,647 |
Sumitomo Mitsui Trust Holdings, Inc. | | 117,327 | 3,641,539 |
Sumitomo Realty & Development Co. Ltd. | | 108,508 | 2,878,552 |
Suntory Beverage & Food Ltd. | | 52,537 | 2,070,011 |
Suzuki Motor Corp. | | 128,964 | 3,887,635 |
Sysmex Corp. | | 58,465 | 3,835,162 |
T&D Holdings, Inc. | | 194,927 | 2,504,898 |
Taisei Corp. | | 66,787 | 1,809,127 |
Taisho Pharmaceutical Holdings Co. Ltd. | | 14,133 | 556,670 |
Takeda Pharmaceutical Co. Ltd. | | 564,046 | 16,366,667 |
TDK Corp. | | 135,984 | 4,200,780 |
Terumo Corp. | | 232,435 | 6,918,462 |
TIS, Inc. | | 72,520 | 1,628,753 |
Tobu Railway Co. Ltd. | | 64,186 | 1,442,784 |
Toho Co. Ltd. | | 43,313 | 1,607,235 |
Tokio Marine Holdings, Inc. | | 222,821 | 12,047,642 |
Tokyo Century Corp. | | 12,443 | 383,271 |
Tokyo Electric Power Co., Inc. (a) | | 523,866 | 1,808,258 |
Tokyo Electron Ltd. | | 53,048 | 22,383,429 |
Tokyo Gas Co. Ltd. | | 131,362 | 2,516,168 |
Tokyu Corp. | | 174,081 | 2,128,804 |
Toppan, Inc. | | 91,458 | 1,511,771 |
Toray Industries, Inc. | | 521,353 | 2,470,840 |
Toshiba Corp. | | 136,079 | 5,651,133 |
Tosoh Corp. | | 87,951 | 1,214,473 |
Toto Ltd. | | 48,239 | 1,625,597 |
Toyo Suisan Kaisha Ltd. | | 29,187 | 901,188 |
Toyota Industries Corp. | | 51,642 | 3,097,323 |
Toyota Motor Corp. | | 3,752,965 | 64,302,217 |
Toyota Tsusho Corp. | | 72,911 | 2,619,492 |
Trend Micro, Inc. | | 45,630 | 2,544,188 |
Tsuruha Holdings, Inc. | | 13,536 | 691,798 |
Unicharm Corp. | | 140,997 | 4,905,568 |
USS Co. Ltd. | | 74,217 | 1,235,568 |
Welcia Holdings Co. Ltd. | | 32,592 | 668,105 |
West Japan Railway Co. | | 77,059 | 2,860,352 |
Yakult Honsha Co. Ltd. | | 47,827 | 2,476,512 |
Yamaha Corp. | | 52,932 | 2,022,372 |
Yamaha Motor Co. Ltd. | | 114,578 | 2,365,543 |
Yamato Holdings Co. Ltd. | | 98,802 | 1,848,783 |
Yaskawa Electric Corp. | | 90,035 | 3,057,181 |
Yokogawa Electric Corp. | | 89,023 | 1,419,248 |
Z Holdings Corp. | | 938,496 | 3,684,384 |
ZOZO, Inc. | | 40,307 | 843,928 |
|
TOTAL JAPAN | | | 1,156,447,608 |
|
Korea (South) - 3.3% | | | |
Alteogen, Inc. (a) | | 8,563 | 384,118 |
AMOREPACIFIC Corp. | | 10,592 | 1,499,288 |
AMOREPACIFIC Group, Inc. | | 9,193 | 359,740 |
BGF Retail Co. Ltd. | | 3,024 | 430,255 |
Celltrion Healthcare Co. Ltd. | | 29,586 | 1,482,056 |
Celltrion Pharm, Inc. | | 5,919 | 427,907 |
Celltrion, Inc. | | 36,034 | 4,959,682 |
Cheil Worldwide, Inc. | | 26,874 | 533,681 |
CJ CheilJedang Corp. | | 3,143 | 983,125 |
CJ Corp. | | 4,083 | 277,473 |
CJ ENM Co. Ltd. | | 4,195 | 419,103 |
CJ Logistics Corp. (a) | | 3,520 | 339,038 |
Coway Co. Ltd. | | 18,378 | 1,023,880 |
Db Insurance Co. Ltd. | | 15,587 | 828,020 |
Doosan Bobcat, Inc. | | 16,751 | 541,399 |
Doosan Heavy Industries & Construction Co. Ltd. (a) | | 120,509 | 1,907,121 |
E-Mart, Inc. | | 6,910 | 711,233 |
Ecopro BM Co. Ltd. | | 3,669 | 1,348,276 |
F&F Co. Ltd. | | 5,555 | 610,006 |
Green Cross Corp. | | 2,118 | 312,706 |
GS Engineering & Construction Corp. | | 24,126 | 790,238 |
GS Holdings Corp. | | 14,660 | 503,716 |
Hana Financial Group, Inc. | | 104,426 | 3,856,376 |
Hankook Tire Co. Ltd. | | 27,504 | 750,881 |
Hanmi Pharm Co. Ltd. | | 2,007 | 492,829 |
Hanon Systems | | 70,711 | 629,424 |
Hanwha Solutions Corp. (a) | | 42,331 | 1,058,288 |
HD Hyundai Co. Ltd. | | 17,601 | 803,950 |
HLB, Inc. (a) | | 30,254 | 732,460 |
HMM Co. Ltd. | | 93,735 | 2,066,655 |
Hotel Shilla Co. | | 11,883 | 752,177 |
HYBE Co. Ltd. (a) | | 5,807 | 1,134,358 |
Hyundai Engineering & Construction Co. Ltd. | | 28,443 | 984,210 |
Hyundai Glovis Co. Ltd. | | 6,696 | 1,091,233 |
Hyundai Mobis | | 22,914 | 3,707,989 |
Hyundai Motor Co. | | 46,197 | 6,666,976 |
Hyundai Steel Co. | | 28,952 | 978,610 |
Iljin Materials Co. Ltd. | | 7,314 | 498,535 |
Industrial Bank of Korea | | 89,743 | 792,045 |
Kakao Corp. | | 112,840 | 7,840,358 |
Kakao Games Corp. (a) | | 10,409 | 484,354 |
KakaoBank Corp. (a) | | 33,324 | 1,095,620 |
Kangwon Land, Inc. (a) | | 38,240 | 799,322 |
KB Financial Group, Inc. | | 142,522 | 6,595,448 |
Kia Corp. | | 91,517 | 5,970,705 |
Korea Aerospace Industries Ltd. | | 23,614 | 809,872 |
Korea Electric Power Corp. | | 91,304 | 1,657,303 |
Korea Investment Holdings Co. Ltd. | | 14,326 | 790,025 |
Korea Shipbuilding & Offshore Engineering Co. Ltd. (a) | | 13,076 | 935,633 |
Korea Zinc Co. Ltd. | | 2,899 | 1,316,466 |
Korean Air Lines Co. Ltd. (a) | | 61,333 | 1,437,499 |
KRAFTON, Inc. (a) | | 7,382 | 1,442,455 |
KT&G Corp. | | 39,821 | 2,601,093 |
Kumho Petro Chemical Co. Ltd. | | 6,311 | 759,038 |
L&F Co. Ltd. | | 8,491 | 1,428,901 |
LG Chemical Ltd. | | 16,722 | 6,812,331 |
LG Corp. | | 30,960 | 1,778,383 |
LG Display Co. Ltd. | | 78,495 | 1,020,179 |
LG Electronics, Inc. | | 37,312 | 3,361,268 |
LG Energy Solution | | 7,685 | 2,497,294 |
LG Household & Health Care Ltd. | | 3,068 | 2,185,558 |
LG Innotek Co. Ltd. | | 4,952 | 1,336,522 |
LG Uplus Corp. | | 67,148 | 737,852 |
Lotte Chemical Corp. | | 5,872 | 901,474 |
Lotte Shopping Co. Ltd. | | 4,757 | 350,507 |
Meritz Financial Holdings Co. | | 9,186 | 273,707 |
Meritz Fire & Marine Insurance Co. Ltd. | | 16,294 | 567,047 |
Meritz Securities Co. Ltd. | | 101,045 | 519,596 |
Mirae Asset Securities Co. Ltd. | | 103,492 | 651,175 |
NAVER Corp. | | 44,563 | 9,874,021 |
NCSOFT Corp. | | 6,078 | 2,002,126 |
Netmarble Corp. (c) | | 8,256 | 617,289 |
NH Investment & Securities Co. Ltd. | | 53,348 | 452,888 |
Orion Corp./Republic of Korea | | 7,293 | 540,689 |
Pan Ocean Co., Ltd. (Korea) | | 99,581 | 517,784 |
Pearl Abyss Corp. (a) | | 10,135 | 536,866 |
POSCO | | 27,003 | 6,132,721 |
POSCO Chemtech Co. Ltd. | | 10,520 | 1,105,443 |
S-Oil Corp. | | 15,144 | 1,232,461 |
S1 Corp. | | 4,192 | 227,189 |
Samsung Biologics Co. Ltd. (a)(c) | | 6,519 | 4,276,994 |
Samsung C&T Corp. | | 29,588 | 2,662,718 |
Samsung Electro-Mechanics Co. Ltd. | | 19,921 | 2,564,767 |
Samsung Electronics Co. Ltd. | | 1,690,592 | 89,618,564 |
Samsung Engineering Co. Ltd. (a) | | 52,638 | 1,068,264 |
Samsung Fire & Marine Insurance Co. Ltd. | | 10,280 | 1,694,933 |
Samsung Heavy Industries Co. Ltd. (a) | | 244,248 | 1,159,671 |
Samsung Life Insurance Co. Ltd. | | 23,519 | 1,202,626 |
Samsung SDI Co. Ltd. | | 19,764 | 9,364,606 |
Samsung SDS Co. Ltd. | | 11,682 | 1,354,132 |
Samsung Securities Co. Ltd. | | 21,480 | 667,293 |
SD Biosensor, Inc. | | 11,400 | 405,658 |
Seegene, Inc. | | 11,706 | 369,217 |
Shinhan Financial Group Co. Ltd. | | 159,794 | 5,280,862 |
SK Biopharmaceuticals Co. Ltd. (a) | | 9,937 | 714,046 |
SK Bioscience Co. Ltd. (a) | | 7,499 | 788,257 |
SK Chemicals Co. Ltd. | | 4,063 | 403,089 |
SK Hynix, Inc. | | 194,641 | 16,965,323 |
SK IE Technology Co. Ltd. (a)(c) | | 9,007 | 882,502 |
SK Innovation Co., Ltd. | | 17,884 | 2,831,212 |
SK Square Co. Ltd. (a) | | 35,222 | 1,447,102 |
SK Telecom Co. Ltd. | | 9,441 | 423,602 |
SK, Inc. | | 14,749 | 3,079,971 |
SKC Co. Ltd. | | 7,059 | 820,652 |
Woori Financial Group, Inc. | | 189,664 | 2,185,652 |
Yuhan Corp. | | 19,311 | 925,352 |
|
TOTAL KOREA (SOUTH) | | | 283,022,584 |
|
Kuwait - 0.2% | | | |
Agility Public Warehousing Co. KSC | | 422,013 | 1,721,097 |
Boubyan Bank KSC | | 387,938 | 1,241,655 |
Kuwait Finance House KSCP | | 1,777,895 | 5,713,627 |
Mabanee Co. SAKC | | 195,241 | 531,896 |
Mobile Telecommunication Co. | | 707,364 | 1,571,664 |
National Bank of Kuwait | | 2,549,549 | 8,750,817 |
|
TOTAL KUWAIT | | | 19,530,756 |
|
Luxembourg - 0.2% | | | |
Allegro.eu SA (a)(c) | | 116,455 | 598,985 |
ArcelorMittal SA (Netherlands) | | 227,278 | 6,626,904 |
Aroundtown SA | | 349,077 | 1,755,345 |
Eurofins Scientific SA | | 46,755 | 4,345,307 |
InPost SA (a) | | 67,951 | 416,599 |
Reinet Investments SCA | | 48,268 | 979,009 |
Tenaris SA | | 170,084 | 2,599,255 |
|
TOTAL LUXEMBOURG | | | 17,321,404 |
|
Malaysia - 0.4% | | | |
AMMB Holdings Bhd (a) | | 541,600 | 457,375 |
Axiata Group Bhd | | 977,834 | 785,925 |
CIMB Group Holdings Bhd | | 2,356,796 | 2,809,216 |
Dialog Group Bhd | | 1,386,122 | 792,651 |
DiGi.com Bhd | | 1,107,300 | 968,202 |
Fraser & Neave Holdings Bhd | | 37,200 | 196,056 |
Genting Bhd | | 818,700 | 866,476 |
Genting Malaysia Bhd | | 1,246,800 | 866,677 |
Hap Seng Consolidated Bhd | | 212,900 | 359,462 |
Hartalega Holdings Bhd | | 616,600 | 613,215 |
Hong Leong Bank Bhd | | 228,200 | 1,095,197 |
Hong Leong Credit Bhd | | 83,300 | 370,081 |
IHH Healthcare Bhd | | 589,000 | 888,406 |
Inari Amertron Bhd | | 1,088,400 | 697,544 |
IOI Corp. Bhd | | 1,026,800 | 1,083,825 |
IOI Properties Group Bhd | | 30 | 7 |
Kuala Lumpur Kepong Bhd | | 163,441 | 1,108,037 |
Malayan Banking Bhd | | 1,670,344 | 3,474,014 |
Malaysia Airports Holdings Bhd (a) | | 335,002 | 526,594 |
Maxis Bhd | | 767,200 | 666,928 |
MISC Bhd | | 455,300 | 814,564 |
Nestle (Malaysia) Bhd | | 22,400 | 684,659 |
Petronas Chemicals Group Bhd | | 821,100 | 1,923,223 |
Petronas Dagangan Bhd | | 89,200 | 444,011 |
Petronas Gas Bhd | | 278,800 | 1,086,038 |
PPB Group Bhd | | 225,780 | 876,729 |
Press Metal Bhd | | 1,110,200 | 1,521,994 |
Public Bank Bhd | | 5,299,200 | 5,695,832 |
QL Resources Bhd | | 319,350 | 368,845 |
RHB Bank Bhd | | 609,256 | 872,871 |
Sime Darby Bhd | | 892,285 | 476,938 |
Sime Darby Plantation Bhd | | 533,240 | 639,764 |
Sime Darby Property Bhd | | 10 | 1 |
SP Setia Bhd | | 13 | 3 |
Telekom Malaysia Bhd | | 448,126 | 511,626 |
Tenaga Nasional Bhd | | 822,700 | 1,707,384 |
Top Glove Corp. Bhd | | 1,731,300 | 657,413 |
Westports Holdings Bhd | | 297,100 | 264,579 |
|
TOTAL MALAYSIA | | | 37,172,362 |
|
Mexico - 0.6% | | | |
Alfa SA de CV Series A | | 927,600 | 621,385 |
America Movil S.A.B. de CV Series L | | 10,996,700 | 10,702,201 |
Arca Continental S.A.B. de CV | | 162,000 | 1,027,975 |
Becle S.A.B. de CV | | 227,200 | 566,372 |
CEMEX S.A.B. de CV unit (a) | | 5,161,394 | 2,271,302 |
Coca-Cola FEMSA S.A.B. de CV unit | | 178,365 | 972,566 |
Fibra Uno Administracion SA de CV | | 1,161,900 | 1,274,267 |
Fomento Economico Mexicano S.A.B. de CV unit | | 728,200 | 5,475,462 |
Gruma S.A.B. de CV Series B | | 76,280 | 906,060 |
Grupo Aeroportuario del Pacifico S.A.B. de CV Series B | | 127,600 | 1,963,601 |
Grupo Aeroportuario del Sureste S.A.B. de CV Series B | | 69,375 | 1,514,103 |
Grupo Bimbo S.A.B. de CV Series A | | 539,300 | 1,662,312 |
Grupo Carso SA de CV Series A1 | | 135,400 | 442,298 |
Grupo Financiero Banorte S.A.B. de CV Series O | | 933,600 | 6,163,000 |
Grupo Financiero Inbursa S.A.B. de CV Series O (a) | | 767,500 | 1,300,949 |
Grupo Mexico SA de CV Series B | | 1,127,524 | 5,277,784 |
Grupo Televisa SA de CV | | 866,700 | 1,608,830 |
Industrias Penoles SA de CV | | 43,610 | 480,220 |
Kimberly-Clark de Mexico SA de CV Series A | | 485,300 | 677,539 |
Megacable Holdings S.A.B. de CV unit | | 118,300 | 336,990 |
Operadora de Sites Mexicanos, SA de CV | | 418,900 | 511,552 |
Orbia Advance Corp. S.A.B. de CV | | 367,637 | 884,570 |
Promotora y Operadora de Infraestructura S.A.B. de CV | | 81,915 | 597,147 |
Wal-Mart de Mexico SA de CV Series V | | 1,886,900 | 6,672,320 |
|
TOTAL MEXICO | | | 53,910,805 |
|
Multi-National - 0.1% | | | |
HK Electric Investments & HK Electric Investments Ltd. unit | | 872,500 | 861,202 |
HKT Trust/HKT Ltd. unit | | 1,414,557 | 2,026,074 |
Unibail-Rodamco SE & WFD Unibail-Rodamco NV unit (a) | | 43,770 | 3,089,066 |
|
TOTAL MULTI-NATIONAL | | | 5,976,342 |
|
Netherlands - 3.4% | | | |
ABN AMRO Bank NV rights (a)(e) | | 148,038 | 95,265 |
ABN AMRO Group NV GDR (c) | | 148,038 | 1,840,285 |
Adyen BV (a)(c) | | 7,063 | 11,846,723 |
AEGON NV | | 623,495 | 3,232,623 |
AerCap Holdings NV (a) | | 47,049 | 2,197,659 |
Airbus Group NV | | 209,836 | 22,971,147 |
Akzo Nobel NV | | 65,702 | 5,699,417 |
Argenx SE (a) | | 15,996 | 4,608,584 |
ASM International NV (Netherlands) | | 16,783 | 5,043,159 |
ASML Holding NV (Netherlands) | | 146,264 | 83,010,454 |
CNH Industrial NV | | 361,888 | 5,126,612 |
Davide Campari Milano NV | | 179,071 | 2,020,491 |
Euronext NV (c) | | 29,631 | 2,374,099 |
EXOR NV | | 37,838 | 2,625,762 |
Ferrari NV (Italy) | | 44,648 | 9,400,848 |
Heineken Holding NV | | 42,490 | 3,316,864 |
Heineken NV (Bearer) | | 92,152 | 8,995,053 |
IMCD NV | | 19,837 | 3,158,497 |
ING Groep NV (Certificaten Van Aandelen) | | 1,390,143 | 13,170,503 |
JDE Peet's BV | | 35,317 | 1,038,993 |
Just Eat Takeaway.com NV (a)(c) | | 60,290 | 1,637,630 |
Koninklijke Ahold Delhaize NV | | 369,827 | 10,908,408 |
Koninklijke DSM NV | | 62,046 | 10,430,529 |
Koninklijke KPN NV | | 1,165,902 | 4,023,053 |
Koninklijke Philips Electronics NV | | 326,154 | 8,522,767 |
NN Group NV | | 93,828 | 4,595,846 |
Prosus NV | | 331,735 | 15,999,136 |
QIAGEN NV (Germany) (a) | | 80,917 | 3,731,656 |
Randstad NV | | 41,838 | 2,212,357 |
Stellantis NV (Italy) | | 726,328 | 9,751,428 |
STMicroelectronics NV (France) | | 242,569 | 8,962,234 |
Universal Music Group NV | | 258,552 | 6,000,065 |
Wolters Kluwer NV | | 92,565 | 9,347,473 |
Wolters Kluwer NV rights (a)(e) | | 92,565 | 100,581 |
X5 Retail Group NV GDR (d) | | 41,220 | 12,682 |
Yandex NV Class A (a)(d) | | 102,848 | 500,762 |
|
TOTAL NETHERLANDS | | | 288,509,645 |
|
New Zealand - 0.2% | | | |
Auckland International Airport Ltd. (a) | | 492,342 | 2,473,037 |
Fisher & Paykel Healthcare Corp. | | 213,385 | 2,932,363 |
Mercury Nz Ltd. | | 234,535 | 909,307 |
Meridian Energy Ltd. | | 445,676 | 1,352,653 |
Ryman Healthcare Group Ltd. | | 139,158 | 823,574 |
Spark New Zealand Ltd. | | 715,954 | 2,264,343 |
Xero Ltd. (a) | | 49,393 | 3,257,080 |
|
TOTAL NEW ZEALAND | | | 14,012,357 |
|
Norway - 0.5% | | | |
Adevinta ASA Class B (a) | | 104,521 | 807,469 |
Aker BP ASA | | 44,528 | 1,595,389 |
DNB Bank ASA | | 328,869 | 6,372,599 |
Equinor ASA | | 346,765 | 11,720,513 |
Gjensidige Forsikring ASA | | 67,243 | 1,437,616 |
Mowi ASA | | 153,740 | 4,342,701 |
Norsk Hydro ASA | | 467,258 | 3,923,811 |
Orkla ASA | | 261,720 | 2,123,765 |
Schibsted ASA: | | | |
(A Shares) | | 24,735 | 515,450 |
(B Shares) | | 31,773 | 610,752 |
Telenor ASA | | 243,547 | 3,434,857 |
Yara International ASA | | 58,389 | 2,968,978 |
|
TOTAL NORWAY | | | 39,853,900 |
|
Peru - 0.0% | | | |
Compania de Minas Buenaventura SA sponsored ADR | | 76,020 | 717,629 |
Philippines - 0.2% | | | |
Aboitiz Equity Ventures, Inc. | | 669,850 | 649,096 |
AC Energy Corp. | | 2,525,400 | 346,889 |
Altus Property Ventures, Inc. (a) | | 7 | 2 |
Ayala Corp. | | 94,740 | 1,330,895 |
Ayala Land, Inc. | | 2,751,400 | 1,676,640 |
Bank of the Philippine Islands (BPI) | | 598,506 | 1,083,877 |
BDO Unibank, Inc. | | 663,944 | 1,637,984 |
DMCI Holdings, Inc. | | 4 | 1 |
Globe Telecom, Inc. | | 8,285 | 359,607 |
GT Capital Holdings, Inc. | | 37,401 | 358,410 |
International Container Terminal Services, Inc. | | 348,910 | 1,430,293 |
JG Summit Holdings, Inc. | | 1,022,526 | 1,085,991 |
Jollibee Food Corp. | | 141,120 | 578,774 |
Manila Electric Co. | | 74,460 | 500,431 |
Metro Pacific Investments Corp. | | 3,853,200 | 278,231 |
Metropolitan Bank & Trust Co. | | 694,271 | 674,973 |
Monde Nissin Corp. (c) | | 1,423,500 | 347,703 |
PLDT, Inc. | | 26,010 | 923,992 |
SM Investments Corp. | | 82,323 | 1,335,412 |
SM Prime Holdings, Inc. | | 3,608,700 | 2,401,477 |
Universal Robina Corp. | | 273,850 | 534,846 |
|
TOTAL PHILIPPINES | | | 17,535,524 |
|
Poland - 0.2% | | | |
Bank Polska Kasa Opieki SA | | 62,295 | 1,368,949 |
CD Projekt RED SA | | 23,405 | 633,454 |
Cyfrowy Polsat SA | | 85,637 | 466,320 |
Dino Polska SA (a)(c) | | 16,800 | 1,086,822 |
KGHM Polska Miedz SA (Bearer) | | 47,827 | 1,547,118 |
LPP SA | | 374 | 790,330 |
mBank SA (a) | | 4,698 | 314,445 |
Orange Polska SA | | 229,191 | 350,319 |
PGE Polska Grupa Energetyczna SA (a) | | 295,761 | 657,753 |
Polish Oil & Gas Co. SA | | 562,040 | 787,456 |
Polski Koncern Naftowy Orlen SA | | 105,875 | 1,788,699 |
Powszechna Kasa Oszczednosci Bank SA (a) | | 340,021 | 2,509,541 |
Powszechny Zaklad Ubezpieczen SA | | 209,270 | 1,446,839 |
Santander Bank Polska SA | | 12,155 | 740,205 |
|
TOTAL POLAND | | | 14,488,250 |
|
Portugal - 0.1% | | | |
Banco Espirito Santo SA (Reg.) (a)(d) | | 82,039 | 1 |
Energias de Portugal SA | | 968,086 | 4,511,923 |
Galp Energia SGPS SA Class B | | 175,709 | 2,138,669 |
Jeronimo Martins SGPS SA | | 102,411 | 2,131,852 |
|
TOTAL PORTUGAL | | | 8,782,445 |
|
Qatar - 0.3% | | | |
Barwa Real Estate Co. (a) | | 619,240 | 577,283 |
Industries Qatar QSC (a) | | 563,826 | 2,912,217 |
Masraf al Rayan (a) | | 1,594,279 | 2,359,625 |
Mesaieed Petrochemical Holding Co. (a) | | 1,486,514 | 1,057,204 |
Ooredoo QSC | | 288,499 | 593,278 |
Qatar Electricity & Water Co. | | 154,299 | 724,518 |
Qatar Fuel Co. (a) | | 160,254 | 806,606 |
Qatar Gas Transport Co. Ltd. (Nakilat) (a) | | 888,910 | 834,783 |
Qatar International Islamic Bank QSC (a) | | 249,606 | 791,638 |
Qatar Islamic Bank (a) | | 439,853 | 2,957,919 |
Qatar National Bank SAQ (a) | | 1,618,601 | 10,333,623 |
The Commercial Bank of Qatar (a) | | 677,427 | 1,430,284 |
|
TOTAL QATAR | | | 25,378,978 |
|
Russia - 0.0% | | | |
Alrosa Co. Ltd. (d) | | 846,411 | 183,636 |
Gazprom OAO (d) | | 3,422,762 | 467,080 |
Gazprom OAO sponsored ADR (Reg. S) (d) | | 266,976 | 60,988 |
Inter Rao Ues JSC (d) | | 12,405,200 | 89,192 |
LUKOIL PJSC (d) | | 135,807 | 54,819 |
LUKOIL PJSC sponsored ADR (d) | | 3,670 | 1,038 |
Magnit OJSC GDR (Reg. S) (d) | | 122,013 | 594 |
MMC Norilsk Nickel PJSC (d) | | 18,102 | 157,001 |
MMC Norilsk Nickel PJSC sponsored ADR (d) | | 27,948 | 20,754 |
Mobile TeleSystems OJSC sponsored ADR (d) | | 145,706 | 145,122 |
Moscow Exchange MICEX-RTS OAO (d) | | 524,685 | 131,532 |
Novatek PJSC GDR (Reg. S) (d) | | 30,578 | 7,812 |
Novolipetsk Steel OJSC (d) | | 477,930 | 5,984 |
PhosAgro OJSC GDR (Reg. S) (d) | | 46,993 | 964 |
Polyus PJSC (d) | | 11,075 | 33,965 |
Rosneft Oil Co. OJSC (d) | | 322,313 | 70,296 |
Rosneft Oil Co. OJSC GDR (Reg. S) (d) | | 56,929 | 13,461 |
Sberbank of Russia (d) | | 3,621,326 | 29,037 |
Severstal PAO (d) | | 60,348 | 1,757 |
Severstal PAO GDR (Reg. S) (d) | | 9,813 | 232 |
Surgutneftegas OJSC (d) | | 1,105,600 | 17,643 |
Surgutneftegas OJSC sponsored ADR (d) | | 71,885 | 13,275 |
Tatneft PAO (d) | | 446,514 | 72,426 |
Tatneft PAO sponsored ADR (d) | | 5,142 | 4,748 |
United Co. RUSAL International PJSC (a)(d) | | 1,020,580 | 160,403 |
VTB Bank OJSC (d) | | 1,160,850,350 | 57,839 |
|
TOTAL RUSSIA | | | 1,801,598 |
|
Saudi Arabia - 1.3% | | | |
Abdullah Al Othaim Markets Co. | | 14,651 | 436,702 |
Advanced Polypropylene Co. | | 42,963 | 768,587 |
Al Rajhi Bank | | 434,639 | 20,464,234 |
Alinma Bank | | 341,841 | 3,777,677 |
Almarai Co. Ltd. | | 82,780 | 1,147,638 |
Arab National Bank | | 224,424 | 2,106,144 |
Bank Al-Jazira | | 136,144 | 1,148,810 |
Bank Albilad | | 177,570 | 2,452,310 |
Banque Saudi Fransi | | 214,381 | 3,097,859 |
Bupa Arabia for Cooperative Insurance Co. (a) | | 20,408 | 904,290 |
Dar Al Arkan Real Estate Development Co. (a) | | 196,014 | 565,445 |
Dr Sulaiman Al Habib Medical Services Group Co. | | 17,279 | 921,350 |
Emaar The Economic City (a) | | 129,375 | 378,039 |
Etihad Etisalat Co. | | 143,550 | 1,655,257 |
Jarir Marketing Co. | | 20,104 | 1,029,105 |
Mobile Telecommunications Co. Saudi Arabia (a) | | 158,120 | 587,659 |
Mouwasat Medical Services Co.�� | | 16,627 | 1,068,334 |
National Industrialization Co. (a) | | 121,442 | 668,274 |
Rabigh Refining & Petrochemical Co. (a) | | 77,235 | 593,038 |
Riyad Bank | | 471,112 | 5,124,605 |
Sabic Agriculture-Nutrients Co. | | 74,617 | 3,234,703 |
Sahara International Petrochemical Co. | | 133,234 | 2,035,381 |
Saudi Arabian Mining Co. (a) | | 149,894 | 5,514,923 |
Saudi Arabian Oil Co. (c) | | 782,040 | 9,361,628 |
Saudi Basic Industries Corp. | | 321,716 | 11,236,215 |
Saudi Electricity Co. | | 293,295 | 2,115,183 |
Saudi Industrial Investment Group | | 134,449 | 1,182,899 |
Saudi Kayan Petrochemical Co. (a) | | 245,152 | 1,233,995 |
Saudi Research & Marketing Group (a) | | 13,240 | 933,309 |
Saudi Telecom Co. | | 210,294 | 6,503,707 |
The Co. for Cooperative Insurance | | 19,239 | 353,922 |
The Saudi British Bank | | 297,068 | 3,552,175 |
The Saudi National Bank | | 780,638 | 16,441,933 |
The Savola Group | | 82,355 | 783,852 |
Yanbu National Petrochemical Co. | | 84,710 | 1,379,914 |
|
TOTAL SAUDI ARABIA | | | 114,759,096 |
|
Singapore - 0.8% | | | |
Ascendas Real Estate Investment Trust | | 1,241,954 | 2,555,295 |
BOC Aviation Ltd. Class A (c) | | 69,300 | 543,615 |
CapitaLand Investment Ltd. | | 880,271 | 2,669,160 |
CapitaMall Trust | | 1,869,748 | 3,132,935 |
City Developments Ltd. | | 149,952 | 919,374 |
DBS Group Holdings Ltd. | | 638,300 | 15,485,562 |
Genting Singapore Ltd. | | 2,563,913 | 1,488,586 |
Keppel Corp. Ltd. | | 544,720 | 2,686,452 |
Mapletree Commercial Trust | | 773,043 | 1,039,683 |
Mapletree Logistics Trust (REIT) | | 1,071,266 | 1,375,851 |
Oversea-Chinese Banking Corp. Ltd. | | 1,185,351 | 10,524,245 |
Singapore Airlines Ltd. (a) | | 468,768 | 1,847,726 |
Singapore Exchange Ltd. | | 295,417 | 2,078,657 |
Singapore Technologies Engineering Ltd. | | 530,524 | 1,562,453 |
Singapore Telecommunications Ltd. | | 2,973,169 | 5,933,836 |
United Overseas Bank Ltd. | | 415,109 | 8,885,929 |
UOL Group Ltd. | | 172,015 | 903,859 |
Venture Corp. Ltd. | | 95,969 | 1,178,109 |
Wilmar International Ltd. | | 713,493 | 2,274,397 |
|
TOTAL SINGAPORE | | | 67,085,724 |
|
South Africa - 1.0% | | | |
Absa Group Ltd. | | 285,278 | 3,082,020 |
African Rainbow Minerals Ltd. | | 41,616 | 684,605 |
Anglo American Platinum Ltd. | | 19,389 | 2,143,318 |
AngloGold Ashanti Ltd. | | 145,455 | 2,978,635 |
Aspen Pharmacare Holdings Ltd. | | 136,693 | 1,462,603 |
Bid Corp. Ltd. | | 118,933 | 2,497,595 |
Bidvest Group Ltd./The | | 98,800 | 1,354,411 |
Capitec Bank Holdings Ltd. | | 29,336 | 4,095,005 |
Clicks Group Ltd. | | 83,629 | 1,632,776 |
Discovery Ltd. (a) | | 175,819 | 1,688,150 |
Exxaro Resources Ltd. | | 86,445 | 1,235,315 |
FirstRand Ltd. | | 1,821,080 | 7,842,812 |
Gold Fields Ltd. | | 308,099 | 4,174,610 |
Growthpoint Properties Ltd. | | 1,232,940 | 1,093,547 |
Harmony Gold Mining Co. Ltd. | | 188,948 | 770,301 |
Impala Platinum Holdings Ltd. | | 283,968 | 3,673,245 |
Kumba Iron Ore Ltd. | | 22,812 | 757,325 |
Mr Price Group Ltd. (b) | | 85,793 | 1,162,851 |
MTN Group Ltd. | | 606,025 | 6,427,498 |
MultiChoice Group Ltd. | | 123,724 | 1,009,302 |
Naspers Ltd. Class N | | 78,210 | 7,887,945 |
Nedbank Group Ltd. | | 157,290 | 2,196,457 |
Northam Platinum Holdings Ltd. (a) | | 115,922 | 1,381,714 |
Old Mutual Ltd. | | 1,614,161 | 1,294,960 |
Pepkor Holdings Ltd. (c) | | 416,428 | 560,299 |
Remgro Ltd. | | 181,335 | 1,628,885 |
Sanlam Ltd. | | 655,612 | 2,715,901 |
Sasol Ltd. (a) | | 196,346 | 4,809,872 |
Shoprite Holdings Ltd. | | 173,880 | 2,511,529 |
Sibanye-Stillwater Ltd. | | 960,759 | 3,323,893 |
Spar Group Ltd./The | | 70,095 | 735,259 |
Standard Bank Group Ltd. | | 486,747 | 5,158,305 |
Tiger Brands Ltd. | | 65,264 | 635,428 |
Vodacom Group Ltd. | | 212,675 | 2,042,694 |
Woolworths Holdings Ltd. | | 340,406 | 1,274,325 |
|
TOTAL SOUTH AFRICA | | | 87,923,390 |
|
Spain - 1.5% | | | |
ACS Actividades de Construccion y Servicios SA | | 81,457 | 2,085,729 |
Aena SME SA (a)(c) | | 27,459 | 3,896,694 |
Amadeus IT Holding SA Class A (a) | | 160,985 | 10,087,790 |
Banco Bilbao Vizcaya Argentaria SA | | 2,367,312 | 12,421,879 |
Banco Santander SA (Spain) | | 6,153,471 | 17,982,599 |
CaixaBank SA | | 1,582,226 | 5,107,262 |
Cellnex Telecom SA (c) | | 181,217 | 8,446,580 |
EDP Renovaveis SA | | 100,523 | 2,379,094 |
Enagas SA | | 84,265 | 1,822,036 |
Endesa SA | | 117,493 | 2,462,354 |
Ferrovial SA | | 168,320 | 4,316,459 |
Grifols SA | | 102,092 | 1,709,914 |
Iberdrola SA | | 2,067,010 | 23,751,602 |
Industria de Diseno Textil SA | | 388,601 | 8,147,903 |
Naturgy Energy Group SA | | 67,932 | 2,043,552 |
Red Electrica Corporacion SA | | 151,798 | 3,056,340 |
Repsol SA | | 524,043 | 7,817,615 |
Siemens Gamesa Renewable Energy SA (a) | | 78,826 | 1,255,585 |
Telefonica SA | | 1,862,426 | 9,060,037 |
|
TOTAL SPAIN | | | 127,851,024 |
|
Sweden - 2.0% | | | |
Alfa Laval AB | | 112,602 | 3,134,420 |
ASSA ABLOY AB (B Shares) | | 354,593 | 8,961,325 |
Atlas Copco AB: | | | |
(A Shares) | | 238,974 | 10,834,335 |
(B Shares) | | 137,487 | 5,441,429 |
Boliden AB | | 97,405 | 4,223,595 |
Electrolux AB (B Shares) | | 75,238 | 1,147,410 |
Embracer Group AB (a) | | 204,818 | 1,369,006 |
Epiroc AB: | | | |
(A Shares) | | 233,768 | 4,739,193 |
(B Shares) | | 139,526 | 2,434,150 |
EQT AB | | 103,181 | 2,920,210 |
Ericsson (B Shares) | | 1,037,407 | 8,275,629 |
Essity AB (B Shares) | | 211,882 | 5,587,538 |
Evolution AB (c) | | 61,435 | 6,303,127 |
Fastighets AB Balder (a) | | 36,655 | 1,816,888 |
Getinge AB (B Shares) | | 84,537 | 2,445,469 |
H&M Hennes & Mauritz AB (B Shares) | | 265,227 | 3,338,964 |
Hexagon AB (B Shares) | | 691,660 | 8,924,442 |
Husqvarna AB (B Shares) | | 141,460 | 1,352,231 |
Industrivarden AB: | | | |
(A Shares) | | 47,890 | 1,227,063 |
(C Shares) | | 60,186 | 1,515,452 |
Investor AB: | | | |
(A Shares) | | 196,389 | 4,101,882 |
(B Shares) | | 613,948 | 11,814,142 |
Kinnevik AB (B Shares) (a) | | 86,405 | 1,691,159 |
L E Lundbergforetagen AB | | 26,232 | 1,226,775 |
Latour Investment AB (B Shares) | | 49,332 | 1,306,931 |
Lifco AB | | 79,599 | 1,669,641 |
Lundin Petroleum AB | | 69,671 | 2,880,607 |
Nibe Industrier AB (B Shares) | | 508,672 | 4,987,226 |
Sagax AB | | 56,866 | 1,452,610 |
Sandvik AB | | 402,668 | 7,621,826 |
Securitas AB (B Shares) | | 107,560 | 1,269,940 |
Sinch AB (a)(c) | | 174,609 | 771,666 |
Skandinaviska Enskilda Banken AB (A Shares) | | 581,101 | 6,516,522 |
Skanska AB (B Shares) | | 117,905 | 2,252,244 |
SKF AB (B Shares) | | 140,702 | 2,298,042 |
Svenska Cellulosa AB SCA (B Shares) | | 214,074 | 4,142,931 |
Svenska Handelsbanken AB (A Shares) | | 518,339 | 5,228,133 |
Swedbank AB (A Shares) | | 321,309 | 5,082,865 |
Swedish Match Co. AB | | 546,455 | 4,352,394 |
Tele2 AB (B Shares) | | 172,858 | 2,291,110 |
Telia Co. AB | | 923,860 | 3,834,586 |
Volvo AB: | | | |
(A Shares) | | 65,314 | 1,073,804 |
(B Shares) | | 515,538 | 8,224,605 |
|
TOTAL SWEDEN | | | 172,083,517 |
|
Switzerland - 6.5% | | | |
ABB Ltd. (Reg.) | | 585,601 | 17,569,178 |
Adecco SA (Reg.) | | 56,613 | 2,184,691 |
Alcon, Inc. (Switzerland) | | 178,219 | 12,724,992 |
Bachem Holding AG (B Shares) | | 2,039 | 889,714 |
Baloise Holdings AG | | 15,834 | 2,754,181 |
Barry Callebaut AG | | 1,301 | 2,994,324 |
Clariant AG (Reg.) | | 75,918 | 1,296,172 |
Coca-Cola HBC AG | | 70,412 | 1,427,525 |
Compagnie Financiere Richemont SA Series A | | 185,267 | 21,526,308 |
Credit Suisse Group AG | | 954,062 | 6,475,526 |
Ems-Chemie Holding AG | | 2,585 | 2,306,143 |
Geberit AG (Reg.) | | 12,694 | 7,239,056 |
Givaudan SA | | 3,277 | 13,024,508 |
Holcim AG | | 188,098 | 9,197,152 |
Julius Baer Group Ltd. | | 77,616 | 3,709,101 |
Kuehne & Nagel International AG | | 19,449 | 5,440,785 |
Lindt & Spruengli AG | | 38 | 4,505,205 |
Lindt & Spruengli AG (participation certificate) | | 385 | 4,317,773 |
Logitech International SA (Reg.) | | 62,953 | 4,096,895 |
Lonza Group AG | | 26,426 | 15,581,676 |
Nestle SA (Reg. S) | | 994,222 | 128,348,183 |
Novartis AG | | 774,013 | 68,398,998 |
Partners Group Holding AG | | 8,121 | 8,604,179 |
Roche Holding AG: | | | |
(Bearer) | | 10,811 | 4,343,271 |
(participation certificate) | | 249,007 | 92,335,294 |
Schindler Holding AG: | | | |
(participation certificate) | | 14,216 | 2,731,258 |
(Reg.) | | 7,048 | 1,353,035 |
SGS SA (Reg.) | | 2,162 | 5,555,305 |
Sika AG | | 50,288 | 15,360,885 |
Sonova Holding AG | | 19,220 | 6,931,234 |
Straumann Holding AG | | 36,210 | 4,268,857 |
Swatch Group AG (Bearer) | | 9,470 | 2,430,407 |
Swatch Group AG (Bearer) (Reg.) | | 21,999 | 1,085,303 |
Swiss Life Holding AG | | 11,187 | 6,541,213 |
Swiss Prime Site AG | | 25,751 | 2,517,020 |
Swiss Re Ltd. | | 107,029 | 8,777,111 |
Swisscom AG | | 9,170 | 5,422,229 |
Temenos Group AG | | 23,403 | 2,362,434 |
UBS Group AG | | 1,247,252 | 21,174,149 |
VAT Group AG (c) | | 9,787 | 3,027,232 |
Vifor Pharma AG | | 16,449 | 2,883,146 |
Vifor Pharma AG | | 3,711 | 661,845 |
Zurich Insurance Group Ltd. | | 52,858 | 24,064,658 |
|
TOTAL SWITZERLAND | | | 558,438,151 |
|
Taiwan - 4.2% | | | |
Accton Technology Corp. | | 168,000 | 1,311,112 |
Acer, Inc. | | 948,288 | 880,273 |
Advantech Co. Ltd. | | 138,937 | 1,728,046 |
ASE Technology Holding Co. Ltd. | | 1,160,840 | 3,705,576 |
Asia Cement Corp. | | 741,466 | 1,205,579 |
ASMedia Technology, Inc. | | 9,000 | 423,822 |
ASUSTeK Computer, Inc. | | 277,000 | 3,333,711 |
AU Optronics Corp. | | 2,776,000 | 1,586,508 |
Catcher Technology Co. Ltd. | | 237,000 | 1,160,360 |
Cathay Financial Holding Co. Ltd. | | 2,854,879 | 6,005,924 |
Chang Hwa Commercial Bank | | 1,401,304 | 876,552 |
Cheng Shin Rubber Industry Co. Ltd. | | 586,899 | 661,796 |
China Airlines Ltd. (a) | | 490 | 450 |
China Development Financial Ho | | 5,365,405 | 3,237,379 |
China Steel Corp. | | 4,301,426 | 5,213,534 |
Chunghwa Telecom Co. Ltd. | | 1,370,000 | 6,076,569 |
Compal Electronics, Inc. | | 1,445,000 | 1,084,908 |
CTBC Financial Holding Co. Ltd. | | 6,452,579 | 6,350,435 |
Delta Electronics, Inc. | | 680,621 | 5,684,725 |
E Ink Holdings, Inc. | | 304,000 | 1,739,038 |
E.SUN Financial Holdings Co. Ltd. | | 4,386,497 | 5,012,726 |
ECLAT Textile Co. Ltd. | | 64,941 | 1,066,183 |
eMemory Technology, Inc. | | 23,000 | 967,161 |
Evergreen Marine Corp. (Taiwan) | | 883,120 | 4,247,479 |
Far Eastern New Century Corp. | | 968,664 | 982,497 |
Far EasTone Telecommunications Co. Ltd. | | 556,000 | 1,563,095 |
Feng Tay Enterprise Co. Ltd. | | 148,254 | 955,009 |
First Financial Holding Co. Ltd. | | 3,602,796 | 3,385,363 |
Formosa Chemicals & Fibre Corp. | | 1,201,590 | 3,237,887 |
Formosa Petrochemical Corp. | | 381,000 | 1,175,769 |
Formosa Plastics Corp. | | 1,402,480 | 4,988,671 |
Foxconn Technology Co. Ltd. | | 321,535 | 637,480 |
Fubon Financial Holding Co. Ltd. | | 2,728,334 | 6,854,458 |
Giant Manufacturing Co. Ltd. | | 103,000 | 861,612 |
GlobalWafers Co. Ltd. | | 78,000 | 1,360,113 |
HIWIN Technologies Corp. | | 92,758 | 687,275 |
Hon Hai Precision Industry Co. Ltd. (Foxconn) | | 4,457,990 | 15,281,989 |
Hotai Motor Co. Ltd. | | 112,000 | 2,185,334 |
Hua Nan Financial Holdings Co. Ltd. | | 2,926,270 | 2,341,608 |
Innolux Corp. | | 3,208,427 | 1,461,823 |
Inventec Corp. | | 948,280 | 810,562 |
Largan Precision Co. Ltd. | | 34,000 | 1,930,497 |
Lite-On Technology Corp. | | 722,910 | 1,584,786 |
MediaTek, Inc. | | 542,970 | 14,976,980 |
Mega Financial Holding Co. Ltd. | | 3,942,246 | 5,545,140 |
Micro-Star International Co. Ltd. | | 229,000 | 925,239 |
momo.com, Inc. | | 14,000 | 369,768 |
Nan Ya Plastics Corp. | | 1,788,780 | 5,228,995 |
Nan Ya Printed Circuit Board Corp. | | 76,000 | 1,010,032 |
Nanya Technology Corp. | | 420,000 | 919,570 |
Nien Made Enterprise Co. Ltd. | | 68,000 | 716,601 |
Novatek Microelectronics Corp. | | 204,000 | 2,700,140 |
Oneness Biotech Co. Ltd. (a) | | 78,000 | 511,421 |
Pegatron Corp. | | 686,000 | 1,626,133 |
Pou Chen Corp. | | 923,000 | 963,082 |
President Chain Store Corp. | | 224,000 | 2,073,751 |
Quanta Computer, Inc. | | 930,000 | 2,620,819 |
Realtek Semiconductor Corp. | | 180,090 | 2,445,103 |
Ruentex Development Co. Ltd. | | 367,557 | 962,536 |
Shin Kong Financial Holding Co. Ltd. | | 4,038,475 | 1,336,122 |
Sinopac Financial Holdings Co. | | 3,542,314 | 2,182,661 |
Synnex Technology International Corp. | | 459,500 | 1,196,609 |
Taishin Financial Holdings Co. Ltd. | | 3,499,811 | 2,290,549 |
Taiwan Cement Corp. | | 1,952,058 | 3,032,020 |
Taiwan Cooperative Financial Holding Co. Ltd. | | 3,569,585 | 3,434,524 |
Taiwan High Speed Rail Corp. | | 597,000 | 565,910 |
Taiwan Mobile Co. Ltd. | | 596,600 | 2,193,068 |
Taiwan Semiconductor Manufacturing Co. Ltd. | | 8,512,000 | 154,005,810 |
Taiwan Semiconductor Manufacturing Co. Ltd. sponsored ADR | | 39,639 | 3,683,652 |
The Shanghai Commercial & Savings Bank Ltd. | | 1,288,616 | 2,126,966 |
Unified-President Enterprises Corp. | | 1,816,080 | 4,204,072 |
Unimicron Technology Corp. | | 422,000 | 2,961,621 |
United Microelectronics Corp. | | 4,320,000 | 6,866,549 |
Vanguard International Semiconductor Corp. | | 304,000 | 1,070,235 |
Voltronic Power Technology Corp. | | 20,000 | 875,508 |
Wan Hai Lines Ltd. | | 202,400 | 981,629 |
Win Semiconductors Corp. | | 120,000 | 781,494 |
Winbond Electronics Corp. | | 1,026,000 | 926,815 |
Wiwynn Corp. | | 28,000 | 958,014 |
WPG Holding Co. Ltd. | | 519,320 | 953,245 |
Yageo Corp. | | 157,519 | 2,127,308 |
Yang Ming Marine Transport Corp. (a) | | 665,000 | 2,775,881 |
Yuanta Financial Holding Co. Ltd. | | 3,414,186 | 3,006,827 |
|
TOTAL TAIWAN | | | 363,978,073 |
|
Thailand - 0.5% | | | |
Advanced Info Service PCL (For. Reg.) | | 272,300 | 1,703,942 |
Advanced Information Service PCL NVDR | | 150,600 | 942,393 |
Airports of Thailand PCL: | | | |
(For. Reg.) (a) | | 1,110,000 | 2,146,922 |
NVDR (a) | | 383,700 | 742,139 |
Asset World Corp. PCL (For. Reg.) | | 2,621,000 | 367,020 |
B. Grimm Power PCL (For. Reg.) | | 222,000 | 209,556 |
Bangkok Commercial Asset Management PCL NVDR | | 637,400 | 355,760 |
Bangkok Dusit Medical Services PCL: | | | |
(For. Reg.) | | 2,431,000 | 1,821,291 |
NVDR | | 1,237,500 | 927,128 |
Bangkok Expressway and Metro PCL: | | | |
(For. Reg.) | | 2,031,800 | 487,169 |
NVDR | | 971,100 | 232,843 |
Berli Jucker PCL (For. Reg.) | | 308,300 | 307,290 |
BTS Group Holdings PCL: | | | |
(For. Reg.) | | 1,613,500 | 417,567 |
NVDR | | 1,215,600 | 318,119 |
Bumrungrad Hospital PCL: | | | |
NVDR | | 52,400 | 244,368 |
(For. Reg.) | | 119,900 | 559,155 |
Carabao Group PCL NVDR | | 137,500 | 437,538 |
Central Pattana PCL: | | | |
(For. Reg.) | | 570,500 | 1,001,297 |
NVDR | | 156,200 | 274,150 |
Central Retail Corp. PCL: | | | |
(For. Reg.) | | 288,366 | 329,816 |
NVDR | | 453,500 | 518,687 |
Charoen Pokphand Foods PCL: | | | |
(For. Reg.) | | 1,027,100 | 722,007 |
(NVDR) | | 773,800 | 543,948 |
CP ALL PCL: | | | |
(For. Reg.) | | 1,472,900 | 2,779,495 |
NVDR | | 742,200 | 1,400,598 |
Delta Electronics PCL: | | | |
(For. Reg.) | | 85,500 | 896,042 |
NVDR | | 37,300 | 390,905 |
Electricity Generating PCL: | | | |
(For. Reg.) | | 65,900 | 319,123 |
NVDR | | 55,800 | 270,214 |
Energy Absolute PCL: | | | |
(For. Reg.) | | 357,300 | 912,307 |
NVDR | | 151,600 | 389,285 |
Global Power Synergy Public Co. Ltd. (For. Reg.) | | 214,300 | 413,399 |
Gulf Energy Development PCL: | | | |
(For. Reg.) | | 446,500 | 630,407 |
NVDR | | 572,900 | 808,869 |
Home Product Center PCL: | | | |
(For. Reg.) | | 1,465,267 | 637,604 |
NVDR | | 719,100 | 312,913 |
Indorama Ventures PCL NVDR | | 597,800 | 783,522 |
Intouch Holdings PCL: | | | |
(For. Reg.) | | 340,100 | 692,931 |
NVDR | | 77,700 | 158,309 |
Krung Thai Bank PCL (For. Reg.) | | 921,755 | 406,721 |
Krungthai Card PCL: | | | |
(For. Reg.) | | 197,500 | 330,448 |
NVDR | | 167,900 | 280,923 |
Land & House PCL (For. Reg.) | | 2,392,000 | 665,361 |
Minor International PCL (For. Reg.) (a) | | 1,019,598 | 1,031,298 |
Muangthai Leasing PCL: | | | |
(For. Reg.) | | 182,509 | 244,586 |
NVDR | | 118,600 | 158,939 |
Osotspa PCL: | | | |
(For. Reg.) | | 180,400 | 183,109 |
NVDR | | 294,100 | 298,516 |
PTT Exploration and Production PCL (For. Reg.) | | 410,944 | 1,799,626 |
PTT Global Chemical PCL: | | | |
(For. Reg.) | | 637,839 | 925,560 |
NVDR | | 365,300 | 530,082 |
PTT Oil & Retail Business PCL NVDR | | 1,184,300 | 860,512 |
PTT PCL (For. Reg.) | | 3,075,400 | 3,345,358 |
Ratch Group PCL: | | | |
unit | | 264,200 | 339,148 |
(For. Reg.) | | 151,100 | 193,964 |
SCB X PCL: | | | |
(For. Reg.) | | 76,350 | 252,477 |
NVDR unit | | 73,750 | 243,879 |
SCG Packaging PCL NVDR | | 506,400 | 812,061 |
Siam Cement PCL: | | | |
(For. Reg.) | | 203,500 | 2,189,125 |
NVDR | | 99,100 | 1,066,056 |
Siam Commercial Bank PCL: | | | |
(For. Reg.) | | 76,350 | 256,582 |
(NVDR) | | 73,750 | 247,845 |
Sri Trang Gloves Thailand PCL: | | | |
(For. Reg.) | | 163,500 | 114,246 |
NVDR | | 249,200 | 176,525 |
Srisawad Corp. PCL: | | | |
warrants 8/29/25 (a) | | 7,244 | 1,510 |
(For. Reg.) | | 66,000 | 102,009 |
NVDR | | 269,000 | 418,332 |
Thai Oil PCL (For. Reg.) | | 304,000 | 497,848 |
Thai Union Frozen Products PCL (For. Reg.) | | 828,700 | 407,909 |
True Corp. PCL (For. Reg.) | | 2,917,012 | 408,859 |
|
TOTAL THAILAND | | | 46,195,442 |
|
Turkey - 0.1% | | | |
Akbank TAS | | 1,000,060 | 600,780 |
Aselsan A/S | | 221,482 | 365,451 |
Bim Birlesik Magazalar A/S JSC | | 165,143 | 929,247 |
Eregli Demir ve Celik Fabrikalari T.A.S. | | 473,223 | 1,069,578 |
Ford Otomotiv Sanayi A/S | | 21,047 | 423,683 |
Koc Holding A/S | | 260,305 | 704,747 |
Turk Sise ve Cam Fabrikalari A/S | | 488,401 | 596,018 |
Turkcell Iletisim Hizmet A/S | | 515,895 | 751,871 |
Turkiye Garanti Bankasi A/S | | 785,925 | 792,899 |
Turkiye Is Bankasi A/S Series C | | 568,134 | 402,906 |
Turkiye Petrol Rafinerileri A/S (a) | | 44,030 | 694,481 |
|
TOTAL TURKEY | | | 7,331,661 |
|
United Arab Emirates - 0.4% | | | |
Abu Dhabi Commercial Bank PJSC | | 972,115 | 2,694,254 |
Abu Dhabi Islamic Bank | | 516,046 | 1,233,548 |
Abu Dhabi National Oil Co. for Distribution PJSC | | 869,181 | 977,312 |
Aldar Properties PJSC (a) | | 1,494,571 | 2,298,996 |
Dubai Islamic Bank Pakistan Ltd. (a) | | 1,020,157 | 1,791,430 |
Emaar Properties PJSC (a) | | 1,407,075 | 2,444,056 |
Emirates NBD Bank PJSC (a) | | 909,249 | 3,775,077 |
Emirates Telecommunications Corp. | | 1,234,518 | 11,763,556 |
First Abu Dhabi Bank PJSC | | 1,567,346 | 9,575,487 |
|
TOTAL UNITED ARAB EMIRATES | | | 36,553,716 |
|
United Kingdom - 9.0% | | | |
3i Group PLC | | 347,282 | 5,683,354 |
Abrdn PLC | | 739,675 | 1,736,852 |
Admiral Group PLC | | 70,095 | 2,206,400 |
Anglo American PLC (United Kingdom) | | 452,006 | 20,019,792 |
Antofagasta PLC | | 141,354 | 2,706,068 |
Ashtead Group PLC | | 158,592 | 8,200,356 |
Associated British Foods PLC | | 124,498 | 2,491,298 |
AstraZeneca PLC (United Kingdom) | | 548,131 | 73,143,278 |
Auto Trader Group PLC (c) | | 345,054 | 2,723,222 |
Aveva Group PLC | | 43,510 | 1,169,378 |
Aviva PLC | | 1,330,939 | 7,140,659 |
BAE Systems PLC | | 1,129,355 | 10,431,465 |
Barclays PLC | | 5,961,485 | 10,958,059 |
Barratt Developments PLC | | 379,662 | 2,322,789 |
Berkeley Group Holdings PLC | | 38,984 | 1,977,132 |
BP PLC | | 6,426,527 | 31,025,957 |
BP PLC sponsored ADR | | 97,734 | 2,806,920 |
British American Tobacco PLC (United Kingdom) | | 770,183 | 32,280,172 |
British Land Co. PLC | | 342,358 | 2,205,270 |
BT Group PLC | | 3,178,262 | 7,048,073 |
Bunzl PLC | | 117,078 | 4,516,943 |
Burberry Group PLC | | 142,176 | 2,805,909 |
Compass Group PLC | | 635,052 | 13,400,772 |
Croda International PLC | | 48,566 | 4,717,048 |
Diageo PLC | | 822,544 | 41,035,765 |
GlaxoSmithKline PLC | | 1,776,883 | 40,055,521 |
Halma PLC | | 135,700 | 4,165,385 |
Hargreaves Lansdown PLC | | 120,412 | 1,378,518 |
Hikma Pharmaceuticals PLC | | 67,331 | 1,581,633 |
HSBC Holdings PLC (United Kingdom) | | 7,169,268 | 44,801,670 |
Imperial Brands PLC | | 324,787 | 6,760,612 |
Informa PLC (a) | | 525,577 | 3,728,391 |
InterContinental Hotel Group PLC | | 64,544 | 4,120,472 |
Intertek Group PLC | | 56,168 | 3,500,107 |
J Sainsbury PLC | | 633,197 | 1,847,514 |
JD Sports Fashion PLC | | 960,396 | 1,582,421 |
Johnson Matthey PLC | | 65,386 | 1,798,657 |
Kingfisher PLC | | 714,840 | 2,254,299 |
Land Securities Group PLC | | 266,589 | 2,500,224 |
Legal & General Group PLC | | 2,130,920 | 6,642,282 |
Lloyds Banking Group PLC | | 25,191,240 | 14,307,710 |
London Stock Exchange Group PLC | | 116,386 | 11,474,698 |
M&G PLC | | 907,799 | 2,410,158 |
Melrose Industries PLC | | 1,626,317 | 2,363,198 |
Mondi PLC | | 129,328 | 2,429,551 |
Mondi PLC | | 39,980 | 753,810 |
National Grid PLC | | 1,271,215 | 18,886,413 |
NatWest Group PLC | | 1,998,069 | 5,360,395 |
Next PLC | | 47,745 | 3,576,134 |
NMC Health PLC (a) | | 30,958 | 309 |
Ocado Group PLC (a) | | 176,541 | 2,019,038 |
Pearson PLC | | 263,177 | 2,555,397 |
Persimmon PLC | | 115,941 | 3,019,600 |
Phoenix Group Holdings PLC | | 257,725 | 1,952,112 |
Prudential PLC | | 976,387 | 12,154,505 |
Reckitt Benckiser Group PLC | | 253,218 | 19,747,358 |
RELX PLC (London Stock Exchange) | | 680,057 | 20,259,225 |
Rentokil Initial PLC | | 660,060 | 4,533,472 |
Rio Tinto PLC | | 396,866 | 28,041,030 |
Rolls-Royce Holdings PLC (a) | | 2,925,477 | 2,999,085 |
Sage Group PLC | | 362,119 | 3,323,019 |
Schroders PLC | | 42,474 | 1,499,342 |
Segro PLC | | 427,098 | 7,150,517 |
Severn Trent PLC | | 85,529 | 3,361,421 |
Shell PLC (London) | | 2,725,288 | 73,162,795 |
Smith & Nephew PLC | | 306,792 | 4,972,657 |
Smiths Group PLC | | 136,587 | 2,499,447 |
Spirax-Sarco Engineering PLC | | 25,718 | 3,880,731 |
SSE PLC | | 377,855 | 8,775,994 |
St. James's Place PLC | | 198,041 | 3,182,438 |
Standard Chartered PLC (United Kingdom) | | 931,737 | 6,369,654 |
Taylor Wimpey PLC | | 1,364,517 | 2,146,053 |
Tesco PLC | | 2,684,081 | 9,118,683 |
Unilever PLC | | 908,859 | 42,252,962 |
United Utilities Group PLC | | 233,023 | 3,348,637 |
Vodafone Group PLC | | 9,662,022 | 14,627,908 |
Vodafone Group PLC sponsored ADR | | 179,015 | 2,719,238 |
Whitbread PLC | | 79,698 | 2,782,005 |
|
TOTAL UNITED KINGDOM | | | 775,487,336 |
|
United States of America - 0.2% | | | |
360 DigiTech, Inc. ADR | | 29,762 | 429,466 |
Coca-Cola European Partners PLC | | 74,499 | 3,721,225 |
Dada Nexus Ltd. ADR (a) | | 17,522 | 133,693 |
DiDi Global, Inc. ADR (b) | | 66,110 | 124,287 |
Fiverr International Ltd. (a)(b) | | 9,396 | 500,337 |
Legend Biotech Corp. ADR (a) | | 14,898 | 598,155 |
Li Auto, Inc. ADR (a) | | 193,411 | 4,338,209 |
NICE Ltd. sponsored ADR (a) | | 3,864 | 797,568 |
Southern Copper Corp. | | 29,681 | 1,848,236 |
Yum China Holdings, Inc. | | 154,250 | 6,447,650 |
|
TOTAL UNITED STATES OF AMERICA | | | 18,938,826 |
|
TOTAL COMMON STOCKS | | | |
(Cost $8,040,138,289) | | | 8,302,285,281 |
|
Nonconvertible Preferred Stocks - 1.0% | | | |
Brazil - 0.4% | | | |
Alpargatas SA (PN) | | 80,600 | 319,534 |
Banco Bradesco SA (PN) | | 1,914,844 | 6,963,844 |
Braskem SA Class A | | 63,600 | 517,398 |
Centrais Eletricas Brasileiras SA (Electrobras) (PN-B) | | 42,607 | 346,013 |
Companhia Energetica de Minas Gerais (CEMIG) (PN) | | 405,235 | 1,202,439 |
Gerdau SA | | 405,000 | 2,291,255 |
Itau Unibanco Holding SA | | 1,717,821 | 8,293,852 |
Itausa-Investimentos Itau SA (PN) | | 1,634,837 | 3,045,510 |
Petroleo Brasileiro SA - Petrobras (PN) (non-vtg.) | | 1,596,700 | 9,779,240 |
|
TOTAL BRAZIL | | | 32,759,085 |
|
Chile - 0.1% | | | |
Sociedad Quimica y Minera de Chile SA (PN-B) | | 48,937 | 3,632,572 |
Colombia - 0.0% | | | |
Bancolombia SA (PN) | | 179,583 | 1,742,291 |
France - 0.0% | | | |
Air Liquide SA (a) | | 7,782 | 1,346,351 |
Germany - 0.3% | | | |
Bayerische Motoren Werke AG (BMW) (non-vtg.) | | 27,061 | 1,993,546 |
Fuchs Petrolub AG | | 23,549 | 742,765 |
Henkel AG & Co. KGaA | | 63,627 | 4,085,573 |
Porsche Automobil Holding SE (Germany) | | 53,235 | 4,390,819 |
Sartorius AG (non-vtg.) | | 9,141 | 3,427,231 |
Volkswagen AG | | 66,395 | 10,282,357 |
|
TOTAL GERMANY | | | 24,922,291 |
|
Korea (South) - 0.2% | | | |
AMOREPACIFIC Corp. | | 1,704 | 101,868 |
Hyundai Motor Co. | | 7,214 | 532,505 |
Hyundai Motor Co. Series 2 | | 17,036 | 1,268,360 |
LG Chemical Ltd. | | 2,310 | 453,228 |
LG Household & Health Care Ltd. | | 1,026 | 401,665 |
Samsung Electronics Co. Ltd. | | 293,866 | 13,704,240 |
|
TOTAL KOREA (SOUTH) | | | 16,461,866 |
|
Russia - 0.0% | | | |
Surgutneftegas OJSC (d) | | 2,913,333 | 66,102 |
TOTAL NONCONVERTIBLE PREFERRED STOCKS | | | |
(Cost $86,364,225) | | | 80,930,558 |
| | Principal Amount(f) | Value |
|
Nonconvertible Bonds - 0.0% | | | |
India - 0.0% | | | |
NTPC Ltd. 8.49% 3/25/25 (Cost $13,959) | INR | 69,696 | 11,956 |
|
Government Obligations - 0.1% | | | |
United States of America - 0.1% | | | |
U.S. Treasury Bills, yield at date of purchase 1.15% 1/26/23 (Cost $9,914,537)(g) | | 10,000,000 | 9,878,664 |
| | Shares | Value |
|
Money Market Funds - 2.3% | | | |
Fidelity Cash Central Fund 0.32% (h) | | 138,091,459 | 138,119,078 |
Fidelity Securities Lending Cash Central Fund 0.32% (h)(i) | | 60,311,933 | 60,317,964 |
TOTAL MONEY MARKET FUNDS | | | |
(Cost $198,436,407) | | | 198,437,042 |
TOTAL INVESTMENT IN SECURITIES - 100.2% | | | |
(Cost $8,334,867,417) | | | 8,591,543,501 |
NET OTHER ASSETS (LIABILITIES) - (0.2)% | | | (14,185,623) |
NET ASSETS - 100% | | | $8,577,357,878 |
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) | 1,209 | June 2022 | $120,694,470 | $(964,889) | $(964,889) |
ICE E-mini MSCI Emerging Markets Index Contracts (United States) | 1,041 | June 2022 | 55,037,670 | 1,194,298 | 1,194,298 |
TME S&P/TSX 60 Index Contracts (Canada) | 82 | June 2022 | 15,983,186 | (296,467) | (296,467) |
TOTAL FUTURES CONTRACTS | | | | | $(67,058) |
The notional amount of futures purchased as a percentage of Net Assets is 2.2%
Currency Abbreviations
INR – Indian rupee
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 $204,027,283 or 2.4% of net assets.
(d) Level 3 security
(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 $9,878,663.
(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
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Fund | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain/Loss | Change in Unrealized appreciation (depreciation) | Value, end of period | % ownership, end of period |
Fidelity Cash Central Fund 0.32% | $154,057,509 | $760,550,411 | $776,488,843 | $139,247 | $-- | $1 | $138,119,078 | 0.3% |
Fidelity Securities Lending Cash Central Fund 0.32% | 35,881,913 | 204,000,400 | 179,564,349 | 260,088 | -- | -- | 60,317,964 | 0.2% |
Total | $189,939,422 | $964,550,811 | $956,053,192 | $399,335 | $-- | $1 | $198,437,042 | |
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, 2022, 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 | $530,847,444 | $88,790,513 | $441,396,190 | $660,741 |
Consumer Discretionary | 915,668,446 | 70,165,804 | 845,454,369 | 48,273 |
Consumer Staples | 742,578,552 | 68,465,470 | 674,099,805 | 13,277 |
Energy | 477,461,820 | 169,755,718 | 306,856,414 | 849,688 |
Financials | 1,714,229,218 | 435,798,410 | 1,278,145,581 | 285,227 |
Health Care | 805,331,394 | 18,407,693 | 786,923,701 | -- |
Industrials | 1,001,651,958 | 109,500,696 | 892,151,262 | -- |
Information Technology | 964,088,466 | 65,016,067 | 899,072,399 | -- |
Materials | 740,468,394 | 168,358,564 | 571,428,088 | 681,742 |
Real Estate | 211,108,820 | 15,147,325 | 194,851,510 | 1,109,985 |
Utilities | 279,781,327 | 41,220,185 | 238,471,949 | 89,193 |
Corporate Bonds | 11,956 | -- | 11,956 | -- |
Government Obligations | 9,878,664 | -- | 9,878,664 | -- |
Money Market Funds | 198,437,042 | 198,437,042 | -- | -- |
Total Investments in Securities: | $8,591,543,501 | $1,449,063,487 | $7,138,741,888 | $3,738,126 |
Derivative Instruments: | | | | |
Assets | | | | |
Futures Contracts | $1,194,298 | $1,194,298 | $-- | $-- |
Total Assets | $1,194,298 | $1,194,298 | $-- | $-- |
Liabilities | | | | |
Futures Contracts | $(1,261,356) | $(1,261,356) | $-- | $-- |
Total Liabilities | $(1,261,356) | $(1,261,356) | $-- | $-- |
Total Derivative Instruments: | $(67,058) | $(67,058) | $-- | $-- |
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, 2022. 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) | $1,194,298 | $(1,261,356) |
Total Equity Risk | 1,194,298 | (1,261,356) |
Total Value of Derivatives | $1,194,298 | $(1,261,356) |
(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, 2022 (Unaudited) |
Assets | | |
Investment in securities, at value (including securities loaned of $54,336,861) — See accompanying schedule: Unaffiliated issuers (cost $8,136,431,010) | $8,393,106,459 | |
Fidelity Central Funds (cost $198,436,407) | 198,437,042 | |
Total Investment in Securities (cost $8,334,867,417) | | $8,591,543,501 |
Segregated cash with brokers for derivative instruments | | 1,364,474 |
Foreign currency held at value (cost $10,315,875) | | 10,261,434 |
Receivable for investments sold | | 248,506 |
Receivable for fund shares sold | | 12,923,555 |
Dividends receivable | | 26,388,142 |
Reclaims receivable | | 13,594,435 |
Interest receivable | | 8 |
Distributions receivable from Fidelity Central Funds | | 136,626 |
Other receivables | | 27,791 |
Total assets | | 8,656,488,472 |
Liabilities | | |
Payable to custodian bank | $8,934 | |
Payable for investments purchased on a delayed delivery basis | 195,846 | |
Payable for fund shares redeemed | 6,228,587 | |
Accrued management fee | 405,174 | |
Payable for daily variation margin on futures contracts | 1,607,612 | |
Deferred taxes | 10,367,880 | |
Collateral on securities loaned | 60,316,561 | |
Total liabilities | | 79,130,594 |
Net Assets | | $8,577,357,878 |
Net Assets consist of: | | |
Paid in capital | | $8,597,843,812 |
Total accumulated earnings (loss) | | (20,485,934) |
Net Assets | | $8,577,357,878 |
Net Asset Value, offering price and redemption price per share ($8,577,357,878 ÷ 638,436,846 shares) | | $13.43 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
| | Six months ended April 30, 2022 (Unaudited) |
Investment Income | | |
Dividends | | $120,031,355 |
Non-Cash dividends | | 9,931,012 |
Interest | | 9,955 |
Income from Fidelity Central Funds (including $260,088 from security lending) | | 399,335 |
Income before foreign taxes withheld | | 130,371,657 |
Less foreign taxes withheld | | (11,757,539) |
Total income | | 118,614,118 |
Expenses | | |
Management fee | $2,466,559 | |
Independent trustees' fees and expenses | 13,578 | |
Total expenses | | 2,480,137 |
Net investment income (loss) | | 116,133,981 |
Realized and Unrealized Gain (Loss) | | |
Net realized gain (loss) on: | | |
Investment securities: | | |
Unaffiliated issuers (net of foreign taxes of $7,143) | (46,709,986) | |
Foreign currency transactions | (981,003) | |
Futures contracts | (21,379,089) | |
Total net realized gain (loss) | | (69,070,078) |
Change in net unrealized appreciation (depreciation) on: | | |
Investment securities: | | |
Unaffiliated issuers (net of decrease in deferred foreign taxes of $1,219,307) | (1,243,079,460) | |
Fidelity Central Funds | 1 | |
Assets and liabilities in foreign currencies | (2,131,621) | |
Futures contracts | (1,466,214) | |
Total change in net unrealized appreciation (depreciation) | | (1,246,677,294) |
Net gain (loss) | | (1,315,747,372) |
Net increase (decrease) in net assets resulting from operations | | $(1,199,613,391) |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
| Six months ended April 30, 2022 (Unaudited) | Year ended October 31, 2021 |
Increase (Decrease) in Net Assets | | |
Operations | | |
Net investment income (loss) | $116,133,981 | $195,437,644 |
Net realized gain (loss) | (69,070,078) | (26,281,392) |
Change in net unrealized appreciation (depreciation) | (1,246,677,294) | 1,519,342,124 |
Net increase (decrease) in net assets resulting from operations | (1,199,613,391) | 1,688,498,376 |
Distributions to shareholders | (232,318,373) | (113,745,928) |
Share transactions | | |
Proceeds from sales of shares | 1,686,968,632 | 3,700,740,156 |
Reinvestment of distributions | 222,581,907 | 108,447,495 |
Cost of shares redeemed | (1,032,748,600) | (1,873,018,145) |
Net increase (decrease) in net assets resulting from share transactions | 876,801,939 | 1,936,169,506 |
Total increase (decrease) in net assets | (555,129,825) | 3,510,921,954 |
Net Assets | | |
Beginning of period | 9,132,487,703 | 5,621,565,749 |
End of period | $8,577,357,878 | $9,132,487,703 |
Other Information | | |
Shares | | |
Sold | 114,954,460 | 240,549,523 |
Issued in reinvestment of distributions | 15,064,264 | 7,610,351 |
Redeemed | (69,800,446) | (122,263,327) |
Net increase (decrease) | 60,218,278 | 125,896,547 |
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, | | | | |
| 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
Selected Per–Share Data | | | | | | |
Net asset value, beginning of period | $15.79 | $12.43 | $13.09 | $12.07 | $13.50 | $11.13 |
Income from Investment Operations | | | | | | |
Net investment income (loss)A,B | .19 | .38 | .29 | .41 | .38 | .33 |
Net realized and unrealized gain (loss) | (2.15) | 3.23 | (.57) | .91 | (1.50) | 2.27 |
Total from investment operations | (1.96) | 3.61 | (.28) | 1.32 | (1.12) | 2.60 |
Distributions from net investment income | (.40) | (.25) | (.38) | (.30) | (.28) | (.22) |
Distributions from net realized gain | – | – | – | – | (.03) | (.01) |
Total distributions | (.40) | (.25) | (.38) | (.30) | (.31) | (.23) |
Redemption fees added to paid in capitalA | – | – | – | – | – | –C |
Net asset value, end of period | $13.43 | $15.79 | $12.43 | $13.09 | $12.07 | $13.50 |
Total ReturnD,E | (12.66)% | 29.25% | (2.25)% | 11.28% | (8.47)% | 23.83% |
Ratios to Average Net AssetsB,F,G | | | | | | |
Expenses before reductions | .06%H | .05%I | .06% | .06% | .06% | .06% |
Expenses net of fee waivers, if any | .06%H | .05%I | .06% | .06% | .06% | .06% |
Expenses net of all reductions | .06%H | .05%I | .06% | .06% | .06% | .06% |
Net investment income (loss) | 2.58%H | 2.46% | 2.37% | 3.32% | 2.91% | 2.75% |
Supplemental Data | | | | | | |
Net assets, end of period (000 omitted) | $8,577,358 | $9,132,488 | $5,621,566 | $5,343,395 | $2,879,110 | $952,883 |
Portfolio turnover rateJ | 3%H | 5%K | 5% | 5%K | 19%K | 9% |
A Calculated based on average shares outstanding during the period.
B Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any such underlying funds is not included in the Fund's net investment income (loss) ratio.
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 adviser, 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 The size and fluctuation of net assets and expense amounts may cause ratios to differ from contractual rates.
J Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
K 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, 2022
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% |
(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 – unadjusted quoted prices in active markets for identical investments
- Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
- Level 3 – unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value 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, 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, 2022 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. Commissions paid to certain brokers with whom the investment adviser, or its affiliates, places trades on behalf of a fund include an amount in addition to trade execution, which may be rebated back to a fund. Any such rebates are included in net realized gain (loss) on investments in the Statement of Operations. 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. Funds may file withholding tax reclaims in certain jurisdictions to recover a portion of amounts previously withheld. Any withholding tax reclaims income is included in the Statement of Operations in foreign taxes withheld. Any receivables for withholding tax reclaims are included in the Statement of Assets and Liabilities in dividends receivable and reclaims receivable, as applicable.
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 Deferred taxes 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), 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 | $6,309,482,193 | $1,132,065,387 | $(1,311,737,934) | $(179,672,547) |
Fidelity Global ex U.S. Index Fund | 8,426,919,199 | 1,476,846,601 | (1,312,289,357) | 164,557,244 |
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.
| Short-term | Long-term | Total capital loss carryforward |
Fidelity Emerging Markets Index Fund | $(57,286,741) | $(199,033,194) | $(256,319,935) |
Fidelity Global ex U.S. Index Fund | (4,108,175) | (190,552,060) | (194,660,235) |
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 in-kind transactions, as applicable, are noted in the table below.
| Purchases ($) | Sales ($) |
Fidelity Emerging Markets Index Fund | 1,184,517,600 | 92,991,814 |
Fidelity Global ex U.S. Index Fund | 896,576,339 | 149,332,379 |
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, 2022.
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. During the period there were no interfund trades.
Prior Fiscal Year Affiliated Exchanges In-Kind. Shares that were exchanged for investments, including accrued interest and cash, if any, are shown in the table below. The amount of in-kind exchanges is included in share transactions in the accompanying Statement of Changes in Net Assets.
| Shares | Total Proceeds ($) |
Fidelity Global ex U.S. Index Fund | 1,703,066 | 26,142,058 |
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 | $40,719 | $– | $– |
Fidelity Global ex U.S. Index Fund | $28,864 | $1 | $– |
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 | $91,244 |
10. Other.
A 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, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a 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.
| Fidelity Multi-Asset Index Fund |
Fidelity Emerging Markets Index Fund | 13% |
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, 2021 to April 30, 2022).
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. In addition, if these transactional costs were included, your costs would have been higher.
| Annualized Expense Ratio-A | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses Paid During Period-B November 1, 2021 to April 30, 2022 |
Fidelity Emerging Markets Index Fund | .08% | | | |
Actual | | $1,000.00 | $851.20 | $.37 |
Hypothetical-C | | $1,000.00 | $1,024.40 | $.40 |
Fidelity Global ex U.S. Index Fund | .06% | | | |
Actual | | $1,000.00 | $873.40 | $.28 |
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, 2020 through November 30, 2021. 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-0622
1.929371.110
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, including Strategic Advisers LLC (SAI) - not available for sale to the general public. Fidelity SAI is a product name of Fidelity® funds dedicated to certain programs affiliated with SAI.
Semi-Annual Report
April 30, 2022


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 Fidelity Product Services LLC (FPS), and FPS 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 relationship between FPS 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. © 2022 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 COVID-19 emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and corporate earnings. On March 11, 2020, the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread. The pandemic prompted a number of measures to limit the spread of COVID-19, 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. To help stem the turmoil, the U.S. government took unprecedented action – in concert with the U.S. Federal Reserve and central banks around the world – to help support consumers, businesses, and the broader economy, and to limit disruption to the financial system.
In general, the overall impact of the pandemic lessened in 2021, amid a resilient economy and widespread distribution of three COVID-19 vaccines granted emergency use authorization from the U.S. Food and Drug Administration (FDA) early in the year. Still, the situation remains dynamic, and the extent and duration of its influence on financial markets and the economy is highly uncertain, due in part to a recent spike in cases based on highly contagious variants of the coronavirus.
Extreme events such as the COVID-19 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 continue to take extra steps to be responsive to customer needs. We encourage you to visit us online, 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, 2022 |
| Taiwan | 21.3% |
| India | 13.7% |
| China | 9.5% |
| Saudi Arabia | 9.5% |
| Cayman Islands | 8.9% |
| Korea (South) | 7.5% |
| Malaysia | 4.7% |
| United Arab Emirates | 3.3% |
| Qatar | 3.2% |
| Other* | 18.4% |

* 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, 2022
| % of fund's net assets |
Stocks and Equity Futures | 100.0 |
Top Ten Stocks as of April 30, 2022
| % of fund's net assets |
Alinma Bank (Saudi Arabia, Banks) | 2.2 |
Emirates Telecommunications Corp. (United Arab Emirates, Diversified Telecommunication Services) | 1.6 |
Mega Financial Holding Co. Ltd. (Taiwan, Banks) | 1.6 |
Chunghwa Telecom Co. Ltd. (Taiwan, Diversified Telecommunication Services) | 1.6 |
National Bank of Kuwait (Kuwait, Banks) | 1.6 |
Power Grid Corp. of India Ltd. (India, Electric Utilities) | 1.6 |
Bank of Communications Co. Ltd. (H Shares) (China, Banks) | 1.6 |
Saudi Basic Industries Corp. (Saudi Arabia, Chemicals) | 1.6 |
PT Telkom Indonesia Persero Tbk (Indonesia, Diversified Telecommunication Services) | 1.6 |
Bank of China Ltd. (H Shares) (China, Banks) | 1.6 |
| 16.6 |
Market Sectors as of April 30, 2022
| % of fund's net assets |
Financials | 25.8 |
Information Technology | 15.4 |
Communication Services | 14.2 |
Consumer Staples | 9.0 |
Consumer Discretionary | 8.9 |
Health Care | 7.7 |
Utilities | 6.7 |
Materials | 4.7 |
Energy | 3.2 |
Industrials | 2.6 |
Real Estate | 0.2 |
Fidelity® SAI Emerging Markets Low Volatility Index Fund
Schedule of Investments April 30, 2022 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 98.5% | | | |
| | Shares | Value |
Bailiwick of Jersey - 0.7% | | | |
WNS Holdings Ltd. sponsored ADR (a) | | 171,587 | $13,447,273 |
Bermuda - 0.7% | | | |
China Gas Holdings Ltd. | | 400,000 | 487,587 |
China Resource Gas Group Ltd. | | 3,936,000 | 14,789,088 |
|
TOTAL BERMUDA | | | 15,276,675 |
|
Brazil - 1.0% | | | |
Hypera SA | | 163,700 | 1,239,020 |
Telefonica Brasil SA | | 1,796,200 | 19,324,604 |
|
TOTAL BRAZIL | | | 20,563,624 |
|
Cayman Islands - 8.9% | | | |
Anta Sports Products Ltd. | | 1,368,000 | 15,721,733 |
Hansoh Pharmaceutical Group Co. Ltd. (b) | | 4,026,000 | 6,631,346 |
Hengan International Group Co. Ltd. | | 2,652,500 | 12,535,255 |
JD.com, Inc.: | | | |
Class A | | 93,359 | 2,910,799 |
sponsored ADR | | 299,728 | 18,481,228 |
Kingdee International Software Group Co. Ltd. (a) | | 5,978,000 | 12,198,670 |
Li Ning Co. Ltd. | | 2,693,500 | 20,993,595 |
Shenzhou International Group Holdings Ltd. | | 1,343,100 | 18,224,481 |
Sino Biopharmaceutical Ltd. | | 19,058,000 | 9,996,526 |
Tencent Holdings Ltd. | | 316,700 | 14,924,451 |
Want Want China Holdings Ltd. | | 23,347,000 | 21,074,568 |
ZTO Express, Inc. sponsored ADR | | 1,069,402 | 29,419,249 |
|
TOTAL CAYMAN ISLANDS | | | 183,111,901 |
|
Chile - 0.7% | | | |
Banco de Chile | | 139,179,934 | 13,897,429 |
China - 9.5% | | | |
Bank of China Ltd. (H Shares) | | 81,502,000 | 31,979,967 |
Bank of Communications Co. Ltd. (H Shares) | | 46,869,000 | 32,615,624 |
CGN Power Co. Ltd. (H Shares) (b) | | 44,081,000 | 12,386,922 |
China Minsheng Banking Corp. Ltd. (H Shares) | | 27,276,000 | 10,342,874 |
China Railway Group Ltd. (H Shares) | | 18,354,000 | 12,854,465 |
China Shenhua Energy Co. Ltd. (H Shares) | | 2,700,500 | 8,627,711 |
Dongfeng Motor Group Co. Ltd. (H Shares) | | 9,254,000 | 6,750,752 |
PetroChina Co. Ltd. (H Shares) | | 63,752,000 | 30,262,695 |
Postal Savings Bank of China Co. Ltd. (H Shares) (b) | | 32,984,000 | 25,007,807 |
Shandong Weigao Medical Polymer Co. Ltd. (H Shares) | | 8,886,400 | 9,467,113 |
Sinopharm Group Co. Ltd. (H Shares) | | 2,642,400 | 6,080,637 |
Zhuzhou CRRC Times Electric Co. Ltd. (H Shares) | | 2,063,800 | 8,113,363 |
|
TOTAL CHINA | | | 194,489,930 |
|
Hong Kong - 2.0% | | | |
China Resources Beer Holdings Co. Ltd. | | 2,072,000 | 12,170,598 |
China Resources Power Holdings Co. Ltd. | | 6,711,000 | 12,618,901 |
Guangdong Investment Ltd. | | 12,484,000 | 15,983,796 |
|
TOTAL HONG KONG | | | 40,773,295 |
|
India - 13.7% | | | |
Apollo Hospitals Enterprise Ltd. | | 361,966 | 20,934,929 |
Cipla Ltd./India (a) | | 1,395,422 | 17,788,387 |
Dr. Reddy's Laboratories Ltd. | | 529,256 | 28,469,711 |
HCL Technologies Ltd. | | 1,975,692 | 27,639,160 |
Hindustan Unilever Ltd. | | 1,030,041 | 29,890,332 |
Infosys Ltd. | | 1,361,412 | 27,558,657 |
Lupin Ltd. | | 905,350 | 8,764,322 |
Power Grid Corp. of India Ltd. | | 11,203,938 | 33,161,144 |
Sun Pharmaceutical Industries Ltd. | | 774,365 | 9,349,202 |
Tata Consultancy Services Ltd. | | 611,135 | 28,132,160 |
Tech Mahindra Ltd. | | 1,552,839 | 25,330,522 |
Wipro Ltd. | | 3,578,347 | 23,482,725 |
|
TOTAL INDIA | | | 280,501,251 |
|
Indonesia - 3.1% | | | |
PT Bank Central Asia Tbk | | 56,778,500 | 31,845,448 |
PT Telkom Indonesia Persero Tbk | | 101,326,300 | 32,258,328 |
|
TOTAL INDONESIA | | | 64,103,776 |
|
Korea (South) - 7.5% | | | |
Coway Co. Ltd. | | 209,189 | 11,654,398 |
Db Insurance Co. Ltd. | | 169,455 | 9,001,867 |
Hankook Tire Co. Ltd. | | 298,747 | 8,156,034 |
Hyundai Mobis | | 96,395 | 15,598,828 |
Kangwon Land, Inc. (a) | | 429,899 | 8,986,081 |
Korea Electric Power Corp. | | 885,340 | 16,070,231 |
KT&G Corp. | | 486,034 | 31,747,560 |
NCSOFT Corp. | | 69,841 | 23,006,007 |
Samsung Electronics Co. Ltd. | | 160,382 | 8,501,877 |
Samsung Life Insurance Co. Ltd. | | 299,125 | 15,295,532 |
SK Hynix, Inc. | | 37,889 | 3,302,486 |
SK, Inc. | | 17,907 | 3,739,443 |
|
TOTAL KOREA (SOUTH) | | | 155,060,344 |
|
Kuwait - 2.4% | | | |
Boubyan Bank KSC | | 3,511,964 | 11,240,576 |
Mobile Telecommunication Co. | | 2,564,280 | 5,697,470 |
National Bank of Kuwait | | 9,676,366 | 33,212,193 |
|
TOTAL KUWAIT | | | 50,150,239 |
|
Malaysia - 4.7% | | | |
Dialog Group Bhd | | 12,191,600 | 6,971,741 |
DiGi.com Bhd | | 13,253,500 | 11,588,602 |
IHH Healthcare Bhd | | 9,904,800 | 14,939,697 |
Malayan Banking Bhd | | 4,876,333 | 10,141,892 |
Nestle (Malaysia) Bhd | | 133,100 | 4,068,217 |
Petronas Gas Bhd | | 1,698,100 | 6,614,784 |
PPB Group Bhd | | 2,027,300 | 7,872,229 |
Public Bank Bhd | | 24,713,500 | 26,563,243 |
Tenaga Nasional Bhd | | 3,255,200 | 6,755,654 |
|
TOTAL MALAYSIA | | | 95,516,059 |
|
Mexico - 0.3% | | | |
Gruma S.A.B. de CV Series B | | 92,440 | 1,098,010 |
Kimberly-Clark de Mexico SA de CV Series A | | 4,253,600 | 5,938,552 |
|
TOTAL MEXICO | | | 7,036,562 |
|
Philippines - 2.4% | | | |
Bank of the Philippine Islands (BPI) | | 6,053,230 | 10,962,223 |
BDO Unibank, Inc. | | 6,536,890 | 16,126,846 |
Manila Electric Co. | | 631,440 | 4,243,782 |
PLDT, Inc. | | 372,125 | 13,219,545 |
SM Prime Holdings, Inc. | | 6,327,200 | 4,210,554 |
|
TOTAL PHILIPPINES | | | 48,762,950 |
|
Qatar - 3.2% | | | |
Qatar Islamic Bank (a) | | 4,000,549 | 26,902,848 |
Qatar National Bank SAQ (a) | | 4,022,315 | 25,679,639 |
The Commercial Bank of Qatar (a) | | 6,377,298 | 13,464,693 |
|
TOTAL QATAR | | | 66,047,180 |
|
Russia - 0.0% | | | |
PhosAgro OJSC (c) | | 1,400 | 112 |
PhosAgro OJSC GDR (Reg. S) (c) | | 589,848 | 12,098 |
|
TOTAL RUSSIA | | | 12,210 |
|
Saudi Arabia - 9.5% | | | |
Advanced Polypropylene Co. | | 555,175 | 9,931,813 |
Alinma Bank | | 4,037,020 | 44,613,009 |
Almarai Co. Ltd. | | 1,065,470 | 14,771,366 |
Jarir Marketing Co. | | 221,960 | 11,361,928 |
Mouwasat Medical Services Co. | | 195,055 | 12,532,861 |
Sabic Agriculture-Nutrients Co. | | 463,930 | 20,111,714 |
Saudi Basic Industries Corp. | | 925,182 | 32,312,798 |
Saudi Electricity Co. | | 2,363,950 | 17,048,322 |
Saudi Telecom Co. | | 1,018,583 | 31,501,447 |
|
TOTAL SAUDI ARABIA | | | 194,185,258 |
|
Taiwan - 21.3% | | | |
ASUSTeK Computer, Inc. | | 2,142,000 | 25,779,094 |
Chang Hwa Commercial Bank | | 24,185,007 | 15,128,353 |
Chicony Electronics Co. Ltd. | | 2,834,000 | 7,887,530 |
China Steel Corp. | | 8,092,000 | 9,807,891 |
Chunghwa Telecom Co. Ltd. | | 7,514,000 | 33,327,984 |
Compal Electronics, Inc. | | 18,094,000 | 13,584,996 |
ENNOSTAR, Inc. | | 2,772,000 | 5,432,604 |
Far EasTone Telecommunications Co. Ltd. | | 7,009,000 | 19,704,555 |
Formosa Petrochemical Corp. | | 6,350,000 | 19,596,153 |
Formosa Plastics Corp. | | 6,396,000 | 22,750,800 |
Inventec Corp. | | 13,459,000 | 11,504,357 |
Lite-On Technology Corp. | | 5,400,000 | 11,838,053 |
Mega Financial Holding Co. Ltd. | | 23,850,000 | 33,547,271 |
Novatek Microelectronics Corp. | | 1,077,000 | 14,255,149 |
Pou Chen Corp. | | 9,554,000 | 9,968,889 |
President Chain Store Corp. | | 2,456,000 | 22,737,202 |
Quanta Computer, Inc. | | 9,485,000 | 26,729,540 |
Sinopac Financial Holdings Co. | | 30,336,000 | 18,692,078 |
Synnex Technology International Corp. | | 5,828,000 | 15,177,012 |
Taiwan Cooperative Financial Holding Co. Ltd. | | 25,670,995 | 24,699,693 |
Taiwan Mobile Co. Ltd. | | 6,811,000 | 25,036,851 |
The Shanghai Commercial & Savings Bank Ltd. | | 10,740,000 | 17,727,246 |
Unified-President Enterprises Corp. | | 9,077,000 | 21,012,492 |
WPG Holding Co. Ltd. | | 6,240,000 | 11,453,913 |
|
TOTAL TAIWAN | | | 437,379,706 |
|
Thailand - 2.6% | | | |
Advanced Info Service PCL (For. Reg.) | | 4,328,900 | 27,088,487 |
Advanced Information Service PCL NVDR | | 244,700 | 1,531,233 |
Bangkok Bank PCL: | | | |
(For. Reg.) | | 1,768,800 | 6,677,397 |
NVDR | | 90,000 | 339,759 |
Bangkok Dusit Medical Services PCL: | | | |
(For. Reg.) | | 14,290,000 | 10,705,983 |
NVDR | | 818,800 | 613,440 |
Kasikornbank PCL: | | | |
NVDR | | 188,200 | 833,838 |
(For. Reg.) | | 1,216,500 | 5,389,816 |
|
TOTAL THAILAND | | | 53,179,953 |
|
United Arab Emirates - 3.3% | | | |
Abu Dhabi National Oil Co. for Distribution PJSC | | 12,547,514 | 14,108,502 |
Dubai Islamic Bank Pakistan Ltd. (a) | | 6,939,950 | 12,186,787 |
Emirates Telecommunications Corp. | | 3,524,441 | 33,583,925 |
First Abu Dhabi Bank PJSC | | 1,426,354 | 8,714,116 |
|
TOTAL UNITED ARAB EMIRATES | | | 68,593,330 |
|
United States of America - 1.0% | | | |
Yum China Holdings, Inc. | | 489,732 | 20,470,798 |
TOTAL COMMON STOCKS | | | |
(Cost $1,852,206,441) | | | 2,022,559,743 |
| | Principal Amount | Value |
|
Government Obligations - 0.1% | | | |
United States of America - 0.1% | | | |
U.S. Treasury Bills, yield at date of purchase 1.23% 1/26/23 (Cost $1,783,604)(d) | | 1,800,000 | 1,778,159 |
| | Shares | Value |
|
Money Market Funds - 1.1% | | | |
Fidelity Cash Central Fund 0.32% (e) | | | |
(Cost $23,486,854) | | 23,482,158 | 23,486,854 |
TOTAL INVESTMENT IN SECURITIES - 99.7% | | | |
(Cost $1,877,476,899) | | | 2,047,824,756 |
NET OTHER ASSETS (LIABILITIES) - 0.3% | | | 6,562,070 |
NET ASSETS - 100% | | | $2,054,386,826 |
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) | 596 | June 2022 | $31,510,520 | $(101,233) | $(101,233) |
The notional amount of futures purchased as a percentage of Net Assets is 1.5%
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 $44,026,075 or 2.1% of net assets.
(c) Level 3 security
(d) 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 $1,778,159.
(e) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
Affiliated Central Funds
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Fund | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain/Loss | Change in Unrealized appreciation (depreciation) | Value, end of period | % ownership, end of period |
Fidelity Cash Central Fund 0.32% | $20,125,016 | $238,917,915 | $235,556,077 | $9,023 | $-- | $-- | $23,486,854 | 0.0% |
Fidelity Securities Lending Cash Central Fund 0.32% | 21,000,909 | 18,723,049 | 39,723,958 | 3,597 | -- | -- | -- | 0.0% |
Total | $41,125,925 | $257,640,964 | $275,280,035 | $12,620 | $-- | $-- | $23,486,854 | |
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, 2022, 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 | $291,793,489 | $90,107,446 | $201,686,043 | $-- |
Consumer Discretionary | 183,388,046 | 64,422,456 | 118,965,590 | -- |
Consumer Staples | 184,916,381 | 21,807,928 | 163,108,453 | -- |
Energy | 65,458,300 | -- | 65,458,300 | -- |
Financials | 532,830,064 | 189,911,290 | 342,918,774 | -- |
Health Care | 157,513,174 | 13,771,881 | 143,741,293 | -- |
Industrials | 54,126,520 | 29,419,249 | 24,707,271 | -- |
Information Technology | 313,235,778 | 13,447,273 | 299,788,505 | -- |
Materials | 94,927,226 | 62,356,325 | 32,558,691 | 12,210 |
Real Estate | 4,210,554 | -- | 4,210,554 | -- |
Utilities | 140,160,211 | 17,048,322 | 123,111,889 | -- |
Government Obligations | 1,778,159 | -- | 1,778,159 | -- |
Money Market Funds | 23,486,854 | 23,486,854 | -- | -- |
Total Investments in Securities: | $2,047,824,756 | $525,779,024 | $1,522,033,522 | $12,210 |
Derivative Instruments: | | | | |
Liabilities | | | | |
Futures Contracts | $(101,233) | $(101,233) | $-- | $-- |
Total Liabilities | $(101,233) | $(101,233) | $-- | $-- |
Total Derivative Instruments: | $(101,233) | $(101,233) | $-- | $-- |
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, 2022. 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) | $0 | $(101,233) |
Total Equity Risk | 0 | (101,233) |
Total Value of Derivatives | $0 | $(101,233) |
(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, 2022 (Unaudited) |
Assets | | |
Investment in securities, at value — See accompanying schedule: Unaffiliated issuers (cost $1,853,990,045) | $2,024,337,902 | |
Fidelity Central Funds (cost $23,486,854) | 23,486,854 | |
Total Investment in Securities (cost $1,877,476,899) | | $2,047,824,756 |
Segregated cash with brokers for derivative instruments | | 153,000 |
Foreign currency held at value (cost $11,279,663) | | 11,013,893 |
Receivable for fund shares sold | | 1,563,789 |
Dividends receivable | | 4,162,536 |
Distributions receivable from Fidelity Central Funds | | 3,037 |
Receivable for daily variation margin on futures contracts | | 141,068 |
Prepaid expenses | | 555 |
Other receivables | | 144,053 |
Total assets | | 2,065,006,687 |
Liabilities | | |
Payable for fund shares redeemed | $1,316,090 | |
Accrued management fee | 267,535 | |
Deferred taxes | 8,536,325 | |
Other payables and accrued expenses | 499,911 | |
Total liabilities | | 10,619,861 |
Net Assets | | $2,054,386,826 |
Net Assets consist of: | | |
Paid in capital | | $1,899,107,315 |
Total accumulated earnings (loss) | | 155,279,511 |
Net Assets | | $2,054,386,826 |
Net Asset Value, offering price and redemption price per share ($2,054,386,826 ÷ 187,987,102 shares) | | $10.93 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
| | Six months ended April 30, 2022 (Unaudited) |
Investment Income | | |
Dividends | | $21,717,987 |
Income from Fidelity Central Funds (including $3,597 from security lending) | | 12,620 |
Income before foreign taxes withheld | | 21,730,607 |
Less foreign taxes withheld | | (2,610,303) |
Total income | | 19,120,304 |
Expenses | | |
Management fee | $1,428,156 | |
Custodian fees and expenses | 895,570 | |
Independent trustees' fees and expenses | 2,765 | |
Registration fees | 60,834 | |
Audit | 31,770 | |
Legal | 1,469 | |
Interest | 4,548 | |
Miscellaneous | 3,268 | |
Total expenses before reductions | 2,428,380 | |
Expense reductions | (44,137) | |
Total expenses after reductions | | 2,384,243 |
Net investment income (loss) | | 16,736,061 |
Realized and Unrealized Gain (Loss) | | |
Net realized gain (loss) on: | | |
Investment securities: | | |
Unaffiliated issuers (net of foreign taxes of $1,091,613) | 20,648,302 | |
Foreign currency transactions | (554,590) | |
Futures contracts | 1,416,452 | |
Total net realized gain (loss) | | 21,510,164 |
Change in net unrealized appreciation (depreciation) on: | | |
Investment securities: | | |
Unaffiliated issuers (net of decrease in deferred foreign taxes of $3,312,073) | (80,153,293) | |
Assets and liabilities in foreign currencies | (168,688) | |
Futures contracts | (45,052) | |
Total change in net unrealized appreciation (depreciation) | | (80,367,033) |
Net gain (loss) | | (58,856,869) |
Net increase (decrease) in net assets resulting from operations | | $(42,120,808) |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
| Six months ended April 30, 2022 (Unaudited) | Year ended October 31, 2021 |
Increase (Decrease) in Net Assets | | |
Operations | | |
Net investment income (loss) | $16,736,061 | $38,325,535 |
Net realized gain (loss) | 21,510,164 | 13,133,681 |
Change in net unrealized appreciation (depreciation) | (80,367,033) | 248,534,401 |
Net increase (decrease) in net assets resulting from operations | (42,120,808) | 299,993,617 |
Distributions to shareholders | (41,568,890) | (24,528,630) |
Share transactions | | |
Proceeds from sales of shares | 396,283,577 | 431,880,407 |
Reinvestment of distributions | 41,085,516 | 24,269,809 |
Cost of shares redeemed | (91,715,456) | (198,597,781) |
Net increase (decrease) in net assets resulting from share transactions | 345,653,637 | 257,552,435 |
Total increase (decrease) in net assets | 261,963,939 | 533,017,422 |
Net Assets | | |
Beginning of period | 1,792,422,887 | 1,259,405,465 |
End of period | $2,054,386,826 | $1,792,422,887 |
Other Information | | |
Shares | | |
Sold | 35,642,817 | 38,702,331 |
Issued in reinvestment of distributions | 3,675,772 | 2,367,786 |
Redeemed | (8,049,208) | (18,195,718) |
Net increase (decrease) | 31,269,381 | 22,874,399 |
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, | | |
| 2022 | 2021 | 2020 | 2019 A |
Selected Per–Share Data | | | | |
Net asset value, beginning of period | $11.44 | $9.41 | $10.11 | $10.00 |
Income from Investment Operations | | | | |
Net investment income (loss)B,C | .10 | .27 | .24 | .22 |
Net realized and unrealized gain (loss) | (.35) | 1.95 | (.75) | (.11) |
Total from investment operations | (.25) | 2.22 | (.51) | .11 |
Distributions from net investment income | (.26) | (.19) | (.19) | – |
Total distributions | (.26) | (.19) | (.19) | – |
Net asset value, end of period | $10.93 | $11.44 | $9.41 | $10.11 |
Total ReturnD,E | (2.21)% | 23.79% | (5.10)% | 1.10% |
Ratios to Average Net AssetsC,F,G | | | | |
Expenses before reductions | .26%H | .23% | .24% | .35%H |
Expenses net of fee waivers, if any | .25%H | .23% | .24% | .26%H |
Expenses net of all reductions | .25%H | .23% | .24% | .26%H |
Net investment income (loss) | 1.76%H | 2.44% | 2.59% | 2.90%H |
Supplemental Data | | | | |
Net assets, end of period (000 omitted) | $2,054,387 | $1,792,423 | $1,259,405 | $644,085 |
Portfolio turnover rateI | 22%H | 28% | 30% | 75% |
A For the period January 30, 2019 (commencement of operations) through October 31, 2019.
B Calculated based on average shares outstanding during the period.
C Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any such underlying funds is not included in the Fund's net investment income (loss) ratio.
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 adviser, 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 International Low Volatility Index Fund
Investment Summary (Unaudited)
Geographic Diversification (% of fund's net assets)
As of April 30, 2022 |
| Japan | 27.9% |
| Switzerland | 15.2% |
| United Kingdom | 12.8% |
| France | 6.9% |
| Hong Kong | 6.4% |
| Germany | 5.8% |
| Denmark | 5.3% |
| Netherlands | 4.4% |
| Sweden | 3.4% |
| Other* | 11.9% |

* 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, 2022
| % of fund's net assets |
Stocks and Equity Futures | 100.0 |
Top Ten Stocks as of April 30, 2022
| % of fund's net assets |
AstraZeneca PLC (United Kingdom) (United Kingdom, Pharmaceuticals) | 2.3 |
Novo Nordisk A/S Series B (Denmark, Pharmaceuticals) | 2.3 |
Novartis AG (Switzerland, Pharmaceuticals) | 2.2 |
Sanofi SA (France, Pharmaceuticals) | 2.2 |
Nestle SA (Reg. S) (Switzerland, Food Products) | 2.1 |
Roche Holding AG (participation certificate) (Switzerland, Pharmaceuticals) | 2.1 |
Diageo PLC (United Kingdom, Beverages) | 2.1 |
National Grid PLC (United Kingdom, Multi-Utilities) | 1.9 |
RELX PLC (London Stock Exchange) (United Kingdom, Professional Services) | 1.9 |
Nippon Telegraph & Telephone Corp. (Japan, Diversified Telecommunication Services) | 1.8 |
| 20.9 |
Market Sectors as of April 30, 2022
| % of fund's net assets |
Health Care | 16.9 |
Industrials | 14.6 |
Consumer Staples | 14.5 |
Financials | 12.4 |
Communication Services | 9.9 |
Utilities | 8.2 |
Real Estate | 8.0 |
Consumer Discretionary | 6.5 |
Information Technology | 4.0 |
Materials | 3.7 |
Fidelity® SAI International Low Volatility Index Fund
Schedule of Investments April 30, 2022 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 98.8% | | | |
| | Shares | Value |
Australia - 2.2% | | | |
ASX Ltd. | | 934,711 | $56,512,323 |
Sonic Healthcare Ltd. | | 2,279,849 | 58,879,911 |
Wesfarmers Ltd. | | 36,172 | 1,251,663 |
|
TOTAL AUSTRALIA | | | 116,643,897 |
|
Bailiwick of Jersey - 1.4% | | | |
Experian PLC | | 2,209,806 | 76,314,221 |
Belgium - 1.1% | | | |
Cofinimmo SA | | 44,719 | 6,005,103 |
ELIA GROUP SA/NV | | 161,707 | 25,740,256 |
Warehouses de Pauw | | 681,705 | 26,225,325 |
Warehouses de Pauw rights (a)(b) | | 681,705 | 632,865 |
|
TOTAL BELGIUM | | | 58,603,549 |
|
Bermuda - 1.2% | | | |
Jardine Matheson Holdings Ltd. | | 1,245,176 | 65,955,509 |
Cayman Islands - 0.0% | | | |
China Huishan Dairy Holdings Co. Ltd. (a)(c) | | 5,145,000 | 7 |
Denmark - 5.3% | | | |
Chr. Hansen Holding A/S | | 495,519 | 38,605,749 |
Coloplast A/S Series B | | 575,683 | 77,561,007 |
Novo Nordisk A/S Series B | | 1,086,138 | 124,065,513 |
Tryg A/S | | 1,744,093 | 41,469,521 |
|
TOTAL DENMARK | | | 281,701,790 |
|
Finland - 0.8% | | | |
Elisa Corp. (A Shares) | | 725,321 | 42,519,332 |
France - 6.9% | | | |
EssilorLuxottica SA | | 309,530 | 52,696,807 |
Hermes International SCA | | 13,027 | 16,063,039 |
L'Oreal SA | | 251,085 | 91,347,225 |
Orange SA | | 7,743,054 | 92,184,108 |
Sanofi SA | | 1,091,266 | 115,341,287 |
|
TOTAL FRANCE | | | 367,632,466 |
|
Germany - 5.8% | | | |
Beiersdorf AG | | 468,594 | 47,065,809 |
Deutsche Borse AG | | 493,687 | 85,948,222 |
Deutsche Telekom AG | | 3,397,215 | 62,580,640 |
Hannover Reuck SE | | 268,790 | 41,778,201 |
Symrise AG | | 614,481 | 73,119,745 |
|
TOTAL GERMANY | | | 310,492,617 |
|
Hong Kong - 6.4% | | | |
CLP Holdings Ltd. | | 7,973,500 | 77,808,426 |
Hang Seng Bank Ltd. | | 3,431,500 | 60,756,311 |
Hong Kong & China Gas Co. Ltd. | | 51,586,015 | 56,895,283 |
Link (REIT) | | 7,561,227 | 65,312,254 |
MTR Corp. Ltd. | | 7,434,371 | 39,499,607 |
Power Assets Holdings Ltd. | | 6,522,000 | 43,885,061 |
|
TOTAL HONG KONG | | | 344,156,942 |
|
Ireland - 0.3% | | | |
Kerry Group PLC Class A | | 139,646 | 15,411,993 |
Israel - 1.1% | | | |
Bank Hapoalim BM (Reg.) | | 4,650,092 | 43,423,141 |
Mizrahi Tefahot Bank Ltd. | | 416,335 | 15,523,722 |
|
TOTAL ISRAEL | | | 58,946,863 |
|
Italy - 0.4% | | | |
Recordati SpA | | 481,521 | 23,203,709 |
Japan - 27.9% | | | |
Advance Residence Investment Corp. | | 6,656 | 18,226,852 |
Ajinomoto Co., Inc. | | 2,626,000 | 68,227,561 |
Ana Holdings, Inc. (a) | | 615,800 | 11,608,234 |
Canon, Inc. | | 1,767,000 | 40,657,195 |
Central Japan Railway Co. | | 510,880 | 64,312,226 |
Chubu Electric Power Co., Inc. | | 3,437,600 | 34,702,800 |
Daito Trust Construction Co. Ltd. | | 328,700 | 31,657,723 |
Daiwa House REIT Investment Corp. | | 10,148 | 24,700,257 |
FUJIFILM Holdings Corp. | | 1,398,710 | 76,888,848 |
GLP J-REIT | | 407 | 549,196 |
Hankyu Hanshin Holdings, Inc. | | 1,161,040 | 30,641,709 |
Industrial & Infrastructure Fund Investment Corp. | | 9,888 | 14,188,142 |
Japan Post Holdings Co. Ltd. | | 5,779,700 | 40,526,443 |
Japan Real Estate Investment Corp. | | 6,649 | 32,180,227 |
Kansai Electric Power Co., Inc. | | 3,290,600 | 28,845,401 |
KDDI Corp. | | 806,800 | 26,716,940 |
Kintetsu Group Holdings Co. Ltd. (a) | | 912,900 | 26,173,989 |
Kyushu Railway Co. | | 749,300 | 14,686,841 |
McDonald's Holdings Co. (Japan) Ltd. | | 356,600 | 14,147,340 |
Nagoya Railroad Co. Ltd. (a) | | 940,300 | 15,102,294 |
Nippon Building Fund, Inc. | | 7,916 | 41,094,388 |
Nippon Prologis REIT, Inc. | | 12,323 | 34,107,233 |
Nippon Telegraph & Telephone Corp. | | 3,316,096 | 97,723,226 |
Odakyu Electric Railway Co. Ltd. | | 1,411,310 | 21,371,546 |
Oriental Land Co. Ltd. | | 556,400 | 84,166,727 |
Osaka Gas Co. Ltd. | | 1,990,160 | 35,869,471 |
Otsuka Holdings Co. Ltd. | | 854,660 | 28,718,664 |
Pan Pacific International Holdings Ltd. | | 2,544,500 | 38,964,861 |
Secom Co. Ltd. | | 1,027,170 | 72,266,020 |
Sekisui House Ltd. | | 1,090,400 | 18,938,002 |
Seven & i Holdings Co. Ltd. | | 1,906,400 | 84,295,137 |
SHIMANO, Inc. | | 338,000 | 59,888,347 |
SoftBank Corp. | | 7,267,200 | 84,574,685 |
Sohgo Security Services Co., Ltd. | | 415,500 | 11,542,106 |
Suntory Beverage & Food Ltd. | | 165,300 | 6,512,988 |
Tobu Railway Co. Ltd. | | 1,008,700 | 22,673,729 |
Tohoku Electric Power Co., Inc. | | 2,400,500 | 13,352,889 |
Tokio Marine Holdings, Inc. | | 899,800 | 48,651,018 |
Tokyo Gas Co. Ltd. | | 1,198,500 | 22,956,617 |
Toyo Suisan Kaisha Ltd. | | 486,480 | 15,020,730 |
Trend Micro, Inc. | | 669,900 | 37,351,563 |
|
TOTAL JAPAN | | | 1,494,780,165 |
|
Netherlands - 4.4% | | | |
ASML Holding NV (Netherlands) | | 1,595 | 905,224 |
Koninklijke Ahold Delhaize NV | | 2,922,263 | 86,194,996 |
Prosus NV | | 1,181,889 | 57,000,928 |
Wolters Kluwer NV | | 913,703 | 92,268,290 |
Wolters Kluwer NV rights (a)(b) | | 913,703 | 992,828 |
|
TOTAL NETHERLANDS | | | 237,362,266 |
|
Norway - 0.3% | | | |
Orkla ASA | | 1,869,035 | 15,166,556 |
Singapore - 1.5% | | | |
Ascendas Real Estate Investment Trust | | 5,650,265 | 11,625,305 |
CapitaMall Trust | | 15,285,200 | 25,611,762 |
Mapletree Industrial (REIT) | | 9,249,700 | 17,380,943 |
Singapore Exchange Ltd. | | 3,934,900 | 27,687,323 |
|
TOTAL SINGAPORE | | | 82,305,333 |
|
Spain - 0.4% | | | |
Grifols SA | | 1,403,290 | 23,503,357 |
Sweden - 3.4% | | | |
Axfood AB (d) | | 499,169 | 14,771,379 |
Ericsson (B Shares) | | 4,553,387 | 36,323,393 |
Industrivarden AB (A Shares) | | 112,463 | 2,881,588 |
Svenska Handelsbanken AB (A Shares) | | 7,525,135 | 75,900,914 |
Telia Co. AB | | 11,922,227 | 49,484,562 |
|
TOTAL SWEDEN | | | 179,361,836 |
|
Switzerland - 15.2% | | | |
Allreal Holding AG | | 72,900 | 13,750,624 |
Galenica AG (e) | | 241,283 | 17,767,475 |
Givaudan SA | | 23,348 | 92,797,132 |
Lindt & Spruengli AG | | 671 | 79,552,444 |
Nestle SA (Reg. S) | | 872,612 | 112,649,051 |
Novartis AG | | 1,311,626 | 115,907,489 |
PSP Swiss Property AG | | 219,021 | 27,603,643 |
Roche Holding AG (participation certificate) | | 299,277 | 110,976,117 |
SGS SA (Reg.) | | 21,537 | 55,339,778 |
Swiss Prime Site AG | | 364,097 | 35,588,495 |
Swiss Re Ltd. | | 727,919 | 59,694,343 |
Swisscom AG | | 121,249 | 71,694,637 |
Tecan Group AG | | 60,344 | 18,134,442 |
|
TOTAL SWITZERLAND | | | 811,455,670 |
|
United Kingdom - 12.8% | | | |
Admiral Group PLC | | 1,295,569 | 40,780,986 |
AstraZeneca PLC (United Kingdom) | | 937,270 | 125,070,468 |
Bunzl PLC | | 1,612,440 | 62,208,945 |
Diageo PLC | | 2,222,913 | 110,898,548 |
Direct Line Insurance Group PLC | | 6,438,750 | 20,435,807 |
GlaxoSmithKline PLC | | 301,584 | 6,798,480 |
Halma PLC | | 692,589 | 21,259,395 |
National Grid PLC | | 6,951,376 | 103,276,438 |
RELX PLC (London Stock Exchange) | | 3,397,338 | 101,208,335 |
Smith & Nephew PLC | | 3,915,199 | 63,459,747 |
Unilever PLC | | 670,413 | 31,167,580 |
|
TOTAL UNITED KINGDOM | | | 686,564,729 |
|
TOTAL COMMON STOCKS | | | |
(Cost $5,213,094,871) | | | 5,292,082,807 |
| | Principal Amount | Value |
|
Government Obligations - 0.1% | | | |
United States of America - 0.1% | | | |
U.S. Treasury Bills, yield at date of purchase 1.23% 1/26/23 (Cost $2,873,585)(f) | | 2,900,000 | 2,864,812 |
| | Shares | Value |
|
Money Market Funds - 0.3% | | | |
Fidelity Cash Central Fund 0.32% (g) | | 9,807,549 | 9,809,510 |
Fidelity Securities Lending Cash Central Fund 0.32% (g)(h) | | 6,249,375 | 6,250,000 |
TOTAL MONEY MARKET FUNDS | | | |
(Cost $16,059,510) | | | 16,059,510 |
TOTAL INVESTMENT IN SECURITIES - 99.2% | | | |
(Cost $5,232,027,966) | | | 5,311,007,129 |
NET OTHER ASSETS (LIABILITIES) - 0.8% | | | 44,180,563 |
NET ASSETS - 100% | | | $5,355,187,692 |
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) | 630 | June 2022 | $62,892,900 | $(1,502,747) | $(1,502,747) |
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 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 $17,767,475 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 $2,864,812.
(g) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
(h) Investment made with cash collateral received from securities on loan.
Affiliated Central Funds
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Fund | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain/Loss | Change in Unrealized appreciation (depreciation) | Value, end of period | % ownership, end of period |
Fidelity Cash Central Fund 0.32% | $22,539,668 | $253,293,725 | $266,023,883 | $10,440 | $-- | $-- | $9,809,510 | 0.0% |
Fidelity Securities Lending Cash Central Fund 0.32% | -- | 137,909,603 | 131,659,603 | 237,616 | -- | -- | 6,250,000 | 0.0% |
Total | $22,539,668 | $391,203,328 | $397,683,486 | $248,056 | $-- | $-- | $16,059,510 | |
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, 2022, 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 | $527,478,130 | $-- | $527,478,130 | $-- |
Consumer Discretionary | 343,117,714 | -- | 343,117,714 | -- |
Consumer Staples | 778,282,004 | -- | 778,281,997 | 7 |
Financials | 661,969,863 | 58,946,863 | 603,023,000 | -- |
Health Care | 909,387,666 | -- | 909,387,666 | -- |
Industrials | 784,166,207 | -- | 784,166,207 | -- |
Information Technology | 213,385,618 | -- | 213,385,618 | -- |
Materials | 204,522,626 | -- | 204,522,626 | -- |
Real Estate | 426,440,337 | -- | 426,440,337 | -- |
Utilities | 443,332,642 | -- | 443,332,642 | -- |
Government Obligations | 2,864,812 | -- | 2,864,812 | -- |
Money Market Funds | 16,059,510 | 16,059,510 | -- | -- |
Total Investments in Securities: | $5,311,007,129 | $75,006,373 | $5,236,000,749 | $7 |
Derivative Instruments: | | | | |
Liabilities | | | | |
Futures Contracts | $(1,502,747) | $(1,502,747) | $-- | $-- |
Total Liabilities | $(1,502,747) | $(1,502,747) | $-- | $-- |
Total Derivative Instruments: | $(1,502,747) | $(1,502,747) | $-- | $-- |
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, 2022. 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) | $0 | $(1,502,747) |
Total Equity Risk | 0 | (1,502,747) |
Total Value of Derivatives | $0 | $(1,502,747) |
(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, 2022 (Unaudited) |
Assets | | |
Investment in securities, at value (including securities loaned of $5,944,850) — See accompanying schedule: Unaffiliated issuers (cost $5,215,968,456) | $5,294,947,619 | |
Fidelity Central Funds (cost $16,059,510) | 16,059,510 | |
Total Investment in Securities (cost $5,232,027,966) | | $5,311,007,129 |
Segregated cash with brokers for derivative instruments | | 661,901 |
Foreign currency held at value (cost $12,201,810) | | 11,951,279 |
Receivable for fund shares sold | | 6,390,007 |
Dividends receivable | | 21,826,294 |
Reclaims receivable | | 17,980,171 |
Distributions receivable from Fidelity Central Funds | | 6,846 |
Prepaid expenses | | 1,814 |
Total assets | | 5,369,825,441 |
Liabilities | | |
Payable for investments purchased on a delayed delivery basis | $1,625,693 | |
Payable for fund shares redeemed | 5,084,406 | |
Accrued management fee | 690,342 | |
Payable for daily variation margin on futures contracts | 825,264 | |
Other payables and accrued expenses | 162,044 | |
Collateral on securities loaned | 6,250,000 | |
Total liabilities | | 14,637,749 |
Net Assets | | $5,355,187,692 |
Net Assets consist of: | | |
Paid in capital | | $5,276,945,545 |
Total accumulated earnings (loss) | | 78,242,147 |
Net Assets | | $5,355,187,692 |
Net Asset Value, offering price and redemption price per share ($5,355,187,692 ÷ 508,716,118 shares) | | $10.53 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
| | Six months ended April 30, 2022 (Unaudited) |
Investment Income | | |
Dividends | | $90,004,365 |
Foreign tax reclaims | | 7,248,468 |
Interest | | 3,623 |
Income from Fidelity Central Funds (including $237,616 from security lending) | | 248,056 |
Income before foreign taxes withheld | | 97,504,512 |
Less foreign taxes withheld | | (16,436,940) |
Total income | | 81,067,572 |
Expenses | | |
Management fee | $4,354,400 | |
Custodian fees and expenses | 305,981 | |
Independent trustees' fees and expenses | 8,779 | |
Registration fees | 86,201 | |
Audit | 32,960 | |
Legal | 4,767 | |
Interest | 17,916 | |
Miscellaneous | 10,382 | |
Total expenses | | 4,821,386 |
Net investment income (loss) | | 76,246,186 |
Realized and Unrealized Gain (Loss) | | |
Net realized gain (loss) on: | | |
Investment securities: | | |
Unaffiliated issuers | 21,373,741 | |
Foreign currency transactions | (978,643) | |
Futures contracts | (1,692,086) | |
Total net realized gain (loss) | | 18,703,012 |
Change in net unrealized appreciation (depreciation) on: | | |
Investment securities: | | |
Unaffiliated issuers | (531,490,872) | |
Assets and liabilities in foreign currencies | (2,508,655) | |
Futures contracts | (2,899,803) | |
Total change in net unrealized appreciation (depreciation) | | (536,899,330) |
Net gain (loss) | | (518,196,318) |
Net increase (decrease) in net assets resulting from operations | | $(441,950,132) |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
| Six months ended April 30, 2022 (Unaudited) | Year ended October 31, 2021 |
Increase (Decrease) in Net Assets | | |
Operations | | |
Net investment income (loss) | $76,246,186 | $128,397,656 |
Net realized gain (loss) | 18,703,012 | 14,167,979 |
Change in net unrealized appreciation (depreciation) | (536,899,330) | 892,934,603 |
Net increase (decrease) in net assets resulting from operations | (441,950,132) | 1,035,500,238 |
Distributions to shareholders | (141,537,086) | (67,692,252) |
Share transactions | | |
Proceeds from sales of shares | 754,978,184 | 1,656,234,854 |
Reinvestment of distributions | 136,529,604 | 65,190,425 |
Cost of shares redeemed | (891,570,535) | (1,354,456,288) |
Net increase (decrease) in net assets resulting from share transactions | (62,747) | 366,968,991 |
Total increase (decrease) in net assets | (583,549,965) | 1,334,776,977 |
Net Assets | | |
Beginning of period | 5,938,737,657 | 4,603,960,680 |
End of period | $5,355,187,692 | $5,938,737,657 |
Other Information | | |
Shares | | |
Sold | 68,441,261 | 147,014,322 |
Issued in reinvestment of distributions | 12,222,883 | 6,126,920 |
Redeemed | (80,685,163) | (121,900,067) |
Net increase (decrease) | (21,019) | 31,241,175 |
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, | | | | |
| 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
Selected Per–Share Data | | | | | | |
Net asset value, beginning of period | $11.67 | $9.64 | $11.54 | $10.49 | $10.83 | $9.76 |
Income from Investment Operations | | | | | | |
Net investment income (loss)A,B | .15 | .27 | .24 | .28 | .27 | .29 |
Net realized and unrealized gain (loss) | (1.01) | 1.90 | (1.46) | 1.04 | (.42) | 1.04 |
Total from investment operations | (.86) | 2.17 | (1.22) | 1.32 | (.15) | 1.33 |
Distributions from net investment income | (.28) | (.14) | (.22) | (.24) | (.19) | (.22) |
Distributions from net realized gain | – | – | (.46) | (.03) | – | (.05) |
Total distributions | (.28) | (.14) | (.68) | (.27) | (.19) | (.26)C |
Net asset value, end of period | $10.53 | $11.67 | $9.64 | $11.54 | $10.49 | $10.83 |
Total ReturnD,E | (7.51)% | 22.69% | (11.31)% | 12.89% | (1.47)% | 14.15% |
Ratios to Average Net AssetsB,F,G | | | | | | |
Expenses before reductions | .17%H | .17% | .18% | .25% | .30% | .31% |
Expenses net of fee waivers, if any | .17%H | .17% | .18% | .20% | .20% | .20% |
Expenses net of all reductions | .17%H | .17% | .18% | .20% | .20% | .20% |
Net investment income (loss) | 2.63%H | 2.37% | 2.39% | 2.59% | 2.49% | 2.86% |
Supplemental Data | | | | | | |
Net assets, end of period (000 omitted) | $5,355,188 | $5,938,738 | $4,603,961 | $2,548,056 | $1,536,470 | $1,814,457 |
Portfolio turnover rateI | 29%H | 26% | 20% | 93% | 43% | 25% |
A Calculated based on average shares outstanding during the period.
B Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any such underlying funds is not included in the Fund's net investment income (loss) ratio.
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 adviser, 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, 2022
| % of fund's net assets |
Microsoft Corp. | 6.9 |
Apple, Inc. | 4.1 |
Johnson & Johnson | 3.3 |
Procter & Gamble Co. | 2.9 |
Visa, Inc. Class A | 2.8 |
Merck & Co., Inc. | 2.7 |
UnitedHealth Group, Inc. | 2.7 |
Eli Lilly & Co. | 2.7 |
McDonald's Corp. | 2.3 |
Verizon Communications, Inc. | 2.3 |
| 32.7 |
Market Sectors as of April 30, 2022
| % of fund's net assets |
Information Technology | 25.1 |
Health Care | 16.1 |
Financials | 9.8 |
Consumer Discretionary | 8.8 |
Consumer Staples | 8.1 |
Industrials | 8.0 |
Communication Services | 7.6 |
Real Estate | 5.4 |
Utilities | 4.8 |
Materials | 4.3 |
Energy | 1.6 |
Asset Allocation (% of fund's net assets)
As of April 30, 2022* |
| Stocks and Equity Futures | 100.0% |

* Foreign investments - 7.3%
Fidelity® SAI U.S. Low Volatility Index Fund
Schedule of Investments April 30, 2022 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 99.6% | | | |
| | Shares | Value |
COMMUNICATION SERVICES - 7.6% | | | |
Diversified Telecommunication Services - 3.8% | | | |
AT&T, Inc. | | 6,126,672 | $115,549,034 |
Verizon Communications, Inc. | | 3,704,506 | 171,518,628 |
| | | 287,067,662 |
Entertainment - 1.0% | | | |
Activision Blizzard, Inc. | | 692,153 | 52,326,767 |
Warner Bros Discovery, Inc. (a) | | 1,482,146 | 26,900,950 |
| | | 79,227,717 |
Interactive Media & Services - 1.5% | | | |
Alphabet, Inc. Class A (a) | | 51,933 | 118,520,973 |
Media - 0.4% | | | |
Cable One, Inc. (b) | | 4,583 | 5,344,695 |
Comcast Corp. Class A | | 195,366 | 7,767,752 |
Omnicom Group, Inc. | | 196,532 | 14,961,981 |
| | | 28,074,428 |
Wireless Telecommunication Services - 0.9% | | | |
T-Mobile U.S., Inc. (a) | | 542,790 | 66,839,161 |
|
TOTAL COMMUNICATION SERVICES | | | 579,729,941 |
|
CONSUMER DISCRETIONARY - 8.8% | | | |
Distributors - 0.2% | | | |
Pool Corp. | | 35,690 | 14,462,302 |
Diversified Consumer Services - 0.1% | | | |
Service Corp. International (b) | | 152,477 | 10,004,016 |
Hotels, Restaurants & Leisure - 3.5% | | | |
Domino's Pizza, Inc. | | 33,643 | 11,371,334 |
McDonald's Corp. | | 690,902 | 172,145,142 |
Starbucks Corp. | | 1,049,389 | 78,326,395 |
Yum! Brands, Inc. | | 38,939 | 4,556,252 |
| | | 266,399,123 |
Internet & Direct Marketing Retail - 0.8% | | | |
Amazon.com, Inc. (a) | | 23,724 | 58,969,086 |
Multiline Retail - 0.6% | | | |
Dollar General Corp. | | 215,718 | 51,239,497 |
Specialty Retail - 1.8% | | | |
AutoZone, Inc. (a) | | 19,175 | 37,496,137 |
The Home Depot, Inc. | | 258,421 | 77,629,668 |
TJX Companies, Inc. | | 353,662 | 21,672,407 |
| | | 136,798,212 |
Textiles, Apparel & Luxury Goods - 1.8% | | | |
NIKE, Inc. Class B | | 1,117,947 | 139,407,991 |
|
TOTAL CONSUMER DISCRETIONARY | | | 677,280,227 |
|
CONSUMER STAPLES - 8.1% | | | |
Beverages - 1.0% | | | |
PepsiCo, Inc. | | 445,858 | 76,558,277 |
Food & Staples Retailing - 1.9% | | | |
Walmart, Inc. | | 942,966 | 144,264,368 |
Food Products - 1.1% | | | |
Flowers Foods, Inc. (b) | | 183,728 | 4,872,467 |
Hormel Foods Corp. (b) | | 260,857 | 13,666,298 |
McCormick & Co., Inc. (non-vtg.) | | 221,781 | 22,304,515 |
The Hershey Co. | | 134,427 | 30,349,584 |
The J.M. Smucker Co. | | 100,189 | 13,718,880 |
| | | 84,911,744 |
Household Products - 4.1% | | | |
Church & Dwight Co., Inc. | | 218,531 | 21,319,884 |
Colgate-Palmolive Co. | | 85,208 | 6,565,276 |
Kimberly-Clark Corp. | | 311,328 | 43,221,666 |
Procter & Gamble Co. | | 1,410,600 | 226,471,830 |
The Clorox Co. | | 113,599 | 16,298,049 |
| | | 313,876,705 |
|
TOTAL CONSUMER STAPLES | | | 619,611,094 |
|
ENERGY - 1.6% | | | |
Oil, Gas & Consumable Fuels - 1.6% | | | |
Cheniere Energy, Inc. | | 218,054 | 29,613,914 |
Chevron Corp. | | 236,434 | 37,042,115 |
Coterra Energy, Inc. | | 752,233 | 21,656,788 |
DT Midstream, Inc. | | 89,438 | 4,807,293 |
Kinder Morgan, Inc. | | 1,802,954 | 32,723,615 |
| | | 125,843,725 |
FINANCIALS - 9.8% | | | |
Banks - 0.9% | | | |
Commerce Bancshares, Inc. (b) | | 102,632 | 7,016,950 |
First Financial Bankshares, Inc. (b) | | 118,557 | 4,739,909 |
U.S. Bancorp | | 1,200,765 | 58,309,148 |
| | | 70,066,007 |
Capital Markets - 3.5% | | | |
Cboe Global Markets, Inc. | | 98,602 | 11,140,054 |
CME Group, Inc. | | 332,297 | 72,886,024 |
FactSet Research Systems, Inc. | | 34,804 | 14,043,066 |
Houlihan Lokey (b) | | 47,153 | 3,927,373 |
Intercontinental Exchange, Inc. | | 520,923 | 60,328,093 |
MarketAxess Holdings, Inc. | | 35,159 | 9,268,264 |
NASDAQ, Inc. | | 108,229 | 17,031,998 |
S&P Global, Inc. | | 214,488 | 80,754,732 |
| | | 269,379,604 |
Insurance - 5.4% | | | |
AFLAC, Inc. | | 549,197 | 31,458,004 |
Allstate Corp. | | 263,153 | 33,299,381 |
Arch Capital Group Ltd. (a) | | 13,222 | 603,849 |
Arthur J. Gallagher & Co. | | 191,649 | 32,290,940 |
Assurant, Inc. | | 52,681 | 9,581,620 |
Brown & Brown, Inc. | | 216,739 | 13,433,483 |
Chubb Ltd. | | 390,475 | 80,613,564 |
Erie Indemnity Co. Class A | | 23,061 | 3,696,217 |
Marsh & McLennan Companies, Inc. | | 466,825 | 75,485,603 |
Progressive Corp. | | 540,949 | 58,076,285 |
The Travelers Companies, Inc. | | 227,460 | 38,909,308 |
W.R. Berkley Corp. | | 193,535 | 12,868,142 |
Willis Towers Watson PLC | | 114,846 | 24,675,812 |
| | | 414,992,208 |
|
TOTAL FINANCIALS | | | 754,437,819 |
|
HEALTH CARE - 16.1% | | | |
Biotechnology - 0.2% | | | |
Amgen, Inc. | | 74,102 | 17,279,845 |
Health Care Equipment & Supplies - 2.7% | | | |
Baxter International, Inc. | | 462,940 | 32,896,516 |
Medtronic PLC | | 1,196,063 | 124,821,135 |
ResMed, Inc. | | 134,735 | 26,942,958 |
STERIS PLC | | 92,481 | 20,720,368 |
| | | 205,380,977 |
Health Care Providers & Services - 2.8% | | | |
Chemed Corp. (b) | | 14,234 | 6,994,445 |
UnitedHealth Group, Inc. | | 406,524 | 206,737,780 |
| | | 213,732,225 |
Life Sciences Tools & Services - 0.7% | | | |
Danaher Corp. | | 208,242 | 52,295,813 |
Pharmaceuticals - 9.7% | | | |
Eli Lilly & Co. | | 706,619 | 206,424,608 |
Johnson & Johnson | | 1,401,868 | 252,981,099 |
Merck & Co., Inc. | | 2,335,484 | 207,134,076 |
Zoetis, Inc. Class A | | 437,452 | 77,538,367 |
| | | 744,078,150 |
|
TOTAL HEALTH CARE | | | 1,232,767,010 |
|
INDUSTRIALS - 8.0% | | | |
Aerospace & Defense - 2.6% | | | |
General Dynamics Corp. | | 2,330 | 551,115 |
L3Harris Technologies, Inc. | | 181,429 | 42,138,700 |
Lockheed Martin Corp. | | 226,942 | 98,066,177 |
Northrop Grumman Corp. | | 133,946 | 58,855,872 |
| | | 199,611,864 |
Air Freight & Logistics - 0.4% | | | |
C.H. Robinson Worldwide, Inc. (b) | | 120,186 | 12,757,744 |
Expeditors International of Washington, Inc. | | 151,201 | 14,979,483 |
| | | 27,737,227 |
Building Products - 0.5% | | | |
Lennox International, Inc. | | 31,124 | 6,635,326 |
Trane Technologies PLC | | 211,470 | 29,582,538 |
| | | 36,217,864 |
Commercial Services & Supplies - 1.3% | | | |
Republic Services, Inc. | | 193,502 | 25,981,514 |
Rollins, Inc. | | 209,276 | 7,019,117 |
Tetra Tech, Inc. (b) | | 48,123 | 6,702,571 |
Waste Management, Inc. | | 355,832 | 58,513,014 |
| | | 98,216,216 |
Industrial Conglomerates - 1.0% | | | |
3M Co. | | 532,803 | 76,840,849 |
Machinery - 0.9% | | | |
Graco, Inc. | | 157,150 | 9,746,443 |
Otis Worldwide Corp. | | 392,741 | 28,607,254 |
PACCAR, Inc. | | 320,999 | 26,658,967 |
Toro Co. (b) | | 98,419 | 7,886,314 |
| | | 72,898,978 |
Professional Services - 1.1% | | | |
Booz Allen Hamilton Holding Corp. Class A | | 123,801 | 10,105,876 |
CoStar Group, Inc. (a) | | 255,388 | 16,247,785 |
Exponent, Inc. (b) | | 48,183 | 4,616,413 |
FTI Consulting, Inc. (a)(b) | | 31,703 | 4,999,880 |
Leidos Holdings, Inc. | | 129,757 | 13,431,147 |
Science Applications International Corp. | | 53,225 | 4,429,917 |
Verisk Analytics, Inc. | | 149,009 | 30,405,286 |
| | | 84,236,304 |
Road & Rail - 0.1% | | | |
Landstar System, Inc. (b) | | 34,065 | 5,276,669 |
Trading Companies & Distributors - 0.1% | | | |
Watsco, Inc. (b) | | 30,536 | 8,146,394 |
|
TOTAL INDUSTRIALS | | | 609,182,365 |
|
INFORMATION TECHNOLOGY - 25.1% | | | |
IT Services - 8.0% | | | |
Accenture PLC Class A | | 347,537 | 104,386,213 |
Akamai Technologies, Inc. (a) | | 150,229 | 16,867,712 |
Amdocs Ltd. | | 117,059 | 9,328,432 |
Automatic Data Processing, Inc. | | 389,611 | 85,005,328 |
Broadridge Financial Solutions, Inc. | | 107,788 | 15,535,484 |
Concentrix Corp. | | 39,667 | 6,246,759 |
Fiserv, Inc. (a) | | 549,405 | 53,797,738 |
Jack Henry & Associates, Inc. | | 68,458 | 12,978,268 |
MasterCard, Inc. Class A | | 106,630 | 38,747,209 |
Maximus, Inc. (b) | | 56,837 | 4,142,281 |
Paychex, Inc. | | 296,728 | 37,604,339 |
VeriSign, Inc. (a) | | 89,351 | 15,966,130 |
Visa, Inc. Class A (b) | | 992,860 | 211,608,252 |
| | | 612,214,145 |
Semiconductors & Semiconductor Equipment - 4.0% | | | |
Intel Corp. | | 3,760,342 | 163,913,308 |
Texas Instruments, Inc. | | 853,891 | 145,374,943 |
| | | 309,288,251 |
Software - 9.0% | | | |
Black Knight, Inc. (a) | | 143,599 | 9,447,378 |
Check Point Software Technologies Ltd. (a) | | 95,772 | 12,095,046 |
Citrix Systems, Inc. | | 115,319 | 11,543,432 |
Microsoft Corp. | | 1,913,133 | 530,932,668 |
Oracle Corp. | | 1,466,065 | 107,609,171 |
Tyler Technologies, Inc. (a) | | 37,886 | 14,953,983 |
| | | 686,581,678 |
Technology Hardware, Storage & Peripherals - 4.1% | | | |
Apple, Inc. | | 1,967,865 | 310,233,917 |
|
TOTAL INFORMATION TECHNOLOGY | | | 1,918,317,991 |
|
MATERIALS - 4.3% | | | |
Chemicals - 3.1% | | | |
Air Products & Chemicals, Inc. | | 204,674 | 47,908,043 |
Balchem Corp. (b) | | 29,940 | 3,688,608 |
Ecolab, Inc. | | 221,515 | 37,511,350 |
Linde PLC | | 473,908 | 147,840,340 |
| | | 236,948,341 |
Construction Materials - 0.5% | | | |
Martin Marietta Materials, Inc. | | 57,678 | 20,430,701 |
Vulcan Materials Co. | | 122,699 | 21,139,811 |
| | | 41,570,512 |
Containers & Packaging - 0.7% | | | |
Aptargroup, Inc. (b) | | 60,864 | 6,989,013 |
Ball Corp. | | 299,472 | 24,305,148 |
Packaging Corp. of America | | 87,829 | 14,155,400 |
Sonoco Products Co. (b) | | 87,508 | 5,417,620 |
| | | 50,867,181 |
|
TOTAL MATERIALS | | | 329,386,034 |
|
REAL ESTATE - 5.4% | | | |
Equity Real Estate Investment Trusts (REITs) - 5.4% | | | |
Agree Realty Corp. | | 64,518 | 4,382,063 |
American Tower Corp. | | 421,075 | 101,487,497 |
Crown Castle International Corp. | | 399,614 | 74,012,509 |
CubeSmart | | 200,440 | 9,522,904 |
Digital Realty Trust, Inc. | | 262,389 | 38,340,281 |
Equinix, Inc. | | 83,252 | 59,864,848 |
Equity Lifestyle Properties, Inc. | | 158,068 | 12,215,495 |
Essex Property Trust, Inc. | | 57,881 | 19,058,477 |
Extra Space Storage, Inc. | | 123,796 | 23,521,240 |
Mid-America Apartment Communities, Inc. | | 56,019 | 11,017,817 |
Public Storage | | 141,056 | 52,402,304 |
Realty Income Corp. | | 99,910 | 6,929,758 |
| | | 412,755,193 |
UTILITIES - 4.8% | | | |
Electric Utilities - 3.0% | | | |
Alliant Energy Corp. (b) | | 222,727 | 13,098,575 |
American Electric Power Co., Inc. | | 465,676 | 46,153,148 |
Duke Energy Corp. | | 681,568 | 75,081,531 |
Evergy, Inc. | | 193,840 | 13,152,044 |
Eversource Energy | | 305,839 | 26,730,329 |
Hawaiian Electric Industries, Inc. | | 101,069 | 4,154,947 |
IDACORP, Inc. (b) | | 44,959 | 4,728,788 |
Pinnacle West Capital Corp. | | 104,312 | 7,427,014 |
Xcel Energy, Inc. | | 498,059 | 36,487,802 |
| | | 227,014,178 |
Gas Utilities - 0.2% | | | |
Atmos Energy Corp. | | 116,403 | 13,200,100 |
Multi-Utilities - 1.3% | | | |
Ameren Corp. | | 238,182 | 22,127,108 |
CMS Energy Corp. | | 267,853 | 18,398,823 |
Consolidated Edison, Inc. | | 327,076 | 30,333,028 |
WEC Energy Group, Inc. | | 291,651 | 29,179,683 |
| | | 100,038,642 |
Water Utilities - 0.3% | | | |
American Water Works Co., Inc. | | 161,530 | 24,888,542 |
|
TOTAL UTILITIES | | | 365,141,462 |
|
TOTAL COMMON STOCKS | | | |
(Cost $6,143,222,297) | | | 7,624,452,861 |
| | Principal Amount | Value |
|
U.S. Treasury Obligations - 0.0% | | | |
U.S. Treasury Bills, yield at date of purchase 1.23% 1/26/23 (c) | | | |
(Cost $693,624) | | 700,000 | 691,506 |
| | Shares | Value |
|
Money Market Funds - 2.4% | | | |
Fidelity Cash Central Fund 0.32% (d) | | 22,023,031 | $22,027,436 |
Fidelity Securities Lending Cash Central Fund 0.32% (d)(e) | | 158,238,755 | 158,254,579 |
TOTAL MONEY MARKET FUNDS | | | |
(Cost $180,282,015) | | | 180,282,015 |
TOTAL INVESTMENT IN SECURITIES - 102.0% | | | |
(Cost $6,324,197,936) | | | 7,805,426,382 |
NET OTHER ASSETS (LIABILITIES) - (2.0)% | | | (150,671,687) |
NET ASSETS - 100% | | | $7,654,754,695 |
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) | 111 | June 2022 | $22,907,625 | $(937,011) | $(937,011) |
CME E-mini S&P MidCap 400 Index Contracts (United States) | 30 | June 2022 | 7,485,300 | (279,285) | (279,285) |
TOTAL FUTURES CONTRACTS | | | | | $(1,216,296) |
The notional amount of futures purchased as a percentage of Net Assets is 0.4%
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 $691,506.
(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
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Fund | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain/Loss | Change in Unrealized appreciation (depreciation) | Value, end of period | % ownership, end of period |
Fidelity Cash Central Fund 0.32% | $15,252,945 | $781,235,192 | $774,460,701 | $19,527 | $-- | $-- | $22,027,436 | 0.0% |
Fidelity Securities Lending Cash Central Fund 0.32% | 127,461,306 | 398,773,982 | 367,980,709 | 61,140 | -- | -- | 158,254,579 | 0.4% |
Total | $142,714,251 | $1,180,009,174 | $1,142,441,410 | $80,667 | $-- | $-- | $180,282,015 | |
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, 2022, 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 | $579,729,941 | $579,729,941 | $-- | $-- |
Consumer Discretionary | 677,280,227 | 677,280,227 | -- | -- |
Consumer Staples | 619,611,094 | 619,611,094 | -- | -- |
Energy | 125,843,725 | 125,843,725 | -- | -- |
Financials | 754,437,819 | 754,437,819 | -- | -- |
Health Care | 1,232,767,010 | 1,232,767,010 | -- | -- |
Industrials | 609,182,365 | 609,182,365 | -- | -- |
Information Technology | 1,918,317,991 | 1,918,317,991 | -- | -- |
Materials | 329,386,034 | 329,386,034 | -- | -- |
Real Estate | 412,755,193 | 412,755,193 | -- | -- |
Utilities | 365,141,462 | 365,141,462 | -- | -- |
U.S. Government and Government Agency Obligations | 691,506 | -- | 691,506 | -- |
Money Market Funds | 180,282,015 | 180,282,015 | -- | -- |
Total Investments in Securities: | $7,805,426,382 | $7,804,734,876 | $691,506 | $-- |
Derivative Instruments: | | | | |
Liabilities | | | | |
Futures Contracts | $(1,216,296) | $(1,216,296) | $-- | $-- |
Total Liabilities | $(1,216,296) | $(1,216,296) | $-- | $-- |
Total Derivative Instruments: | $(1,216,296) | $(1,216,296) | $-- | $-- |
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, 2022. 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) | $0 | $(1,216,296) |
Total Equity Risk | 0 | (1,216,296) |
Total Value of Derivatives | $0 | $(1,216,296) |
(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, 2022 (Unaudited) |
Assets | | |
Investment in securities, at value (including securities loaned of $150,128,638) — See accompanying schedule: Unaffiliated issuers (cost $6,143,915,921) | $7,625,144,367 | |
Fidelity Central Funds (cost $180,282,015) | 180,282,015 | |
Total Investment in Securities (cost $6,324,197,936) | | $7,805,426,382 |
Segregated cash with brokers for derivative instruments | | 904,939 |
Receivable for fund shares sold | | 3,747,183 |
Dividends receivable | | 7,674,201 |
Distributions receivable from Fidelity Central Funds | | 21,328 |
Prepaid expenses | | 2,686 |
Total assets | | 7,817,776,719 |
Liabilities | | |
Payable for fund shares redeemed | 2,986,644 | |
Accrued management fee | 655,925 | |
Payable for daily variation margin on futures contracts | 1,031,216 | |
Other payables and accrued expenses | 97,589 | |
Collateral on securities loaned | 158,250,650 | |
Total liabilities | | 163,022,024 |
Net Assets | | $7,654,754,695 |
Net Assets consist of: | | |
Paid in capital | | $5,954,508,454 |
Total accumulated earnings (loss) | | 1,700,246,241 |
Net Assets | | $7,654,754,695 |
Net Asset Value, offering price and redemption price per share ($7,654,754,695 ÷ 433,320,013 shares) | | $17.67 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
| | Six months ended April 30, 2022 (Unaudited) |
Investment Income | | |
Dividends | | $66,063,094 |
Interest | | 1,402 |
Income from Fidelity Central Funds (including $61,140 from security lending) | | 80,667 |
Total income | | 66,145,163 |
Expenses | | |
Management fee | $3,777,221 | |
Custodian fees and expenses | 46,442 | |
Independent trustees' fees and expenses | 11,388 | |
Registration fees | 102,190 | |
Audit | 23,725 | |
Legal | 8,107 | |
Interest | 8,140 | |
Miscellaneous | 14,340 | |
Total expenses | | 3,991,553 |
Net investment income (loss) | | 62,153,610 |
Realized and Unrealized Gain (Loss) | | |
Net realized gain (loss) on: | | |
Investment securities: | | |
Unaffiliated issuers | 205,555,688 | |
Futures contracts | 62,039 | |
Total net realized gain (loss) | | 205,617,727 |
Change in net unrealized appreciation (depreciation) on: | | |
Investment securities: | | |
Unaffiliated issuers | (649,907,917) | |
Futures contracts | (2,091,914) | |
Total change in net unrealized appreciation (depreciation) | | (651,999,831) |
Net gain (loss) | | (446,382,104) |
Net increase (decrease) in net assets resulting from operations | | $(384,228,494) |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
| Six months ended April 30, 2022 (Unaudited) | Year ended October 31, 2021 |
Increase (Decrease) in Net Assets | | |
Operations | | |
Net investment income (loss) | $62,153,610 | $130,710,189 |
Net realized gain (loss) | 205,617,727 | 222,765,290 |
Change in net unrealized appreciation (depreciation) | (651,999,831) | 1,521,115,853 |
Net increase (decrease) in net assets resulting from operations | (384,228,494) | 1,874,591,332 |
Distributions to shareholders | (268,770,756) | (80,110,109) |
Share transactions | | |
Proceeds from sales of shares | 1,524,322,929 | 3,501,165,873 |
Reinvestment of distributions | 267,624,606 | 79,731,236 |
Cost of shares redeemed | (1,300,238,875) | (2,803,328,859) |
Net increase (decrease) in net assets resulting from share transactions | 491,708,660 | 777,568,250 |
Total increase (decrease) in net assets | (161,290,590) | 2,572,049,473 |
Net Assets | | |
Beginning of period | 7,816,045,285 | 5,243,995,812 |
End of period | $7,654,754,695 | $7,816,045,285 |
Other Information | | |
Shares | | |
Sold | 83,855,595 | 206,459,886 |
Issued in reinvestment of distributions | 14,640,296 | 4,912,584 |
Redeemed | (70,918,335) | (158,169,542) |
Net increase (decrease) | 27,577,556 | 53,202,928 |
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, | | | | |
| 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
Selected Per–Share Data | | | | | | |
Net asset value, beginning of period | $19.26 | $14.87 | $15.12 | $13.18 | $12.60 | $10.86 |
Income from Investment Operations | | | | | | |
Net investment income (loss)A,B | .15 | .31 | .30 | .29 | .26 | .24 |
Net realized and unrealized gain (loss) | (1.06) | 4.30 | .03 | 1.98 | .82 | 1.74 |
Total from investment operations | (.91) | 4.61 | .33 | 2.27 | 1.08 | 1.98 |
Distributions from net investment income | (.34) | (.22) | (.24) | (.20) | (.14) | (.24) |
Distributions from net realized gain | (.35) | – | (.34) | (.13) | (.37) | – |
Total distributions | (.68)C | (.22) | (.58) | (.33) | (.50)C | (.24) |
Net asset value, end of period | $17.67 | $19.26 | $14.87 | $15.12 | $13.18 | $12.60 |
Total ReturnD,E | (4.84)% | 31.25% | 2.16% | 17.62% | 8.79% | 18.60% |
Ratios to Average Net AssetsB,F,G | | | | | | |
Expenses before reductions | .11%H | .11% | .12% | .19% | .23% | .26% |
Expenses net of fee waivers, if any | .11%H | .11% | .12% | .15% | .15% | .15% |
Expenses net of all reductions | .11%H | .11% | .12% | .15% | .15% | .15% |
Net investment income (loss) | 1.65%H | 1.76% | 2.06% | 2.05% | 2.00% | 2.04% |
Supplemental Data | | | | | | |
Net assets, end of period (000 omitted) | $7,654,755 | $7,816,045 | $5,243,996 | $4,120,541 | $1,979,673 | $848,388 |
Portfolio turnover rateI | 43%H | 44% | 49% | 72% | 39% | 108% |
A Calculated based on average shares outstanding during the period.
B Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any such underlying funds is not included in the Fund's net investment income (loss) ratio.
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 adviser, 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, 2022
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% |
(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 – unadjusted quoted prices in active markets for identical investments
- Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
- Level 3 – unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value 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, 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, 2022 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. Commissions paid to certain brokers with whom the investment adviser, or its affiliates, places trades on behalf of a fund include an amount in addition to trade execution, which may be rebated back to a fund. Any such rebates are included in net realized gain (loss) on investments in the Statement of Operations. 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. Funds may file withholding tax reclaims in certain jurisdictions to recover a portion of amounts previously withheld. Any withholding tax reclaims income is included in the Statement of Operations in dividends or foreign taxes withheld, as applicable. Any receivables for withholding tax reclaims are included in the Statement of Assets and Liabilities in dividends receivable or reclaims receivable, as applicable.
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 Deferred taxes 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), 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 SAI Emerging Markets Low Volatility Index Fund | $1,887,342,829 | $323,570,966 | $(163,190,272) | $160,380,694 |
Fidelity SAI International Low Volatility Index Fund | 5,265,689,049 | 528,943,773 | (485,128,440) | 43,815,333 |
Fidelity SAI U.S. Low Volatility Index Fund | 6,357,955,477 | 1,711,314,220 | (265,059,611) | 1,446,254,609 |
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.
| Short-term | Long-term | Total capital loss carryforward |
Fidelity SAI Emerging Markets Low Volatility Index Fund | $(22,899,029) | $(3,539,359) | $(26,438,388) |
Fidelity SAI International Low Volatility Index Fund | (–) | (39,657,085) | (39,657,085) |
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 in-kind transactions, as applicable, are noted in the table below.
| Purchases ($) | Sales ($) |
Fidelity SAI Emerging Markets Low Volatility Index Fund | 509,945,693 | 202,787,853 |
Fidelity SAI International Low Volatility Index Fund | 828,674,326 | 893,040,898 |
Fidelity SAI U.S. Low Volatility Index Fund | 1,913,614,059 | 1,627,075,783 |
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 | $8,448,000 | .32% | $1,848 |
Fidelity SAI International Low Volatility Index Fund | Borrower | $24,023,267 | .47% | $9,374 |
Fidelity SAI U.S. Low Volatility Index Fund | Borrower | $37,752,478 | .34% | $8,140 |
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. During the period there were no interfund trades.
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. During the period, there were no borrowings on this line of credit.
| Amount |
Fidelity SAI Emerging Markets Low Volatility Index Fund | $1,516 |
Fidelity SAI International Low Volatility Index Fund | 4,846 |
Fidelity SAI U.S. Low Volatility Index Fund | 6,185 |
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 | $289 | $3 | $– |
Fidelity SAI International Low Volatility Index Fund | $25,346 | $– | $– |
Fidelity SAI U.S. Low Volatility Index Fund | $6,544 | $– | $– |
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 | $12,892,615 | .58% | $2,700 |
Fidelity SAI International Low Volatility Index Fund | $14,658,444 | .78% | $8,542 |
10. Expense Reductions.
The investment adviser contractually agreed to reimburse expenses of Fidelity SAI Emerging Markets Low Volatility Index Fund to the extent annual operating expenses exceeded certain levels of average net assets as noted in the table below. This reimbursement will remain in place through February 28, 2023. 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.
Fidelity SAI Emerging Markets Low Volatility Index Fund was in reimbursement during the period:
| Expense Limitations | Reimbursement |
Fidelity SAI Emerging Markets Low Volatility Index Fund | .25% | $44,137 |
11. Other.
A 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, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a 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 | Strategic Advisers Fidelity International Fund | Strategic Advisers Fidelity U.S. Total Stock Fund | Strategic Advisers Large Cap Fund |
Fidelity SAI Emerging Markets Low Volatility Index Fund | 33% | 33% | – | – | – |
Fidelity SAI International Low Volatility Index Fund | – | – | 23% | – | – |
Fidelity SAI U.S. Low Volatility Index Fund | – | – | – | 36% | 12% |
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 Low Volatility Index Fund | 66% |
Fidelity SAI International Low Volatility Index Fund | 26% |
Fidelity SAI U.S. Low Volatility Index Fund | 48% |
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, 2021 to April 30, 2022).
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. In addition, if these transactional costs were included, your costs would have been higher.
| Annualized Expense Ratio-A | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses Paid During Period-B November 1, 2021 to April 30, 2022 |
Fidelity SAI Emerging Markets Low Volatility Index Fund | .25% | | | |
Actual | | $1,000.00 | $977.90 | $1.23 |
Hypothetical-C | | $1,000.00 | $1,023.55 | $1.25 |
Fidelity SAI International Low Volatility Index Fund | .17% | | | |
Actual | | $1,000.00 | $924.90 | $.81 |
Hypothetical-C | | $1,000.00 | $1,023.95 | $.85 |
Fidelity SAI U.S. Low Volatility Index Fund | .11% | | | |
Actual | | $1,000.00 | $951.60 | $.53 |
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, 2020 through November 30, 2021. 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-0622
1.9867662.106
Fidelity® SAI International Index Fund
Offered exclusively to certain clients of the Adviser, or its affiliates, including Strategic Advisers LLC (SAI) - not available for sale to the general public. Fidelity SAI is a product name of Fidelity® funds dedicated to certain programs affiliated with SAI.
Semi-Annual Report
April 30, 2022


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. © 2022 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 COVID-19 emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and corporate earnings. On March 11, 2020, the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread. The pandemic prompted a number of measures to limit the spread of COVID-19, 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. To help stem the turmoil, the U.S. government took unprecedented action – in concert with the U.S. Federal Reserve and central banks around the world – to help support consumers, businesses, and the broader economy, and to limit disruption to the financial system.
In general, the overall impact of the pandemic lessened in 2021, amid a resilient economy and widespread distribution of three COVID-19 vaccines granted emergency use authorization from the U.S. Food and Drug Administration (FDA) early in the year. Still, the situation remains dynamic, and the extent and duration of its influence on financial markets and the economy is highly uncertain, due in part to a recent spike in cases based on highly contagious variants of the coronavirus.
Extreme events such as the COVID-19 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 continue to take extra steps to be responsive to customer needs. We encourage you to visit us online, 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, 2022 |
| Japan | 21.6% |
| United Kingdom | 14.4% |
| Switzerland | 10.4% |
| France | 10.3% |
| Australia | 7.9% |
| Germany | 7.9% |
| Netherlands | 5.4% |
| Sweden | 3.2% |
| Denmark | 2.7% |
| 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.
Top Ten Stocks as of April 30, 2022
| % of fund's net assets |
Nestle SA (Reg. S) (Switzerland, Food Products) | 2.4 |
Roche Holding AG (participation certificate) (Switzerland, Pharmaceuticals) | 1.7 |
ASML Holding NV (Netherlands) (Netherlands, Semiconductors & Semiconductor Equipment) | 1.5 |
AstraZeneca PLC (United Kingdom) (United Kingdom, Pharmaceuticals) | 1.4 |
Shell PLC (London) (United Kingdom, Oil, Gas & Consumable Fuels) | 1.4 |
Novartis AG (Switzerland, Pharmaceuticals) | 1.3 |
Novo Nordisk A/S Series B (Denmark, Pharmaceuticals) | 1.3 |
Toyota Motor Corp. (Japan, Automobiles) | 1.2 |
LVMH Moet Hennessy Louis Vuitton SE (France, Textiles, Apparel & Luxury Goods) | 1.2 |
BHP Group Ltd. (Australia, Metals & Mining) | 1.1 |
| 14.5 |
Market Sectors as of April 30, 2022
| % of fund's net assets |
Financials | 17.1 |
Industrials | 14.7 |
Health Care | 13.3 |
Consumer Discretionary | 11.2 |
Consumer Staples | 10.4 |
Materials | 8.4 |
Information Technology | 8.1 |
Communication Services | 4.7 |
Energy | 4.2 |
Utilities | 3.9 |
Real Estate | 2.5 |
Asset Allocation as of April 30, 2022
| % 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, 2022 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 98.0% | | | |
| | Shares | Value |
Australia - 7.9% | | | |
Ampol Ltd. | | 78,702 | $1,850,381 |
APA Group unit | | 389,925 | 3,133,096 |
Aristocrat Leisure Ltd. | | 198,914 | 4,615,270 |
ASX Ltd. | | 63,951 | 3,866,457 |
Aurizon Holdings Ltd. | | 608,859 | 1,719,489 |
Australia & New Zealand Banking Group Ltd. | | 931,365 | 17,723,123 |
BHP Group Ltd. | | 1,671,820 | 55,864,587 |
BlueScope Steel Ltd. | | 162,959 | 2,316,559 |
Brambles Ltd. | | 473,870 | 3,499,207 |
Cochlear Ltd. | | 21,718 | 3,498,063 |
Coles Group Ltd. | | 440,718 | 5,794,851 |
Commonwealth Bank of Australia | | 563,637 | 40,967,118 |
Computershare Ltd. | | 179,530 | 3,165,127 |
Crown Ltd. (a) | | 123,019 | 1,113,833 |
CSL Ltd. | | 158,111 | 30,175,524 |
Dexus unit | | 355,591 | 2,780,214 |
Dominos Pizza Enterprises Ltd. | | 19,987 | 1,047,742 |
Endeavour Group Ltd. | | 443,070 | 2,425,392 |
Evolution Mining Ltd. | | 604,301 | 1,709,932 |
Fortescue Metals Group Ltd. | | 559,139 | 8,450,311 |
Goodman Group unit | | 555,454 | 9,244,918 |
IDP Education Ltd. | | 68,831 | 1,276,912 |
Insurance Australia Group Ltd. | | 814,031 | 2,599,438 |
Lendlease Group unit | | 227,604 | 1,949,738 |
Macquarie Group Ltd. | | 111,934 | 16,114,364 |
Medibank Private Ltd. | | 909,484 | 2,043,741 |
Mineral Resources Ltd. | | 56,072 | 2,278,387 |
Mirvac Group unit | | 1,301,897 | 2,200,325 |
National Australia Bank Ltd. | | 1,081,057 | 24,679,121 |
Newcrest Mining Ltd. | | 293,795 | 5,517,281 |
Northern Star Resources Ltd. | | 365,007 | 2,508,982 |
Orica Ltd. | | 134,685 | 1,547,642 |
Origin Energy Ltd. | | 582,124 | 2,784,387 |
Qantas Airways Ltd. (a) | | 305,113 | 1,182,260 |
QBE Insurance Group Ltd. | | 487,683 | 4,207,380 |
Ramsay Health Care Ltd. | | 60,367 | 3,425,662 |
REA Group Ltd. | | 17,369 | 1,556,053 |
Reece Ltd. | | 95,911 | 1,165,281 |
Rio Tinto Ltd. | | 122,551 | 9,694,262 |
Santos Ltd. | | 1,062,435 | 5,936,961 |
Scentre Group unit | | 1,714,461 | 3,572,102 |
SEEK Ltd. | | 110,710 | 2,169,406 |
Sonic Healthcare Ltd. | | 150,366 | 3,883,387 |
South32 Ltd. | | 1,539,301 | 5,126,392 |
Stockland Corp. Ltd. unit | | 788,635 | 2,282,649 |
Suncorp Group Ltd. | | 417,118 | 3,349,037 |
Tabcorp Holdings Ltd. | | 735,502 | 2,812,721 |
Telstra Corp. Ltd. | | 1,369,528 | 3,887,609 |
The GPT Group unit | | 633,479 | 2,251,946 |
Transurban Group unit | | 1,013,849 | 10,180,680 |
Treasury Wine Estates Ltd. | | 238,381 | 1,885,996 |
Vicinity Centres unit | | 1,278,587 | 1,668,319 |
Washington H. Soul Pattinson & Co. Ltd. | | 71,482 | 1,392,907 |
Wesfarmers Ltd. | | 374,513 | 12,959,307 |
Westpac Banking Corp. | | 1,211,824 | 20,285,924 |
WiseTech Global Ltd. | | 48,261 | 1,496,227 |
Woodside Petroleum Ltd. | | 320,220 | 6,966,736 |
Woolworths Group Ltd. | | 400,313 | 10,829,694 |
|
TOTAL AUSTRALIA | | | 394,630,410 |
|
Austria - 0.2% | | | |
Erste Group Bank AG | | 113,424 | 3,531,544 |
OMV AG | | 48,548 | 2,481,659 |
Raiffeisen International Bank-Holding AG | | 48,687 | 554,219 |
Verbund AG | | 22,476 | 2,402,444 |
Voestalpine AG | | 40,142 | 1,044,610 |
|
TOTAL AUSTRIA | | | 10,014,476 |
|
Bailiwick of Jersey - 0.9% | | | |
Experian PLC | | 304,786 | 10,525,587 |
Ferguson PLC | | 73,024 | 9,160,802 |
Glencore Xstrata PLC | | 3,274,577 | 20,176,852 |
WPP PLC | | 385,463 | 4,804,746 |
|
TOTAL BAILIWICK OF JERSEY | | | 44,667,987 |
|
Belgium - 0.9% | | | |
Ageas | | 56,736 | 2,714,906 |
Anheuser-Busch InBev SA NV | | 286,840 | 16,504,634 |
Colruyt NV | | 17,669 | 648,820 |
ELIA GROUP SA/NV | | 10,223 | 1,627,280 |
Groupe Bruxelles Lambert SA | | 36,172 | 3,413,208 |
KBC Group NV | | 82,572 | 5,617,528 |
Proximus | | 50,073 | 875,192 |
Sofina SA | | 5,087 | 1,558,947 |
Solvay SA Class A | | 24,454 | 2,299,586 |
UCB SA | | 41,757 | 4,746,630 |
Umicore SA | | 65,087 | 2,502,169 |
|
TOTAL BELGIUM | | | 42,508,900 |
|
Bermuda - 0.1% | | | |
CK Infrastructure Holdings Ltd. | | 218,500 | 1,469,066 |
Hongkong Land Holdings Ltd. | | 380,420 | 1,774,646 |
Jardine Matheson Holdings Ltd. | | 71,161 | 3,769,315 |
|
TOTAL BERMUDA | | | 7,013,027 |
|
Cayman Islands - 0.7% | | | |
Budweiser Brewing Co. APAC Ltd. (b) | | 566,700 | 1,410,062 |
Chow Tai Fook Jewellery Group Ltd. | | 659,200 | 1,105,296 |
CK Asset Holdings Ltd. | | 661,925 | 4,487,283 |
CK Hutchison Holdings Ltd. | | 886,000 | 6,217,883 |
ESR Cayman Ltd. (a)(b) | | 653,400 | 1,983,466 |
Futu Holdings Ltd. ADR (a)(c) | | 18,264 | 584,265 |
Grab Holdings Ltd. (a)(c) | | 358,270 | 1,056,897 |
Melco Crown Entertainment Ltd. sponsored ADR (a) | | 77,128 | 441,172 |
Sands China Ltd. (a) | | 800,400 | 1,764,222 |
Sea Ltd. ADR (a) | | 105,659 | 8,744,339 |
SITC International Holdings Co. Ltd. | | 442,000 | 1,469,416 |
WH Group Ltd. (b) | | 2,743,500 | 1,894,660 |
Wharf Real Estate Investment Co. Ltd. | | 551,000 | 2,596,625 |
Xinyi Glass Holdings Ltd. | | 597,000 | 1,321,048 |
|
TOTAL CAYMAN ISLANDS | | | 35,076,634 |
|
Denmark - 2.7% | | | |
A.P. Moller - Maersk A/S: | | | |
Series A | | 1,049 | 2,969,342 |
Series B | | 1,901 | 5,501,926 |
Ambu A/S Series B | | 55,162 | 726,068 |
Carlsberg A/S Series B | | 33,138 | 4,209,627 |
Chr. Hansen Holding A/S | | 34,840 | 2,714,375 |
Coloplast A/S Series B | | 39,251 | 5,288,235 |
Danske Bank A/S | | 227,902 | 3,495,754 |
Demant A/S (a) | | 35,673 | 1,567,598 |
DSV A/S | | 67,372 | 11,045,757 |
Genmab A/S (a) | | 21,700 | 7,630,624 |
GN Store Nord A/S | | 40,997 | 1,538,599 |
Novo Nordisk A/S Series B | | 556,189 | 63,531,406 |
Novozymes A/S Series B | | 67,869 | 4,731,118 |
ORSTED A/S (b) | | 62,475 | 6,911,640 |
Pandora A/S | | 33,027 | 2,899,984 |
Rockwool International A/S Series B | | 2,762 | 772,477 |
Tryg A/S | | 119,147 | 2,832,973 |
Vestas Wind Systems A/S | | 333,502 | 8,504,637 |
|
TOTAL DENMARK | | | 136,872,140 |
|
Finland - 1.2% | | | |
Elisa Corp. (A Shares) | | 47,023 | 2,756,554 |
Fortum Corp. | | 146,674 | 2,438,581 |
Kesko Oyj | | 90,129 | 2,269,129 |
Kone OYJ (B Shares) | | 112,217 | 5,395,134 |
Neste OYJ | | 139,704 | 5,994,534 |
Nokia Corp. | | 1,780,831 | 9,028,938 |
Nordea Bank ABP | | 1,059,245 | 10,560,762 |
Orion Oyj (B Shares) | | 35,049 | 1,374,710 |
Sampo Oyj (A Shares) | | 164,757 | 8,000,182 |
Stora Enso Oyj (R Shares) | | 192,166 | 3,781,731 |
UPM-Kymmene Corp. | | 176,295 | 6,098,447 |
Wartsila Corp. | | 156,123 | 1,253,643 |
|
TOTAL FINLAND | | | 58,952,345 |
|
France - 10.3% | | | |
Accor SA (a) | | 56,071 | 1,842,136 |
Aeroports de Paris SA (a) | | 9,794 | 1,385,360 |
Air Liquide SA | | 156,540 | 27,082,732 |
Alstom SA | | 104,665 | 2,300,579 |
Amundi SA (b) | | 20,041 | 1,205,066 |
Arkema SA | | 20,275 | 2,310,222 |
AXA SA | | 643,105 | 17,013,367 |
bioMerieux SA | | 13,677 | 1,302,076 |
BNP Paribas SA | | 371,472 | 19,261,339 |
Bollore SA | | 292,072 | 1,362,933 |
Bouygues SA | | 75,898 | 2,609,620 |
Bureau Veritas SA | | 97,145 | 2,790,656 |
Capgemini SA | | 52,960 | 10,781,546 |
Carrefour SA | | 205,091 | 4,349,480 |
CNP Assurances | | 56,908 | 1,250,525 |
Compagnie de St. Gobain | | 167,101 | 9,748,371 |
Compagnie Generale des Etablissements Michelin SCA Series B | | 56,045 | 6,941,734 |
Covivio | | 17,176 | 1,223,233 |
Credit Agricole SA | | 408,469 | 4,410,676 |
Danone SA | | 215,725 | 13,045,157 |
Dassault Aviation SA | | 8,284 | 1,390,097 |
Dassault Systemes SA | | 219,530 | 9,708,574 |
Edenred SA | | 82,407 | 4,138,658 |
EDF SA (c) | | 197,662 | 1,796,954 |
Eiffage SA | | 27,534 | 2,718,948 |
Engie SA | | 603,284 | 7,119,040 |
EssilorLuxottica SA | | 94,951 | 16,165,200 |
Eurazeo SA | | 13,074 | 1,004,594 |
Faurecia SA | | 39,911 | 867,584 |
Gecina SA | | 15,170 | 1,708,873 |
Getlink SE | | 145,278 | 2,658,458 |
Hermes International SCA | | 10,462 | 12,900,246 |
Ipsen SA | | 12,459 | 1,291,547 |
Kering SA | | 24,773 | 13,181,029 |
Klepierre SA | | 67,072 | 1,605,412 |
L'Oreal SA | | 82,882 | 30,153,298 |
La Francaise des Jeux SAEM (b) | | 31,497 | 1,176,128 |
Legrand SA | | 88,369 | 7,830,747 |
LVMH Moet Hennessy Louis Vuitton SE | | 91,695 | 59,339,073 |
Orange SA | | 659,348 | 7,849,798 |
Orpea (c) | | 17,893 | 639,895 |
Pernod Ricard SA | | 69,199 | 14,281,582 |
Publicis Groupe SA | | 75,228 | 4,516,442 |
Remy Cointreau SA | | 7,510 | 1,488,736 |
Renault SA (a) | | 63,357 | 1,548,041 |
Safran SA | | 112,868 | 12,121,848 |
Sanofi SA | | 375,580 | 39,696,903 |
Sartorius Stedim Biotech | | 9,130 | 2,987,601 |
Schneider Electric SA | | 178,556 | 25,617,266 |
SEB SA | | 9,145 | 1,098,198 |
Societe Generale Series A | | 267,699 | 6,433,890 |
Sodexo SA | | 29,182 | 2,195,232 |
Teleperformance | | 19,397 | 6,961,797 |
Thales SA | | 35,234 | 4,510,832 |
TotalEnergies SE | | 828,481 | 40,680,881 |
Ubisoft Entertainment SA (a) | | 30,932 | 1,398,526 |
Valeo SA | | 75,999 | 1,381,747 |
Veolia Environnement SA | | 216,482 | 6,316,202 |
VINCI SA | | 177,888 | 17,261,159 |
Vivendi SA | | 256,474 | 2,945,752 |
Wendel SA | | 8,831 | 879,869 |
Worldline SA (a)(b) | | 78,691 | 3,096,034 |
|
TOTAL FRANCE | | | 514,879,499 |
|
Germany - 7.4% | | | |
adidas AG | | 62,878 | 12,679,927 |
Allianz SE | | 134,931 | 30,445,038 |
BASF AG | | 303,317 | 15,973,573 |
Bayer AG | | 324,483 | 21,374,034 |
Bayerische Motoren Werke AG (BMW) | | 109,637 | 8,953,592 |
Bechtle AG | | 27,039 | 1,249,464 |
Beiersdorf AG | | 33,296 | 3,344,266 |
Brenntag SE | | 51,054 | 3,939,503 |
Carl Zeiss Meditec AG | | 13,288 | 1,669,034 |
Commerzbank AG (a) | | 330,773 | 2,159,394 |
Continental AG | | 36,301 | 2,488,111 |
Covestro AG (b) | | 63,773 | 2,745,782 |
Daimler Truck Holding AG (a) | | 135,875 | 3,654,321 |
Delivery Hero AG (a)(b) | | 53,809 | 1,891,546 |
Deutsche Bank AG | | 682,497 | 6,824,515 |
Deutsche Borse AG | | 62,760 | 10,926,175 |
Deutsche Lufthansa AG (a)(c) | | 197,251 | 1,467,463 |
Deutsche Post AG | | 327,260 | 13,981,362 |
Deutsche Telekom AG | | 1,070,630 | 19,722,246 |
E.ON AG | | 741,700 | 7,718,843 |
Evonik Industries AG | | 69,391 | 1,815,018 |
Fresenius Medical Care AG & Co. KGaA | | 67,691 | 4,209,491 |
Fresenius SE & Co. KGaA | | 138,254 | 4,886,995 |
GEA Group AG | | 50,779 | 1,976,647 |
Hannover Reuck SE | | 19,911 | 3,094,779 |
HeidelbergCement AG | | 49,046 | 2,825,414 |
HelloFresh AG (a) | | 54,544 | 2,299,260 |
Henkel AG & Co. KGaA | | 37,127 | 2,356,122 |
Infineon Technologies AG | | 431,394 | 12,244,351 |
KION Group AG | | 23,800 | 1,323,898 |
Knorr-Bremse AG | | 23,938 | 1,707,129 |
Lanxess AG | | 27,023 | 1,044,603 |
LEG Immobilien AG | | 24,082 | 2,469,141 |
Mercedes-Benz Group AG (Germany) | | 282,679 | 19,731,336 |
Merck KGaA | | 42,686 | 7,919,422 |
MTU Aero Engines AG | | 17,637 | 3,556,778 |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | | 46,272 | 11,019,246 |
Nemetschek Se | | 19,067 | 1,513,050 |
Puma AG | | 34,872 | 2,565,834 |
Rational AG | | 1,689 | 1,030,366 |
RWE AG | | 212,191 | 8,810,041 |
SAP SE | | 344,866 | 34,950,792 |
Scout24 AG (b) | | 27,490 | 1,738,697 |
Siemens AG | | 252,644 | 31,063,842 |
Siemens Energy AG | | 131,963 | 2,541,907 |
Siemens Healthineers AG (b) | | 93,169 | 4,981,742 |
Symrise AG | | 43,866 | 5,219,805 |
Telefonica Deutschland Holding AG | | 344,720 | 1,036,756 |
Uniper SE | | 30,211 | 776,563 |
United Internet AG | | 32,042 | 1,030,819 |
Volkswagen AG | | 10,743 | 2,329,744 |
Vonovia SE | | 243,671 | 9,708,095 |
Zalando SE (a)(b) | | 73,414 | 2,888,566 |
|
TOTAL GERMANY | | | 369,874,438 |
|
Hong Kong - 2.2% | | | |
AIA Group Ltd. | | 3,994,600 | 39,241,990 |
BOC Hong Kong (Holdings) Ltd. | | 1,221,000 | 4,419,851 |
CLP Holdings Ltd. | | 542,500 | 5,293,920 |
Galaxy Entertainment Group Ltd. | | 718,000 | 4,097,030 |
Hang Lung Properties Ltd. | | 666,000 | 1,273,772 |
Hang Seng Bank Ltd. | | 252,400 | 4,468,860 |
Henderson Land Development Co. Ltd. | | 479,021 | 1,937,169 |
Hong Kong & China Gas Co. Ltd. | | 3,695,074 | 4,075,374 |
Hong Kong Exchanges and Clearing Ltd. | | 397,560 | 16,864,088 |
Link (REIT) | | 689,906 | 5,959,260 |
MTR Corp. Ltd. | | 511,935 | 2,719,965 |
New World Development Co. Ltd. | | 497,845 | 1,904,154 |
Power Assets Holdings Ltd. | | 458,500 | 3,085,143 |
Sino Land Ltd. | | 1,115,080 | 1,473,894 |
Sun Hung Kai Properties Ltd. | | 430,500 | 4,958,108 |
Swire Pacific Ltd. (A Shares) | | 163,500 | 931,281 |
Swire Properties Ltd. | | 384,800 | 922,195 |
Techtronic Industries Co. Ltd. | | 454,000 | 6,060,040 |
|
TOTAL HONG KONG | | | 109,686,094 |
|
Ireland - 0.7% | | | |
CRH PLC | | 255,145 | 10,084,572 |
DCC PLC (United Kingdom) | | 32,579 | 2,468,477 |
Flutter Entertainment PLC (Ireland) (a) | | 55,028 | 5,529,735 |
James Hardie Industries PLC CDI | | 146,932 | 4,235,795 |
Kerry Group PLC Class A | | 52,583 | 5,803,309 |
Kingspan Group PLC (Ireland) | | 50,911 | 4,739,156 |
Smurfit Kappa Group PLC | | 81,362 | 3,438,014 |
|
TOTAL IRELAND | | | 36,299,058 |
|
Isle of Man - 0.1% | | | |
Entain PLC (a) | | 193,618 | 3,638,145 |
Israel - 0.7% | | | |
Azrieli Group | | 13,976 | 1,209,663 |
Bank Hapoalim BM (Reg.) | | 374,568 | 3,497,763 |
Bank Leumi le-Israel BM | | 479,490 | 5,069,181 |
Check Point Software Technologies Ltd. (a) | | 35,046 | 4,425,959 |
CyberArk Software Ltd. (a) | | 13,117 | 2,061,205 |
Elbit Systems Ltd. (Israel) | | 8,745 | 1,907,452 |
Icl Group Ltd. | | 233,123 | 2,574,896 |
InMode Ltd. (a) | | 17,187 | 431,566 |
Israel Discount Bank Ltd. (Class A) | | 413,404 | 2,463,833 |
Kornit Digital Ltd. (a) | | 15,344 | 1,020,376 |
Mizrahi Tefahot Bank Ltd. | | 46,473 | 1,732,821 |
NICE Ltd. (a) | | 20,824 | 4,286,414 |
Teva Pharmaceutical Industries Ltd. sponsored ADR (a) | | 363,940 | 3,169,917 |
Wix.com Ltd. (a) | | 18,778 | 1,416,988 |
|
TOTAL ISRAEL | | | 35,268,034 |
|
Italy - 1.7% | | | |
Amplifon SpA | | 41,037 | 1,637,165 |
Assicurazioni Generali SpA (c) | | 365,698 | 6,923,793 |
Atlantia SpA | | 163,673 | 3,904,507 |
DiaSorin SpA | | 8,307 | 1,088,149 |
Enel SpA | | 2,686,605 | 17,470,706 |
Eni SpA | | 833,725 | 11,654,467 |
FinecoBank SpA | | 201,378 | 2,799,429 |
Infrastrutture Wireless Italiane SpA (b) | | 111,112 | 1,185,602 |
Intesa Sanpaolo SpA | | 5,453,502 | 11,112,697 |
Mediobanca SpA | | 205,226 | 2,056,950 |
Moncler SpA | | 67,794 | 3,531,641 |
Nexi SpA (a)(b) | | 172,852 | 1,695,319 |
Poste Italiane SpA (b) | | 172,425 | 1,689,617 |
Prysmian SpA | | 84,150 | 2,736,971 |
Recordati SpA | | 34,506 | 1,662,788 |
Snam SpA | | 666,923 | 3,657,807 |
Telecom Italia SpA | | 3,286,952 | 959,860 |
Terna - Rete Elettrica Naziona | | 465,108 | 3,793,459 |
UniCredit SpA | | 698,294 | 6,462,767 |
|
TOTAL ITALY | | | 86,023,694 |
|
Japan - 21.6% | | | |
Advantest Corp. | | 65,900 | 4,497,550 |
AEON Co. Ltd. | | 215,800 | 4,101,334 |
AGC, Inc. | | 63,830 | 2,392,950 |
Aisin Seiki Co. Ltd. | | 48,690 | 1,414,472 |
Ajinomoto Co., Inc. | | 154,200 | 4,006,356 |
Ana Holdings, Inc. (a) | | 52,600 | 991,545 |
Asahi Group Holdings | | 150,600 | 5,676,543 |
ASAHI INTECC Co. Ltd. | | 71,600 | 1,383,594 |
Asahi Kasei Corp. | | 413,900 | 3,395,922 |
Astellas Pharma, Inc. | | 614,700 | 9,359,248 |
Azbil Corp. | | 40,700 | 1,235,737 |
Bandai Namco Holdings, Inc. | | 66,000 | 4,468,395 |
Benefit One, Inc. | | 27,700 | 419,999 |
Bridgestone Corp. | | 188,600 | 6,912,888 |
Brother Industries Ltd. | | 77,900 | 1,353,871 |
Canon, Inc. | | 330,500 | 7,604,529 |
Capcom Co. Ltd. | | 58,000 | 1,530,453 |
Central Japan Railway Co. | | 47,600 | 5,992,135 |
Chiba Bank Ltd. | | 174,900 | 1,007,999 |
Chubu Electric Power Co., Inc. | | 212,860 | 2,148,836 |
Chugai Pharmaceutical Co. Ltd. | | 221,800 | 6,646,274 |
Concordia Financial Group Ltd. | | 359,100 | 1,306,803 |
Cosmos Pharmaceutical Corp. | | 6,600 | 608,438 |
CyberAgent, Inc. | | 133,400 | 1,409,353 |
Dai Nippon Printing Co. Ltd. | | 73,320 | 1,532,244 |
Dai-ichi Mutual Life Insurance Co. | | 331,900 | 6,645,972 |
Daifuku Co. Ltd. | | 33,400 | 2,053,721 |
Daiichi Sankyo Kabushiki Kaisha | | 578,600 | 14,568,520 |
Daikin Industries Ltd. | | 82,300 | 12,576,897 |
Daito Trust Construction Co. Ltd. | | 21,600 | 2,080,337 |
Daiwa House Industry Co. Ltd. | | 187,100 | 4,497,920 |
Daiwa House REIT Investment Corp. | | 727 | 1,769,520 |
Daiwa Securities Group, Inc. | | 476,300 | 2,334,407 |
DENSO Corp. | | 143,100 | 8,721,267 |
Dentsu Group, Inc. | | 71,400 | 2,573,374 |
Disco Corp. | | 9,500 | 2,325,129 |
East Japan Railway Co. | | 99,800 | 5,204,250 |
Eisai Co. Ltd. | | 78,300 | 3,410,038 |
ENEOS Holdings, Inc. | | 1,012,500 | 3,562,598 |
FANUC Corp. | | 63,300 | 9,699,336 |
Fast Retailing Co. Ltd. | | 19,300 | 8,885,840 |
Fuji Electric Co. Ltd. | | 41,900 | 1,837,345 |
FUJIFILM Holdings Corp. | | 119,000 | 6,541,580 |
Fujitsu Ltd. | | 64,900 | 9,809,580 |
GLP J-REIT | | 1,407 | 1,898,570 |
GMO Payment Gateway, Inc. | | 13,900 | 1,166,209 |
Hakuhodo DY Holdings, Inc. | | 77,000 | 908,721 |
Hamamatsu Photonics K.K. | | 46,300 | 2,071,609 |
Hankyu Hanshin Holdings, Inc. | | 75,700 | 1,997,844 |
Hikari Tsushin, Inc. | | 6,900 | 807,943 |
Hino Motors Ltd. | | 104,070 | 537,209 |
Hirose Electric Co. Ltd. | | 10,730 | 1,361,357 |
Hitachi Construction Machinery Co. Ltd. | | 35,400 | 801,504 |
Hitachi Ltd. | | 319,700 | 15,162,242 |
Hitachi Metals Ltd. (a) | | 74,400 | 1,160,989 |
Honda Motor Co. Ltd. | | 538,500 | 14,164,463 |
Hoshizaki Corp. | | 17,900 | 1,133,828 |
Hoya Corp. | | 122,100 | 12,117,465 |
Hulic Co. Ltd. | | 126,600 | 1,068,934 |
Ibiden Co. Ltd. | | 34,800 | 1,300,541 |
Idemitsu Kosan Co. Ltd. | | 68,723 | 1,811,200 |
Iida Group Holdings Co. Ltd. | | 50,900 | 809,546 |
INPEX Corp. | | 337,900 | 4,020,393 |
Isuzu Motors Ltd. | | 192,500 | 2,245,663 |
ITO EN Ltd. | | 17,600 | 723,281 |
Itochu Corp. | | 392,700 | 11,852,071 |
ITOCHU Techno-Solutions Corp. | | 33,200 | 777,405 |
Japan Airlines Co. Ltd. (a) | | 47,400 | 782,549 |
Japan Exchange Group, Inc. | | 168,000 | 2,501,589 |
Japan Post Bank Co. Ltd. | | 136,400 | 1,029,041 |
Japan Post Holdings Co. Ltd. | | 809,000 | 5,672,594 |
Japan Post Insurance Co. Ltd. | | 65,900 | 1,065,589 |
Japan Real Estate Investment Corp. | | 411 | 1,989,182 |
Japan Retail Fund Investment Corp. | | 2,305 | 1,832,081 |
Japan Tobacco, Inc. | | 396,100 | 6,738,373 |
JFE Holdings, Inc. | | 161,800 | 1,978,612 |
JSR Corp. | | 67,100 | 1,822,109 |
Kajima Corp. | | 148,300 | 1,652,726 |
Kakaku.com, Inc. | | 46,500 | 973,794 |
Kansai Electric Power Co., Inc. | | 232,600 | 2,038,972 |
Kansai Paint Co. Ltd. | | 58,300 | 802,903 |
Kao Corp. | | 156,700 | 6,280,297 |
KDDI Corp. | | 532,800 | 17,643,512 |
Keio Corp. | | 33,900 | 1,300,152 |
Keisei Electric Railway Co. | | 42,600 | 1,044,529 |
Keyence Corp. | | 64,300 | 25,848,873 |
Kikkoman Corp. | | 48,000 | 2,697,656 |
Kintetsu Group Holdings Co. Ltd. (a) | | 56,600 | 1,622,793 |
Kirin Holdings Co. Ltd. | | 271,400 | 3,956,394 |
Kobayashi Pharmaceutical Co. Ltd. | | 17,560 | 1,197,499 |
Kobe Bussan Co. Ltd. | | 45,100 | 1,099,507 |
Koei Tecmo Holdings Co. Ltd. | | 21,130 | 647,952 |
Koito Manufacturing Co. Ltd. | | 34,400 | 1,262,292 |
Komatsu Ltd. | | 289,200 | 6,508,875 |
Konami Holdings Corp. | | 30,800 | 1,893,997 |
Kose Corp. | | 11,000 | 1,129,271 |
Kubota Corp. | | 339,200 | 5,762,557 |
Kurita Water Industries Ltd. | | 32,500 | 1,108,780 |
Kyocera Corp. | | 106,100 | 5,570,988 |
Kyowa Hakko Kirin Co., Ltd. | | 89,000 | 1,875,833 |
Lasertec Corp. | | 24,900 | 3,326,675 |
Lawson, Inc. | | 17,900 | 658,366 |
Lion Corp. | | 73,630 | 758,642 |
LIXIL Group Corp. | | 87,700 | 1,542,496 |
M3, Inc. | | 145,500 | 4,646,390 |
Makita Corp. | | 73,920 | 2,184,842 |
Marubeni Corp. | | 516,800 | 5,641,194 |
Mazda Motor Corp. (a) | | 187,400 | 1,330,682 |
McDonald's Holdings Co. (Japan) Ltd. | | 26,400 | 1,047,363 |
Medipal Holdings Corp. | | 60,000 | 988,104 |
Meiji Holdings Co. Ltd. | | 40,300 | 2,008,831 |
Mercari, Inc. (a) | | 34,100 | 558,810 |
Minebea Mitsumi, Inc. | | 119,710 | 2,296,776 |
Misumi Group, Inc. | | 93,850 | 2,353,225 |
Mitsubishi Chemical Holdings Corp. | | 422,500 | 2,576,255 |
Mitsubishi Corp. | | 417,200 | 14,007,708 |
Mitsubishi Electric Corp. | | 602,800 | 6,313,903 |
Mitsubishi Estate Co. Ltd. | | 390,700 | 5,691,163 |
Mitsubishi Gas Chemical Co., Inc. | | 51,900 | 757,894 |
Mitsubishi Heavy Industries Ltd. | | 105,800 | 3,617,318 |
Mitsubishi UFJ Financial Group, Inc. | | 3,948,200 | 22,952,373 |
Mitsubishi UFJ Lease & Finance Co. Ltd. | | 216,000 | 971,886 |
Mitsui & Co. Ltd. | | 515,400 | 12,480,827 |
Mitsui Chemicals, Inc. | | 60,600 | 1,384,583 |
Mitsui Fudosan Co. Ltd. | | 302,900 | 6,419,589 |
Mitsui OSK Lines Ltd. | | 113,500 | 2,657,163 |
Miura Co. Ltd. | | 30,200 | 630,808 |
Mizuho Financial Group, Inc. | | 796,920 | 9,676,767 |
MonotaRO Co. Ltd. | | 82,700 | 1,420,625 |
MS&AD Insurance Group Holdings, Inc. | | 147,000 | 4,375,788 |
Murata Manufacturing Co. Ltd. | | 189,700 | 11,307,542 |
NEC Corp. | | 81,000 | 3,142,465 |
Nexon Co. Ltd. | | 163,110 | 3,714,195 |
NGK Insulators Ltd. | | 83,600 | 1,124,556 |
Nidec Corp. | | 147,600 | 9,542,209 |
Nihon M&A Center Holdings, Inc. | | 99,800 | 1,228,919 |
Nintendo Co. Ltd. | | 36,400 | 16,612,622 |
Nippon Building Fund, Inc. | | 491 | 2,548,932 |
Nippon Express Holdings, Inc. | | 25,400 | 1,489,222 |
Nippon Paint Holdings Co. Ltd. | | 273,800 | 2,168,862 |
Nippon Prologis REIT, Inc. | | 681 | 1,884,852 |
Nippon Sanso Holdings Corp. | | 49,900 | 897,975 |
Nippon Shinyaku Co. Ltd. | | 16,200 | 1,095,668 |
Nippon Steel & Sumitomo Metal Corp. | | 281,900 | 4,476,175 |
Nippon Telegraph & Telephone Corp. | | 394,900 | 11,637,450 |
Nippon Yusen KK | | 53,300 | 3,845,275 |
Nissan Chemical Corp. | | 40,100 | 2,118,187 |
Nissan Motor Co. Ltd. (a) | | 766,200 | 3,067,518 |
Nisshin Seifun Group, Inc. | | 65,200 | 869,170 |
Nissin Food Holdings Co. Ltd. | | 20,900 | 1,453,859 |
Nitori Holdings Co. Ltd. | | 26,400 | 2,716,015 |
Nitto Denko Corp. | | 46,900 | 3,147,974 |
Nomura Holdings, Inc. | | 1,013,300 | 3,901,667 |
Nomura Real Estate Holdings, Inc. | | 39,100 | 952,700 |
Nomura Real Estate Master Fund, Inc. | | 1,399 | 1,756,500 |
Nomura Research Institute Ltd. | | 110,920 | 3,136,421 |
NTT Data Corp. | | 208,400 | 3,842,462 |
Obayashi Corp. | | 214,300 | 1,473,772 |
OBIC Co. Ltd. | | 23,000 | 3,398,005 |
Odakyu Electric Railway Co. Ltd. | | 97,200 | 1,471,905 |
Oji Holdings Corp. | | 267,400 | 1,266,675 |
Olympus Corp. | | 364,600 | 6,417,371 |
OMRON Corp. | | 61,300 | 3,613,885 |
Ono Pharmaceutical Co. Ltd. | | 122,100 | 3,136,816 |
Open House Group Co. Ltd. | | 27,000 | 1,044,756 |
Oracle Corp. Japan | | 12,700 | 816,120 |
Oriental Land Co. Ltd. | | 66,100 | 9,998,959 |
ORIX Corp. | | 403,200 | 7,353,953 |
ORIX JREIT, Inc. | | 863 | 1,166,535 |
Osaka Gas Co. Ltd. | | 123,830 | 2,231,839 |
Otsuka Corp. | | 37,600 | 1,232,231 |
Otsuka Holdings Co. Ltd. | | 128,900 | 4,331,355 |
Pan Pacific International Holdings Ltd. | | 136,000 | 2,082,618 |
Panasonic Holdings Corp. | | 729,200 | 6,499,503 |
Persol Holdings Co. Ltd. | | 58,500 | 1,160,619 |
Pola Orbis Holdings, Inc. | | 33,000 | 380,461 |
Rakuten Group, Inc. | | 286,100 | 2,011,250 |
Recruit Holdings Co. Ltd. | | 448,000 | 16,254,163 |
Renesas Electronics Corp. (a) | | 416,200 | 4,444,170 |
Resona Holdings, Inc. | | 680,220 | 2,957,889 |
Ricoh Co. Ltd. | | 221,200 | 1,615,183 |
Rinnai Corp. | | 11,500 | 735,074 |
ROHM Co. Ltd. | | 28,900 | 2,018,979 |
Ryohin Keikaku Co. Ltd. | | 82,900 | 745,033 |
Santen Pharmaceutical Co. Ltd. | | 130,600 | 1,062,390 |
SBI Holdings, Inc. Japan | | 80,700 | 1,805,027 |
SCSK Corp. | | 51,300 | 815,584 |
Secom Co. Ltd. | | 69,400 | 4,882,602 |
Seiko Epson Corp. | | 92,200 | 1,298,870 |
Sekisui Chemical Co. Ltd. | | 124,300 | 1,683,163 |
Sekisui House Ltd. | | 203,600 | 3,536,113 |
Seven & i Holdings Co. Ltd. | | 248,900 | 11,005,592 |
SG Holdings Co. Ltd. | | 105,500 | 1,859,193 |
Sharp Corp. | | 70,400 | 595,676 |
Shimadzu Corp. | | 78,200 | 2,556,526 |
SHIMANO, Inc. | | 24,400 | 4,323,301 |
SHIMIZU Corp. | | 182,100 | 954,866 |
Shin-Etsu Chemical Co. Ltd. | | 117,000 | 16,079,837 |
Shionogi & Co. Ltd. | | 87,400 | 4,861,706 |
Shiseido Co. Ltd. | | 131,900 | 6,235,104 |
Shizuoka Bank Ltd. | | 147,300 | 953,042 |
SMC Corp. | | 18,900 | 9,151,766 |
SoftBank Corp. | | 948,800 | 11,042,005 |
SoftBank Group Corp. | | 398,300 | 16,382,176 |
Sohgo Security Services Co., Ltd. | | 23,500 | 652,803 |
Sompo Holdings, Inc. | | 103,300 | 4,205,343 |
Sony Group Corp. | | 416,500 | 35,944,402 |
Square Enix Holdings Co. Ltd. | | 28,200 | 1,125,907 |
Stanley Electric Co. Ltd. | | 42,700 | 736,281 |
Subaru Corp. | | 203,100 | 3,081,984 |
Sumco Corp. | | 109,600 | 1,578,423 |
Sumitomo Chemical Co. Ltd. | | 491,500 | 2,089,959 |
Sumitomo Corp. | | 372,300 | 5,891,142 |
Sumitomo Dainippon Pharma Co., Ltd. | | 64,400 | 573,650 |
Sumitomo Electric Industries Ltd. | | 249,000 | 2,676,957 |
Sumitomo Metal Mining Co. Ltd. | | 81,530 | 3,575,641 |
Sumitomo Mitsui Financial Group, Inc. | | 431,100 | 13,025,233 |
Sumitomo Mitsui Trust Holdings, Inc. | | 111,500 | 3,460,683 |
Sumitomo Realty & Development Co. Ltd. | | 102,100 | 2,708,558 |
Suntory Beverage & Food Ltd. | | 45,900 | 1,808,507 |
Suzuki Motor Corp. | | 121,600 | 3,665,646 |
Sysmex Corp. | | 55,300 | 3,627,546 |
T&D Holdings, Inc. | | 174,900 | 2,247,543 |
Taisei Corp. | | 63,000 | 1,706,544 |
Taisho Pharmaceutical Holdings Co. Ltd. | | 12,600 | 496,288 |
Takeda Pharmaceutical Co. Ltd. | | 522,403 | 15,158,331 |
TDK Corp. | | 128,300 | 3,963,408 |
Terumo Corp. | | 213,100 | 6,342,953 |
TIS, Inc. | | 70,400 | 1,581,139 |
Tobu Railway Co. Ltd. | | 62,400 | 1,402,638 |
Toho Co. Ltd. | | 36,870 | 1,368,152 |
Tokio Marine Holdings, Inc. | | 207,300 | 11,208,442 |
Tokyo Century Corp. | | 13,400 | 412,748 |
Tokyo Electric Power Co., Inc. (a) | | 503,600 | 1,738,304 |
Tokyo Electron Ltd. | | 49,300 | 20,801,972 |
Tokyo Gas Co. Ltd. | | 123,700 | 2,369,406 |
Tokyu Corp. | | 165,200 | 2,020,199 |
Toppan, Inc. | | 86,700 | 1,433,123 |
Toray Industries, Inc. | | 457,500 | 2,168,222 |
Toshiba Corp. | | 128,700 | 5,344,696 |
Tosoh Corp. | | 85,690 | 1,183,252 |
Toto Ltd. | | 46,700 | 1,573,734 |
Toyo Suisan Kaisha Ltd. | | 29,200 | 901,590 |
Toyota Industries Corp. | | 48,370 | 2,901,079 |
Toyota Motor Corp. | | 3,502,550 | 60,011,679 |
Toyota Tsusho Corp. | | 70,140 | 2,519,937 |
Trend Micro, Inc. | | 44,100 | 2,458,880 |
Tsuruha Holdings, Inc. | | 13,000 | 664,404 |
Unicharm Corp. | | 133,200 | 4,634,295 |
USS Co. Ltd. | | 72,600 | 1,208,649 |
Welcia Holdings Co. Ltd. | | 31,000 | 635,471 |
West Japan Railway Co. | | 72,400 | 2,687,414 |
Yakult Honsha Co. Ltd. | | 42,300 | 2,190,321 |
Yamaha Corp. | | 44,200 | 1,688,748 |
Yamaha Motor Co. Ltd. | | 98,200 | 2,027,408 |
Yamato Holdings Co. Ltd. | | 96,100 | 1,798,223 |
Yaskawa Electric Corp. | | 79,100 | 2,685,878 |
Yokogawa Electric Corp. | | 75,300 | 1,200,469 |
Z Holdings Corp. | | 883,500 | 3,468,478 |
ZOZO, Inc. | | 41,000 | 858,437 |
|
TOTAL JAPAN | | | 1,079,117,172 |
|
Luxembourg - 0.3% | | | |
ArcelorMittal SA (Netherlands) | | 210,859 | 6,148,164 |
Aroundtown SA | | 330,040 | 1,659,617 |
Eurofins Scientific SA | | 44,376 | 4,124,208 |
InPost SA (a) | | 71,870 | 440,626 |
Tenaris SA | | 155,954 | 2,383,318 |
|
TOTAL LUXEMBOURG | | | 14,755,933 |
|
Multi-National - 0.1% | | | |
HK Electric Investments & HK Electric Investments Ltd. unit | | 877,500 | 866,137 |
HKT Trust/HKT Ltd. unit | | 1,249,000 | 1,788,946 |
Unibail-Rodamco SE & WFD Unibail-Rodamco NV unit (a) | | 41,178 | 2,906,136 |
|
TOTAL MULTI-NATIONAL | | | 5,561,219 |
|
Netherlands - 5.4% | | | |
ABN AMRO Bank NV rights (a)(d) | | 139,703 | 89,902 |
ABN AMRO Group NV GDR (b) | | 139,703 | 1,736,671 |
Adyen BV (a)(b) | | 6,550 | 10,986,271 |
AEGON NV | | 591,412 | 3,066,283 |
AerCap Holdings NV (a) | | 44,454 | 2,076,446 |
Airbus Group NV | | 194,716 | 21,315,931 |
Akzo Nobel NV | | 61,877 | 5,367,612 |
Argenx SE (a) | | 15,136 | 4,360,810 |
ASM International NV (Netherlands) | | 15,470 | 4,648,613 |
ASML Holding NV (Netherlands) | | 136,517 | 77,478,656 |
CNH Industrial NV | | 338,017 | 4,788,448 |
Davide Campari Milano NV | | 172,663 | 1,948,188 |
Euronext NV (b) | | 28,291 | 2,266,736 |
EXOR NV | | 35,799 | 2,484,266 |
Ferrari NV (Italy) | | 41,643 | 8,768,131 |
Heineken Holding NV | | 38,032 | 2,968,863 |
Heineken NV (Bearer) | | 85,601 | 8,355,603 |
IMCD NV | | 18,835 | 2,998,956 |
ING Groep NV (Certificaten Van Aandelen) | | 1,289,199 | 12,214,139 |
JDE Peet's BV | | 33,111 | 974,094 |
Just Eat Takeaway.com NV (a)(b) | | 59,577 | 1,618,264 |
Koninklijke Ahold Delhaize NV | | 345,435 | 10,188,942 |
Koninklijke DSM NV | | 57,734 | 9,705,640 |
Koninklijke KPN NV | | 1,110,941 | 3,833,405 |
Koninklijke Philips Electronics NV | | 302,931 | 7,915,925 |
NN Group NV | | 89,243 | 4,371,265 |
Prosus NV | | 308,107 | 14,859,589 |
QIAGEN NV (Germany) (a) | | 76,225 | 3,515,275 |
Randstad NV | | 39,461 | 2,086,663 |
Stellantis NV (Italy) | | 672,472 | 9,028,376 |
STMicroelectronics NV (France) | | 225,613 | 8,335,758 |
Universal Music Group NV | | 239,531 | 5,558,656 |
Wolters Kluwer NV | | 86,728 | 8,758,037 |
Wolters Kluwer NV rights (a)(d) | | 86,728 | 94,239 |
|
TOTAL NETHERLANDS | | | 268,764,653 |
|
New Zealand - 0.3% | | | |
Auckland International Airport Ltd. (a) | | 411,570 | 2,067,319 |
Fisher & Paykel Healthcare Corp. | | 190,244 | 2,614,357 |
Mercury Nz Ltd. | | 224,285 | 869,567 |
Meridian Energy Ltd. | | 424,277 | 1,287,706 |
Ryman Healthcare Group Ltd. | | 147,174 | 871,015 |
Spark New Zealand Ltd. | | 615,346 | 1,946,151 |
Xero Ltd. (a) | | 44,138 | 2,910,554 |
|
TOTAL NEW ZEALAND | | | 12,566,669 |
|
Norway - 0.7% | | | |
Adevinta ASA Class B (a) | | 95,781 | 739,949 |
Aker BP ASA | | 41,600 | 1,490,482 |
DNB Bank ASA | | 307,405 | 5,956,684 |
Equinor ASA | | 322,820 | 10,911,182 |
Gjensidige Forsikring ASA | | 66,232 | 1,416,001 |
Mowi ASA | | 145,154 | 4,100,172 |
Norsk Hydro ASA | | 443,773 | 3,726,595 |
Orkla ASA | | 248,245 | 2,014,420 |
Schibsted ASA: | | | |
(A Shares) | | 27,013 | 562,921 |
(B Shares) | | 28,556 | 548,914 |
Telenor ASA | | 231,064 | 3,258,804 |
Yara International ASA | | 54,669 | 2,779,823 |
|
TOTAL NORWAY | | | 37,505,947 |
|
Portugal - 0.2% | | | |
Energias de Portugal SA | | 916,652 | 4,272,207 |
Galp Energia SGPS SA Class B | | 165,350 | 2,012,582 |
Jeronimo Martins SGPS SA | | 93,602 | 1,948,479 |
|
TOTAL PORTUGAL | | | 8,233,268 |
|
Singapore - 1.2% | | | |
Ascendas Real Estate Investment Trust | | 1,107,689 | 2,279,048 |
CapitaLand Investment Ltd. | | 872,765 | 2,646,400 |
CapitaMall Trust | | 1,604,227 | 2,688,030 |
City Developments Ltd. | | 135,100 | 828,314 |
DBS Group Holdings Ltd. | | 598,505 | 14,520,110 |
Genting Singapore Ltd. | | 1,991,600 | 1,156,306 |
Keppel Corp. Ltd. | | 481,200 | 2,373,183 |
Mapletree Commercial Trust | | 710,700 | 955,837 |
Mapletree Logistics Trust (REIT) | | 1,027,912 | 1,320,171 |
Oversea-Chinese Banking Corp. Ltd. | | 1,118,864 | 9,933,934 |
Singapore Airlines Ltd. (a) | | 442,790 | 1,745,329 |
Singapore Exchange Ltd. | | 265,000 | 1,864,632 |
Singapore Technologies Engineering Ltd. | | 516,400 | 1,520,857 |
Singapore Telecommunications Ltd. | | 2,726,400 | 5,441,336 |
United Overseas Bank Ltd. | | 389,972 | 8,347,840 |
UOL Group Ltd. | | 153,791 | 808,100 |
Venture Corp. Ltd. | | 91,400 | 1,122,020 |
Wilmar International Ltd. | | 633,400 | 2,019,085 |
|
TOTAL SINGAPORE | | | 61,570,532 |
|
Spain - 2.4% | | | |
ACS Actividades de Construccion y Servicios SA | | 76,960 | 1,970,582 |
Aena SME SA (a)(b) | | 24,748 | 3,511,977 |
Amadeus IT Holding SA Class A (a) | | 148,754 | 9,321,360 |
Banco Bilbao Vizcaya Argentaria SA | | 2,202,338 | 11,556,219 |
Banco Santander SA (Spain) | | 5,727,368 | 16,737,376 |
CaixaBank SA | | 1,464,484 | 4,727,203 |
Cellnex Telecom SA (b) | | 168,250 | 7,842,184 |
EDP Renovaveis SA | | 95,152 | 2,251,977 |
Enagas SA (c) | | 82,285 | 1,779,223 |
Endesa SA | | 105,028 | 2,201,119 |
Ferrovial SA | | 160,215 | 4,108,612 |
Grifols SA | | 98,316 | 1,646,670 |
Iberdrola SA | | 1,924,129 | 22,109,784 |
Industria de Diseno Textil SA | | 360,213 | 7,552,684 |
Naturgy Energy Group SA | | 64,084 | 1,927,795 |
Red Electrica Corporacion SA | | 143,171 | 2,882,642 |
Repsol SA | | 479,086 | 7,146,951 |
Siemens Gamesa Renewable Energy SA (a) | | 78,648 | 1,252,750 |
Telefonica SA | | 1,741,043 | 8,469,552 |
|
TOTAL SPAIN | | | 118,996,660 |
|
Sweden - 3.2% | | | |
Alfa Laval AB | | 103,944 | 2,893,414 |
ASSA ABLOY AB (B Shares) | | 331,094 | 8,367,455 |
Atlas Copco AB: | | | |
(A Shares) | | 221,040 | 10,021,263 |
(B Shares) | | 129,675 | 5,132,247 |
Boliden AB | | 90,273 | 3,914,343 |
Electrolux AB (B Shares) | | 74,205 | 1,131,657 |
Embracer Group AB (a) | | 184,558 | 1,233,588 |
Epiroc AB: | | | |
(A Shares) | | 217,659 | 4,412,615 |
(B Shares) | | 128,799 | 2,247,009 |
EQT AB | | 97,712 | 2,765,428 |
Ericsson (B Shares) | | 963,936 | 7,689,534 |
Essity AB (B Shares) | | 201,007 | 5,300,753 |
Evolution AB (b) | | 56,825 | 5,830,149 |
Fastighets AB Balder (a) | | 34,760 | 1,722,958 |
Getinge AB (B Shares) | | 75,536 | 2,185,090 |
H&M Hennes & Mauritz AB (B Shares) | | 241,072 | 3,034,875 |
Hexagon AB (B Shares) | | 643,091 | 8,297,759 |
Husqvarna AB (B Shares) | | 138,028 | 1,319,424 |
Industrivarden AB: | | | |
(A Shares) | | 43,112 | 1,104,639 |
(C Shares) | | 53,626 | 1,350,275 |
Investor AB: | | | |
(A Shares) | | 158,911 | 3,319,098 |
(B Shares) | | 608,583 | 11,710,904 |
Kinnevik AB (B Shares) (a) | | 79,850 | 1,562,861 |
L E Lundbergforetagen AB | | 25,065 | 1,172,199 |
Latour Investment AB (B Shares) | | 48,942 | 1,296,599 |
Lifco AB | | 76,987 | 1,614,852 |
Lundin Petroleum AB | | 66,098 | 2,732,879 |
Nibe Industrier AB (B Shares) | | 471,079 | 4,618,649 |
Sagax AB | | 53,211 | 1,359,245 |
Sandvik AB | | 372,803 | 7,056,532 |
Securitas AB (B Shares) | | 103,122 | 1,217,542 |
Sinch AB (a)(b) | | 172,468 | 762,204 |
Skandinaviska Enskilda Banken AB (A Shares) | | 537,678 | 6,029,572 |
Skanska AB (B Shares) | | 112,439 | 2,147,831 |
SKF AB (B Shares) | | 126,119 | 2,059,862 |
Svenska Cellulosa AB SCA (B Shares) | | 200,241 | 3,875,224 |
Svenska Handelsbanken AB (A Shares) | | 481,992 | 4,861,525 |
Swedbank AB (A Shares) | | 299,186 | 4,732,896 |
Swedish Match Co. AB | | 521,555 | 4,154,071 |
Tele2 AB (B Shares) | | 165,527 | 2,193,943 |
Telia Co. AB | | 878,483 | 3,646,244 |
Volvo AB: | | | |
(A Shares) | | 66,165 | 1,087,795 |
(B Shares) | | 472,089 | 7,531,444 |
|
TOTAL SWEDEN | | | 160,698,446 |
|
Switzerland - 10.4% | | | |
ABB Ltd. (Reg.) | | 542,511 | 16,276,394 |
Adecco SA (Reg.) | | 52,691 | 2,033,341 |
Alcon, Inc. (Switzerland) | | 165,030 | 11,783,286 |
Bachem Holding AG (B Shares) | | 2,044 | 891,895 |
Baloise Holdings AG | | 15,160 | 2,636,945 |
Barry Callebaut AG | | 1,179 | 2,713,534 |
Clariant AG (Reg.) | | 71,138 | 1,214,562 |
Coca-Cola HBC AG | | 66,262 | 1,343,389 |
Compagnie Financiere Richemont SA Series A | | 172,394 | 20,030,585 |
Credit Suisse Group AG | | 874,864 | 5,937,984 |
Ems-Chemie Holding AG | | 2,320 | 2,069,730 |
Geberit AG (Reg.) | | 11,848 | 6,756,604 |
Givaudan SA | | 3,049 | 12,118,317 |
Holcim AG | | 172,836 | 8,450,908 |
Julius Baer Group Ltd. | | 72,996 | 3,488,321 |
Kuehne & Nagel International AG | | 17,938 | 5,018,089 |
Lindt & Spruengli AG | | 36 | 4,268,089 |
Lindt & Spruengli AG (participation certificate) | | 350 | 3,925,248 |
Logitech International SA (Reg.) | | 57,130 | 3,717,942 |
Lonza Group AG | | 24,595 | 14,502,056 |
Nestle SA (Reg. S) | | 929,769 | 120,027,658 |
Novartis AG | | 723,659 | 63,949,249 |
Partners Group Holding AG | | 7,491 | 7,936,695 |
Roche Holding AG: | | | |
(Bearer) | | 10,575 | 4,248,459 |
(participation certificate) | | 232,035 | 86,041,838 |
Schindler Holding AG: | | | |
(participation certificate) | | 13,489 | 2,591,583 |
(Reg.) | | 6,588 | 1,264,727 |
SGS SA (Reg.) | | 1,979 | 5,085,082 |
Sika AG | | 46,863 | 14,314,691 |
Sonova Holding AG | | 17,734 | 6,395,344 |
Straumann Holding AG | | 34,160 | 4,027,179 |
Swatch Group AG (Bearer) | | 9,504 | 2,439,133 |
Swatch Group AG (Bearer) (Reg.) | | 17,633 | 869,910 |
Swiss Life Holding AG | | 10,418 | 6,091,566 |
Swiss Prime Site AG | | 25,156 | 2,458,862 |
Swiss Re Ltd. | | 99,621 | 8,169,604 |
Swisscom AG | | 8,560 | 5,061,535 |
Temenos Group AG | | 22,171 | 2,238,069 |
UBS Group AG | | 1,161,632 | 19,720,609 |
VAT Group AG (b) | | 8,915 | 2,757,512 |
Vifor Pharma AG | | 16,102 | 2,822,324 |
Zurich Insurance Group Ltd. | | 49,710 | 22,631,468 |
|
TOTAL SWITZERLAND | | | 520,320,316 |
|
United Kingdom - 14.4% | | | |
3i Group PLC | | 321,459 | 5,260,755 |
Abrdn PLC | | 719,232 | 1,688,849 |
Admiral Group PLC | | 64,275 | 2,023,202 |
Anglo American PLC (United Kingdom) | | 422,438 | 18,710,196 |
Antofagasta PLC | | 130,024 | 2,489,167 |
Ashtead Group PLC | | 147,342 | 7,618,650 |
Associated British Foods PLC | | 117,592 | 2,353,104 |
AstraZeneca PLC (United Kingdom) | | 511,655 | 68,275,876 |
Auto Trader Group PLC (b) | | 313,505 | 2,474,232 |
Aveva Group PLC | | 39,676 | 1,066,335 |
Aviva PLC | | 1,252,665 | 6,720,709 |
BAE Systems PLC | | 1,047,860 | 9,678,724 |
Barclays PLC | | 5,533,349 | 10,171,084 |
Barratt Developments PLC | | 337,313 | 2,063,696 |
Berkeley Group Holdings PLC | | 37,067 | 1,879,908 |
BP PLC | | 6,521,236 | 31,483,193 |
British American Tobacco PLC (United Kingdom) | | 720,004 | 30,177,053 |
British Land Co. PLC | | 291,076 | 1,874,941 |
BT Group PLC | | 2,948,510 | 6,538,578 |
Bunzl PLC | | 111,546 | 4,303,515 |
Burberry Group PLC | | 133,692 | 2,638,474 |
Compass Group PLC | | 589,198 | 12,433,168 |
Croda International PLC | | 46,086 | 4,476,174 |
Diageo PLC | | 770,011 | 38,414,955 |
GlaxoSmithKline PLC | | 1,662,023 | 37,466,281 |
Halma PLC | | 125,445 | 3,850,602 |
Hargreaves Lansdown PLC | | 117,307 | 1,342,971 |
Hikma Pharmaceuticals PLC | | 57,252 | 1,344,873 |
HSBC Holdings PLC (United Kingdom) | | 6,721,634 | 42,004,348 |
Imperial Brands PLC | | 312,682 | 6,508,640 |
Informa PLC (a) | | 496,210 | 3,520,064 |
InterContinental Hotel Group PLC | | 60,458 | 3,859,623 |
Intertek Group PLC | | 53,305 | 3,321,699 |
J Sainsbury PLC | | 577,962 | 1,686,352 |
JD Sports Fashion PLC | | 851,558 | 1,403,091 |
Johnson Matthey PLC | | 63,872 | 1,757,010 |
Kingfisher PLC | | 688,852 | 2,172,344 |
Land Securities Group PLC | | 232,805 | 2,183,378 |
Legal & General Group PLC | | 1,971,489 | 6,145,320 |
Lloyds Banking Group PLC | | 23,452,667 | 13,320,264 |
London Stock Exchange Group PLC | | 108,678 | 10,714,753 |
M&G PLC | | 858,731 | 2,279,885 |
Melrose Industries PLC | | 1,442,534 | 2,096,143 |
Mondi PLC | | 160,270 | 3,010,827 |
National Grid PLC | | 1,195,270 | 17,758,100 |
NatWest Group PLC | | 1,868,783 | 5,013,548 |
Next PLC | | 43,886 | 3,287,092 |
NMC Health PLC (a) | | 55,366 | 553 |
Ocado Group PLC (a) | | 161,181 | 1,843,371 |
Pearson PLC | | 249,833 | 2,425,830 |
Persimmon PLC | | 105,328 | 2,743,192 |
Phoenix Group Holdings PLC | | 230,923 | 1,749,103 |
Prudential PLC | | 906,892 | 11,289,400 |
Reckitt Benckiser Group PLC | | 235,926 | 18,398,831 |
RELX PLC (London Stock Exchange) | | 639,137 | 19,040,199 |
Rentokil Initial PLC | | 614,194 | 4,218,452 |
Rio Tinto PLC | | 370,921 | 26,207,856 |
Rolls-Royce Holdings PLC (a) | | 2,762,499 | 2,832,006 |
Sage Group PLC | | 337,760 | 3,099,487 |
Schroders PLC | | 41,046 | 1,448,933 |
Segro PLC | | 397,448 | 6,654,114 |
Severn Trent PLC | | 82,846 | 3,255,975 |
Shell PLC (London) | | 2,542,959 | 68,268,010 |
Smith & Nephew PLC | | 290,254 | 4,704,600 |
Smiths Group PLC | | 130,640 | 2,390,621 |
Spirax-Sarco Engineering PLC | | 24,366 | 3,676,721 |
SSE PLC | | 352,251 | 8,181,320 |
St. James's Place PLC | | 178,327 | 2,865,642 |
Standard Chartered PLC (United Kingdom) | | 864,438 | 5,909,576 |
Taylor Wimpey PLC | | 1,202,715 | 1,891,578 |
Tesco PLC | | 2,540,991 | 8,632,560 |
Unilever PLC | | 848,162 | 39,431,152 |
United Utilities Group PLC | | 225,647 | 3,242,641 |
Vodafone Group PLC | | 9,011,135 | 13,642,492 |
Whitbread PLC | | 66,563 | 2,323,504 |
|
TOTAL UNITED KINGDOM | | | 721,229,465 |
|
United States of America - 0.1% | | | |
Coca-Cola European Partners PLC | | 67,726 | 3,382,914 |
Fiverr International Ltd. (a)(c) | | 10,115 | 538,624 |
|
TOTAL UNITED STATES OF AMERICA | | | 3,921,538 |
|
TOTAL COMMON STOCKS | | | |
(Cost $4,268,487,815) | | | 4,898,646,699 |
|
Nonconvertible Preferred Stocks - 0.5% | | | |
Germany - 0.5% | | | |
Bayerische Motoren Werke AG (BMW) (non-vtg.) | | 18,771 | 1,382,833 |
Fuchs Petrolub AG | | 22,944 | 723,682 |
Henkel AG & Co. KGaA | | 56,030 | 3,597,760 |
Porsche Automobil Holding SE (Germany) | | 50,574 | 4,171,340 |
Sartorius AG (non-vtg.) | | 8,651 | 3,243,515 |
Volkswagen AG | | 61,253 | 9,486,034 |
TOTAL NONCONVERTIBLE PREFERRED STOCKS | | | |
(Cost $23,951,469) | | | 22,605,164 |
| | Principal Amount | Value |
|
Government Obligations - 0.1% | | | |
United States of America - 0.1% | | | |
U.S. Treasury Bills, yield at date of purchase 1.23% 1/26/23 (Cost $6,044,437)(e) | | 6,100,000 | 6,025,985 |
| | Shares | Value |
|
Money Market Funds - 0.5% | | | |
Fidelity Cash Central Fund 0.32% (f) | | 14,215,419 | 14,218,262 |
Fidelity Securities Lending Cash Central Fund 0.32% (f)(g) | | 12,188,728 | 12,189,947 |
TOTAL MONEY MARKET FUNDS | | | |
(Cost $26,408,209) | | | 26,408,209 |
TOTAL INVESTMENT IN SECURITIES - 99.1% | | | |
(Cost $4,324,891,930) | | | 4,953,686,057 |
NET OTHER ASSETS (LIABILITIES) - 0.9% | | | 46,818,125 |
NET ASSETS - 100% | | | $5,000,504,182 |
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) | 796 | June 2022 | $79,464,680 | $(4,677,481) | $(4,677,481) |
The notional amount of futures purchased as a percentage of Net Assets is 1.6%
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 $76,280,127 or 1.5% 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) 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 $4,354,515.
(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
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Fund | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain/Loss | Change in Unrealized appreciation (depreciation) | Value, end of period | % ownership, end of period |
Fidelity Cash Central Fund 0.32% | $-- | $831,348,026 | $817,129,764 | $26,490 | $-- | $-- | $14,218,262 | 0.0% |
Fidelity Securities Lending Cash Central Fund 0.32% | 4,060,855 | 94,874,337 | 86,745,245 | 120,680 | -- | -- | 12,189,947 | 0.0% |
Total | $4,060,855 | $926,222,363 | $903,875,009 | $147,170 | $-- | $-- | $26,408,209 | |
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, 2022, 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 | $242,200,795 | $8,744,339 | $233,456,456 | $-- |
Consumer Discretionary | 551,160,968 | 979,796 | 550,181,172 | -- |
Consumer Staples | 528,090,917 | 3,382,914 | 524,708,003 | -- |
Energy | 212,781,314 | -- | 212,781,314 | -- |
Financials | 860,964,674 | 13,347,863 | 847,616,811 | -- |
Health Care | 665,365,049 | 3,602,036 | 661,763,013 | -- |
Industrials | 739,682,672 | 6,061,171 | 733,621,501 | -- |
Information Technology | 400,398,177 | 12,190,566 | 388,207,611 | -- |
Materials | 401,826,196 | 2,574,896 | 399,251,300 | -- |
Real Estate | 144,687,005 | 1,209,663 | 143,477,342 | -- |
Utilities | 174,094,096 | -- | 174,094,096 | -- |
Government Obligations | 6,025,985 | -- | 6,025,985 | -- |
Money Market Funds | 26,408,209 | 26,408,209 | -- | -- |
Total Investments in Securities: | $4,953,686,057 | $78,501,453 | $4,875,184,604 | $-- |
Derivative Instruments: | | | | |
Liabilities | | | | |
Futures Contracts | $(4,677,481) | $(4,677,481) | $-- | $-- |
Total Liabilities | $(4,677,481) | $(4,677,481) | $-- | $-- |
Total Derivative Instruments: | $(4,677,481) | $(4,677,481) | $-- | $-- |
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, 2022. 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) | $0 | $(4,677,481) |
Total Equity Risk | 0 | (4,677,481) |
Total Value of Derivatives | $0 | $(4,677,481) |
(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, 2022 (Unaudited) |
Assets | | |
Investment in securities, at value (including securities loaned of $10,847,273) — See accompanying schedule: Unaffiliated issuers (cost $4,298,483,721) | $4,927,277,848 | |
Fidelity Central Funds (cost $26,408,209) | 26,408,209 | |
Total Investment in Securities (cost $4,324,891,930) | | $4,953,686,057 |
Foreign currency held at value (cost $15,438,646) | | 15,034,393 |
Receivable for investments sold | | 45,651 |
Receivable for fund shares sold | | 1,111,812 |
Dividends receivable | | 21,854,384 |
Reclaims receivable | | 25,398,393 |
Interest receivable | | 6,632 |
Distributions receivable from Fidelity Central Funds | | 22,406 |
Prepaid expenses | | 1,625 |
Receivable from investment adviser for expense reductions | | 60,298 |
Total assets | | 5,017,221,651 |
Liabilities | | |
Payable for investments purchased | | |
Regular delivery | $45,870 | |
Delayed delivery | 184,140 | |
Payable for fund shares redeemed | 2,905,577 | |
Accrued management fee | 155,744 | |
Payable for daily variation margin on futures contracts | 1,069,986 | |
Other payables and accrued expenses | 166,206 | |
Collateral on securities loaned | 12,189,947 | |
Total liabilities | | 16,717,470 |
Net Assets | | $5,000,504,181 |
Net Assets consist of: | | |
Paid in capital | | $5,087,237,956 |
Total accumulated earnings (loss) | | (86,733,775) |
Net Assets | | $5,000,504,181 |
Net Asset Value, offering price and redemption price per share ($5,000,504,181 ÷ 405,615,371 shares) | | $12.33 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
| | Six months ended April 30, 2022 (Unaudited) |
Investment Income | | |
Dividends | | $86,342,480 |
Non-Cash dividends | | 5,747,603 |
Income from Fidelity Central Funds (including $120,680 from security lending) | | 147,170 |
Income before foreign taxes withheld | | 92,237,253 |
Less foreign taxes withheld | | (8,556,385) |
Total income | | 83,680,868 |
Expenses | | |
Management fee | $1,035,748 | |
Custodian fees and expenses | 297,420 | |
Independent trustees' fees and expenses | 9,139 | |
Registration fees | 32,747 | |
Audit | 30,829 | |
Legal | 5,091 | |
Interest | 8,909 | |
Miscellaneous | 9,968 | |
Total expenses before reductions | 1,429,851 | |
Expense reductions | (374,470) | |
Total expenses after reductions | | 1,055,381 |
Net investment income (loss) | | 82,625,487 |
Realized and Unrealized Gain (Loss) | | |
Net realized gain (loss) on: | | |
Investment securities: | | |
Unaffiliated issuers | (121,863,499) | |
Foreign currency transactions | (910,144) | |
Futures contracts | (24,539,964) | |
Total net realized gain (loss) | | (147,313,607) |
Change in net unrealized appreciation (depreciation) on: | | |
Investment securities: | | |
Unaffiliated issuers | (689,832,742) | |
Assets and liabilities in foreign currencies | (3,221,353) | |
Futures contracts | (5,000,434) | |
Total change in net unrealized appreciation (depreciation) | | (698,054,529) |
Net gain (loss) | | (845,368,136) |
Net increase (decrease) in net assets resulting from operations | | $(762,742,649) |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
| Six months ended April 30, 2022 (Unaudited) | Year ended October 31, 2021 |
Increase (Decrease) in Net Assets | | |
Operations | | |
Net investment income (loss) | $82,625,487 | $130,014,915 |
Net realized gain (loss) | (147,313,607) | 61,887,202 |
Change in net unrealized appreciation (depreciation) | (698,054,529) | 1,021,443,608 |
Net increase (decrease) in net assets resulting from operations | (762,742,649) | 1,213,345,725 |
Distributions to shareholders | (164,779,160) | (79,662,707) |
Share transactions | | |
Proceeds from sales of shares | 728,804,136 | 2,374,722,124 |
Reinvestment of distributions | 164,400,475 | 79,438,628 |
Cost of shares redeemed | (1,217,325,197) | (993,618,213) |
Net increase (decrease) in net assets resulting from share transactions | (324,120,586) | 1,460,542,539 |
Total increase (decrease) in net assets | (1,251,642,395) | 2,594,225,557 |
Net Assets | | |
Beginning of period | 6,252,146,576 | 3,657,921,019 |
End of period | $5,000,504,181 | $6,252,146,576 |
Other Information | | |
Shares | | |
Sold | 53,373,011 | 166,626,703 |
Issued in reinvestment of distributions | 12,109,857 | 6,210,995 |
Redeemed | (90,509,923) | (73,639,882) |
Net increase (decrease) | (25,027,055) | 99,197,816 |
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, | | | | |
| 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
Selected Per–Share Data | | | | | | |
Net asset value, beginning of period | $14.52 | $11.04 | $12.19 | $11.27 | $12.40 | $10.19 |
Income from Investment Operations | | | | | | |
Net investment income (loss)A,B | .19 | .37 | .28 | .38 | .37 | .33 |
Net realized and unrealized gain (loss) | (2.00) | 3.36 | (1.04) | .85 | (1.24) | 2.02 |
Total from investment operations | (1.81) | 3.73 | (.76) | 1.23 | (.87) | 2.35 |
Distributions from net investment income | (.38) | (.25) | (.39) | (.31) | (.20) | (.12) |
Distributions from net realized gain | – | – | – | – | (.06) | (.03) |
Total distributions | (.38) | (.25) | (.39) | (.31) | (.26) | (.14)C |
Net asset value, end of period | $12.33 | $14.52 | $11.04 | $12.19 | $11.27 | $12.40 |
Total ReturnD,E | (12.73)% | 34.09% | (6.51)% | 11.36% | (7.14)% | 23.41% |
Ratios to Average Net AssetsB,F,G | | | | | | |
Expenses before reductions | .05%H | .05% | .05% | .11% | .13% | .12% |
Expenses net of fee waivers, if any | .04%H | .04% | .04% | .05% | .05% | .05% |
Expenses net of all reductions | .04%H | .04% | .04% | .05% | .05% | .05% |
Net investment income (loss) | 2.79%H | 2.66% | 2.51% | 3.35% | 2.98% | 2.89% |
Supplemental Data | | | | | | |
Net assets, end of period (000 omitted) | $5,000,504 | $6,252,147 | $3,657,921 | $6,490,033 | $7,884,495 | $6,365,867 |
Portfolio turnover rateI | 18%H | 10% | 16% | 4% | 7% | 2% |
A Calculated based on average shares outstanding during the period.
B Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any such underlying funds is not included in the Fund's net investment income (loss) ratio.
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 adviser, 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, 2022
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% |
(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 – unadjusted quoted prices in active markets for identical investments
- Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
- Level 3 – unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value 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, 2022 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. Commissions paid to certain brokers with whom the investment adviser, or its affiliates, places trades on behalf of a fund include an amount in addition to trade execution, which may be rebated back to a fund. Any such rebates are included in net realized gain (loss) on investments in the Statement of Operations. 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. Funds may file withholding tax reclaims in certain jurisdictions to recover a portion of amounts previously withheld. Any withholding tax reclaims income is included in the Statement of Operations in foreign taxes withheld. Any receivables for withholding tax reclaims are included in the Statement of Assets and Liabilities in reclaims receivable.
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), 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 | $1,069,430,147 |
Gross unrealized depreciation | (501,055,827) |
Net unrealized appreciation (depreciation) | $568,374,320 |
Tax cost | $4,380,634,256 |
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 | $(193,099,560) |
Long-term | (381,370,052) |
Total capital loss carryforward | $(574,469,612) |
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 and in-kind transactions, as applicable, are noted in the table below.
| Purchases ($) | Sales ($) |
Fidelity SAI International Index Fund | 523,737,281 | 984,175,555 |
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 .035% 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 | $19,299,275 | .40% | $8,548 |
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. During the period there were no interfund trades.
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. During the period, there were no borrowings on this line of credit.
| Amount |
Fidelity SAI International Index Fund | $4,997 |
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 | $13,195 | $– | $– |
9. Bank Borrowings.
The Fund is permitted to have bank borrowings for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity requirements. The 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 International Index Fund | $5,605,000 | .58% | $361 |
10. 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, 2023. 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 $374,470.
11. Other.
A 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, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a 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 |
Fidelity SAI International Index Fund | 25% |
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 Index Fund | 25% |
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 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, 2021 to April 30, 2022).
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. In addition, if these transactional costs were included, your costs would have been higher.
| Annualized Expense Ratio-A | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses Paid During Period-B November 1, 2021 to April 30, 2022 |
Fidelity SAI International Index Fund | .04% | | | |
Actual | | $1,000.00 | $872.70 | $.19 |
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, 2020 through November 30, 2021. 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-0622
1.9870291.106
Fidelity® SAI Emerging Markets Index Fund
Offered exclusively to certain clients of the Adviser, or its affiliates, including Strategic Advisers LLC (SAI)- not available for sale to the general public. Fidelity SAI is a product name of Fidelity® funds dedicated to certain programs affiliated with SAI.
Semi-Annual Report
April 30, 2022


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. © 2022 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 COVID-19 emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and corporate earnings. On March 11, 2020, the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread. The pandemic prompted a number of measures to limit the spread of COVID-19, 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. To help stem the turmoil, the U.S. government took unprecedented action – in concert with the U.S. Federal Reserve and central banks around the world – to help support consumers, businesses, and the broader economy, and to limit disruption to the financial system.
In general, the overall impact of the pandemic lessened in 2021, amid a resilient economy and widespread distribution of three COVID-19 vaccines granted emergency use authorization from the U.S. Food and Drug Administration (FDA) early in the year. Still, the situation remains dynamic, and the extent and duration of its influence on financial markets and the economy is highly uncertain, due in part to a recent spike in cases based on highly contagious variants of the coronavirus.
Extreme events such as the COVID-19 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 continue to take extra steps to be responsive to customer needs. We encourage you to visit us online, 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, 2022 |
| Cayman Islands | 16.4% |
| Taiwan | 14.7% |
| India | 13.3% |
| Korea (South) | 12.2% |
| China | 11.5% |
| Brazil | 5.2% |
| Saudi Arabia | 4.6% |
| South Africa | 3.6% |
| United States of America* | 3.1% |
| Other | 15.4% |

* Includes Short-Term investments and Net Other Assets (Liabilities).
Percentages are based on country or territory of incorporation and includes the effect of futures, if applicable.
Top Ten Stocks as of April 30, 2022
| % of fund's net assets |
Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan, Semiconductors & Semiconductor Equipment) | 6.4 |
Tencent Holdings Ltd. (Cayman Islands, Interactive Media & Services) | 3.9 |
Samsung Electronics Co. Ltd. (Korea (South), Technology Hardware, Storage & Peripherals) | 3.6 |
Alibaba Group Holding Ltd. (Cayman Islands, Internet & Direct Marketing Retail) | 2.7 |
Reliance Industries Ltd. (India, Oil, Gas & Consumable Fuels) | 1.5 |
Meituan Class B (Cayman Islands, Internet & Direct Marketing Retail) | 1.3 |
Vale SA (Brazil, Metals & Mining) | 1.0 |
Infosys Ltd. (India, IT Services) | 1.0 |
China Construction Bank Corp. (H Shares) (China, Banks) | 1.0 |
JD.com, Inc. Class A (Cayman Islands, Internet & Direct Marketing Retail) | 0.9 |
| 23.3 |
Market Sectors as of April 30, 2022
| % of fund's net assets |
Financials | 22.6 |
Information Technology | 20.0 |
Consumer Discretionary | 12.1 |
Communication Services | 9.6 |
Materials | 8.7 |
Consumer Staples | 6.3 |
Industrials | 4.8 |
Energy | 5.6 |
Health Care | 3.1 |
Utilities | 2.9 |
Real Estate | 1.8 |
Asset Allocation as of April 30, 2022
| % of fund's net assets |
Stocks and Equity Futures | 99.9 |
Short-Term Investments and Net Other Assets (Liabilities) | 0.1 |
Schedule of Investments April 30, 2022 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 95.3% | | | |
| | Shares | Value |
Bermuda - 0.4% | | | |
Alibaba Health Information Technology Ltd. (a) | | 2,411,000 | $1,358,417 |
Alibaba Pictures Group Ltd. (a) | | 6,990,000 | 589,798 |
Beijing Enterprises Water Group Ltd.�� | | 2,506,000 | 810,660 |
China Gas Holdings Ltd. | | 1,765,900 | 2,152,575 |
China Resource Gas Group Ltd. | | 532,000 | 1,998,932 |
China Ruyi Holdings Ltd. (a) | | 1,652,000 | 395,943 |
Cosco Shipping Ports Ltd. | | 1,090,473 | 777,548 |
Credicorp Ltd. (United States) | | 39,436 | 5,477,266 |
GOME Retail Holdings Ltd. (a) | | 6,980,000 | 338,109 |
Hopson Development Holdings Ltd. | | 436,100 | 840,842 |
Huabao International Holdings Ltd. (b) | | 573,000 | 312,609 |
Kunlun Energy Co. Ltd. | | 2,251,000 | 1,868,075 |
Nine Dragons Paper (Holdings) Ltd. | | 955,000 | 843,394 |
Shenzhen International Holdings Ltd. | | 659,896 | 706,741 |
|
TOTAL BERMUDA | | | 18,470,909 |
|
Brazil - 3.9% | | | |
Ambev SA | | 2,762,898 | 8,114,418 |
Americanas SA | | 384,346 | 1,865,776 |
Atacadao SA | | 298,300 | 1,241,119 |
B3 SA - Brasil Bolsa Balcao | | 3,596,540 | 9,675,256 |
Banco Bradesco SA | | 1,124,612 | 3,391,613 |
Banco BTG Pactual SA unit | | 693,300 | 3,237,957 |
Banco do Brasil SA | | 516,305 | 3,469,220 |
Banco Inter SA unit | | 204,582 | 627,739 |
Banco Santander SA (Brasil) unit | | 246,200 | 1,581,094 |
BB Seguridade Participacoes SA | | 418,358 | 2,151,891 |
BRF SA (a) | | 425,950 | 1,169,996 |
CCR SA | | 727,012 | 1,824,901 |
Centrais Eletricas Brasileiras SA (Electrobras) | | 200,197 | 1,639,170 |
Companhia de Saneamento Basico do Estado de Sao Paulo (SABESP) | | 203,800 | 1,835,620 |
Companhia Siderurgica Nacional SA (CSN) | | 419,400 | 1,787,388 |
Cosan SA | | 595,324 | 2,528,708 |
Energisa SA unit | | 104,400 | 1,006,000 |
ENGIE Brasil Energia SA | | 108,520 | 919,708 |
Equatorial Energia SA | | 591,500 | 3,067,600 |
Hapvida Participacoes e Investimentos SA (c) | | 2,503,643 | 4,441,175 |
Hypera SA | | 229,700 | 1,738,564 |
JBS SA | | 420,200 | 3,216,976 |
Klabin SA unit | | 429,000 | 1,799,666 |
Localiza Rent A Car SA | | 358,311 | 3,836,807 |
Lojas Renner SA | | 571,901 | 2,747,327 |
Magazine Luiza SA | | 1,752,808 | 1,730,135 |
Natura & Co. Holding SA (a) | | 524,326 | 1,971,545 |
Petro Rio SA (a) | | 410,400 | 2,216,382 |
Petroleo Brasileiro SA - Petrobras (ON) | | 2,198,108 | 14,867,612 |
Raia Drogasil SA | | 619,000 | 2,620,510 |
Rede D'Oregon Sao Luiz SA (c) | | 241,200 | 1,791,943 |
Rumo SA | | 766,500 | 2,537,972 |
Suzano Papel e Celulose SA | | 441,812 | 4,433,357 |
Telefonica Brasil SA | | 297,500 | 3,200,685 |
TIM SA | | 483,400 | 1,318,021 |
Totvs SA | | 311,400 | 2,013,665 |
Ultrapar Participacoes SA | | 430,438 | 1,137,921 |
Vale SA | | 2,411,973 | 40,634,155 |
Vibra Energia SA | | 670,249 | 2,863,229 |
Weg SA | | 975,680 | 5,940,183 |
|
TOTAL BRAZIL | | | 158,193,004 |
|
British Virgin Islands - 0.0% | | | |
VK Co. Ltd. unit (a)(d) | | 41,654 | 16,138 |
Cayman Islands - 16.4% | | | |
3SBio, Inc. (c) | | 584,000 | 412,008 |
51job, Inc. sponsored ADR (a)(b) | | 18,325 | 1,115,076 |
AAC Technology Holdings, Inc. (b) | | 428,633 | 1,001,194 |
Agile Property Holdings Ltd. | | 714,000 | 341,927 |
Airtac International Group | | 80,926 | 2,197,414 |
Akeso, Inc. (a)(c) | | 172,000 | 320,879 |
Alibaba Group Holding Ltd. (a) | | 8,917,516 | 108,773,090 |
Anta Sports Products Ltd. | | 631,800 | 7,260,958 |
Autohome, Inc. ADR Class A | | 46,787 | 1,360,098 |
Baidu, Inc. sponsored ADR (a) | | 162,778 | 20,212,144 |
BeiGene Ltd. ADR (a) | | 27,438 | 4,390,080 |
Bilibili, Inc. ADR (a)(b) | | 97,978 | 2,384,785 |
Bosideng International Holdings Ltd. | | 1,982,000 | 988,564 |
Chailease Holding Co. Ltd. | | 769,884 | 6,121,548 |
China Conch Environment Protection Holdings Ltd. (a) | | 583,149 | 491,406 |
China Conch Venture Holdings Ltd. | | 960,100 | 2,493,161 |
China Education Group Holdings Ltd. | | 559,000 | 476,401 |
China Evergrande Group (d) | | 2,160,000 | 454,186 |
China Feihe Ltd. (c) | | 2,066,000 | 1,964,287 |
China Hongqiao Group Ltd. | | 1,379,700 | 1,716,664 |
China Huishan Dairy Holdings Co. Ltd. (a)(d) | | 2,302,000 | 3 |
China Liansu Group Holdings Ltd. | | 645,000 | 806,593 |
China Literature Ltd. (a)(c) | | 249,100 | 1,046,749 |
China Medical System Holdings Ltd. | | 759,000 | 1,086,696 |
China Meidong Auto Holding Ltd. | | 318,000 | 1,046,657 |
China Mengniu Dairy Co. Ltd. | | 1,846,000 | 9,962,903 |
China Overseas Property Holdings Ltd. | | 785,000 | 929,210 |
China Resources Cement Holdings Ltd. | | 1,308,000 | 1,085,296 |
China Resources Land Ltd. | | 1,876,812 | 8,382,244 |
China Resources Microelectronics Ltd. (A Shares) | | 40,328 | 293,254 |
China Resources Mixc Lifestyle Services Ltd. (c) | | 329,800 | 1,584,463 |
China State Construction International Holdings Ltd. | | 1,213,500 | 1,566,191 |
ChinaSoft International Ltd. | | 1,476,000 | 1,194,292 |
Chindata Group Holdings Ltd. ADR (a) | | 68,695 | 428,657 |
CIFI Ever Sunshine Services Group Ltd. | | 470,000 | 622,470 |
CIFI Holdings Group Co. Ltd. | | 2,126,814 | 1,023,035 |
Country Garden Holdings Co. Ltd. | | 4,745,662 | 3,282,465 |
Country Garden Services Holdings Co. Ltd. | | 1,184,000 | 4,990,300 |
Dali Foods Group Co. Ltd. (c) | | 1,193,300 | 607,275 |
Daqo New Energy Corp. ADR (a) | | 35,562 | 1,478,312 |
Dongyue Group Co. Ltd. | | 866,000 | 1,019,527 |
ENN Energy Holdings Ltd. | | 462,543 | 6,195,799 |
GDS Holdings Ltd. ADR (a)(b) | | 52,229 | 1,641,035 |
Geely Automobile Holdings Ltd. | | 3,417,517 | 5,284,126 |
Genscript Biotech Corp. (a) | | 674,000 | 1,903,781 |
Greentown China Holdings Ltd. | | 511,500 | 898,245 |
Greentown Service Group Co. Ltd. | | 876,000 | 872,084 |
Haidilao International Holding Ltd. (b)(c) | | 663,000 | 1,286,882 |
Haitian International Holdings Ltd. | | 378,000 | 930,420 |
Hansoh Pharmaceutical Group Co. Ltd. (c) | | 718,000 | 1,182,639 |
Hello Group, Inc. ADR | | 93,513 | 497,489 |
Hengan International Group Co. Ltd. | | 365,900 | 1,729,180 |
Huazhu Group Ltd. ADR | | 104,300 | 3,154,032 |
HUTCHMED China Ltd. sponsored ADR (a) | | 50,966 | 769,077 |
Hygeia Healthcare Holdings Co. (c) | | 200,800 | 970,339 |
I-Mab ADR (a)(b) | | 23,371 | 293,072 |
Innovent Biologics, Inc. (a)(c) | | 678,500 | 2,104,328 |
iQIYI, Inc. ADR (a)(b) | | 199,549 | 710,394 |
JD Health International, Inc. (a)(c) | | 209,650 | 1,306,971 |
JD.com, Inc. Class A | | 1,163,550 | 36,277,809 |
Jinxin Fertility Group Ltd. (c) | | 751,000 | 470,720 |
Jiumaojiu International Holdings Ltd. (b)(c) | | 438,000 | 963,636 |
JOYY, Inc. ADR | | 33,618 | 1,330,264 |
Kanzhun Ltd. ADR (b) | | 51,304 | 1,207,183 |
KE Holdings, Inc. ADR (a) | | 209,857 | 2,975,772 |
Kingboard Chemical Holdings Ltd. | | 375,400 | 1,690,095 |
Kingboard Laminates Holdings Ltd. | | 556,000 | 852,879 |
Kingdee International Software Group Co. Ltd. (a) | | 1,526,000 | 3,113,946 |
Kingsoft Cloud Holdings Ltd. ADR (a)(b) | | 65,278 | 236,306 |
Kingsoft Corp. Ltd. | | 555,400 | 1,666,761 |
Kuaishou Technology Class B (a)(c) | | 278,100 | 2,270,905 |
KWG Group Holdings Ltd. | | 780,500 | 279,275 |
Lee & Man Paper Manufacturing Ltd. | | 783,000 | 374,543 |
Li Ning Co. Ltd. | | 1,379,000 | 10,748,159 |
Logan Property Holdings Co. Ltd. (b) | | 753,000 | 234,277 |
Longfor Properties Co. Ltd. (c) | | 1,065,700 | 5,277,972 |
Lufax Holding Ltd. ADR | | 354,078 | 1,965,133 |
Meituan Class B (a)(c) | | 2,405,000 | 51,530,507 |
Microport Scientific Corp. | | 349,200 | 686,374 |
Ming Yuan Cloud Group Holdings Ltd. | | 355,000 | 461,081 |
Minth Group Ltd. | | 460,000 | 1,083,855 |
NetEase, Inc. | | 1,210,720 | 23,191,681 |
New Oriental Education & Technology Group, Inc. sponsored ADR (a) | | 90,309 | 1,133,378 |
NIO, Inc. sponsored ADR (a)(b) | | 770,685 | 12,870,440 |
Noah Holdings Ltd. sponsored ADR (a) | | 20,707 | 372,105 |
Parade Technologies Ltd. | | 45,000 | 2,141,246 |
Pinduoduo, Inc. ADR (a) | | 257,872 | 11,111,704 |
Ping An Healthcare and Technology Co. Ltd. (a)(b)(c) | | 302,500 | 744,516 |
Powerlong Real Estate Holding Ltd. | | 887,000 | 300,781 |
RLX Technology, Inc. ADR (a)(b) | | 330,532 | 670,980 |
Sany Heavy Equipment International Holdings Co. Ltd. | | 649,000 | 611,410 |
Seazen Group Ltd. | | 1,158,000 | 489,124 |
Shenzhou International Group Holdings Ltd. | | 482,800 | 6,551,098 |
Shimao Property Holdings Ltd. (b)(d) | | 760,200 | 428,200 |
Shimao Services Holdings Ltd. (c) | | 594,000 | 313,503 |
Silergy Corp. | | 46,000 | 4,097,787 |
Sino Biopharmaceutical Ltd. | | 5,976,750 | 3,134,995 |
Smoore International Holdings Ltd. (b)(c) | | 1,058,000 | 2,212,615 |
Sunac China Holdings Ltd. (d) | | 1,976,000 | 980,320 |
Sunac Services Holdings Ltd. (c) | | 649,000 | 353,700 |
Sunny Optical Technology Group Co. Ltd. | | 417,200 | 6,080,226 |
TAL Education Group ADR (a) | | 249,392 | 845,439 |
Tencent Holdings Ltd. | | 3,382,400 | 159,395,212 |
Tencent Music Entertainment Group ADR (a) | | 389,447 | 1,655,150 |
Tingyi (Cayman Islands) Holding Corp. | | 1,135,000 | 2,071,559 |
Tongcheng Travel Holdings Ltd. (a) | | 600,800 | 1,059,434 |
Topsports International Holdings Ltd. (c) | | 921,000 | 704,427 |
Trip.com Group Ltd. ADR (a) | | 298,384 | 7,056,782 |
Uni-President China Holdings Ltd. | | 763,000 | 668,618 |
Vinda International Holdings Ltd. | | 219,000 | 528,052 |
Vipshop Holdings Ltd. ADR (a) | | 265,748 | 2,035,630 |
Want Want China Holdings Ltd. | | 2,776,418 | 2,506,181 |
Weibo Corp. sponsored ADR (a)(b) | | 38,823 | 898,364 |
Weimob, Inc. (a)(b)(c) | | 1,184,000 | 693,847 |
Wuxi Biologics (Cayman), Inc. (a)(c) | | 2,102,000 | 15,514,477 |
Xiaomi Corp. Class B (a)(c) | | 8,322,400 | 12,669,508 |
Xinyi Solar Holdings Ltd. | | 2,851,538 | 4,238,600 |
XPeng, Inc. ADR (a) | | 228,899 | 5,633,204 |
Yadea Group Holdings Ltd. (c) | | 676,000 | 1,018,932 |
Yihai International Holding Ltd. | | 279,000 | 785,407 |
Zai Lab Ltd. ADR (a) | | 44,859 | 1,792,566 |
Zhen Ding Technology Holding Ltd. | | 402,000 | 1,424,192 |
Zhongsheng Group Holdings Ltd. Class H | | 342,100 | 2,260,535 |
ZTO Express, Inc. sponsored ADR | | 254,109 | 6,990,539 |
|
TOTAL CAYMAN ISLANDS | | | 674,576,271 |
|
Chile - 0.3% | | | |
Banco de Chile | | 27,398,408 | 2,735,793 |
Banco de Credito e Inversiones | | 32,853 | 1,016,688 |
Banco Santander Chile | | 39,774,130 | 1,913,707 |
Cencosud SA | | 855,077 | 1,368,709 |
Compania Cervecerias Unidas SA | | 90,641 | 605,861 |
Empresas CMPC SA | | 661,999 | 986,679 |
Empresas COPEC SA | | 235,426 | 1,730,992 |
Enel Americas SA | | 13,030,228 | 1,364,510 |
Enel Chile SA | | 16,727,109 | 441,147 |
Falabella SA | | 454,915 | 1,277,641 |
|
TOTAL CHILE | | | 13,441,727 |
|
China - 11.5% | | | |
360 Security Technology, Inc. (A Shares) (a) | | 312,200 | 383,319 |
37 Interactive Entertainment Network Technology Group Co. Ltd. (A Shares) | | 88,600 | 319,822 |
A-Living Smart City Services C (H Shares) (c) | | 339,750 | 537,339 |
Addsino Co. Ltd. (A Shares) | | 73,100 | 98,877 |
Advanced Micro-Fabrication Equipment, Inc., China (A Shares) (a) | | 22,794 | 357,749 |
AECC Aero-Engine Control Co. Ltd. (A Shares) | | 54,600 | 196,111 |
AECC Aviation Power Co. Ltd. | | 101,100 | 573,763 |
Agricultural Bank of China Ltd.: | | | |
(A Shares) | | 1,552,800 | 717,397 |
(H Shares) | | 16,580,297 | 6,218,638 |
Aier Eye Hospital Group Co. Ltd. (A Shares) | | 192,610 | 1,036,177 |
Air China Ltd. (H Shares) (a) | | 1,592,000 | 1,073,077 |
Aluminum Corp. of China Ltd.: | | | |
(A shares) (a) | | 1,314,300 | 929,925 |
(H Shares) (a) | | 1,062,000 | 487,012 |
Angel Yeast Co. Ltd. (A Shares) | | 26,600 | 153,859 |
Anhui Conch Cement Co. Ltd.: | | | |
(A Shares) | | 163,200 | 982,912 |
(H Shares) | | 687,400 | 3,735,356 |
Anhui Gujing Distillery Co. Ltd.: | | | |
(A Shares) | | 27,600 | 810,635 |
(B Shares) | | 30,300 | 403,143 |
Anhui Honglu Steel Construction Group Co. Ltd. | | 16,300 | 88,835 |
Anhui Kouzi Distillery Co. Ltd. (A Shares) | | 19,100 | 147,125 |
Anhui Yingjia Distillery Co. Ltd. (A Shares) | | 21,500 | 185,565 |
Anjoy Foods Group Co. Ltd. (A Shares) | | 11,500 | 224,357 |
Apeloa Pharmaceutical Co. Ltd. A Shares | | 43,600 | 122,421 |
Asymchem Laboratories Tianjin Co. Ltd. (A Shares) | | 8,900 | 356,835 |
Autel Intelligent Technology Corp. Ltd. (A Shares) | | 12,891 | 54,620 |
Autobio Diagnostics Co. Ltd. | | 24,010 | 165,539 |
Avary Holding Shenzhen Co. Ltd. (A Shares) | | 50,100 | 221,224 |
AVIC Capital Co. Ltd. (A Shares) | | 368,000 | 212,977 |
AVIC Electromechanical Systems Co. Ltd. (A Shares) | | 159,100 | 236,636 |
AviChina Industry & Technology Co. Ltd. (H Shares) | | 1,292,000 | 700,989 |
Avicopter PLC (A Shares) | | 24,800 | 159,064 |
Bank of Beijing Co. Ltd. (A Shares) | | 791,625 | 545,472 |
Bank of Changsha Co. Ltd. (A Shares) | | 121,900 | 136,401 |
Bank of Chengdu Co. Ltd. (A Shares) | | 115,700 | 292,063 |
Bank of China Ltd.: | | | |
(A Shares) | | 304,500 | 148,484 |
(H Shares) | | 47,773,464 | 18,745,476 |
Bank of Communications Co. Ltd.: | | | |
(A Shares) | | 943,600 | 722,537 |
(H Shares) | | 5,540,176 | 3,855,348 |
Bank of Hangzhou Co. Ltd. (A Shares) | | 213,200 | 489,507 |
Bank of Jiangsu Co. Ltd. (A Shares) | | 554,743 | 610,861 |
Bank of Nanjing Co. Ltd. (A Shares) | | 375,800 | 655,768 |
Bank of Ningbo Co. Ltd. (A Shares) | | 233,620 | 1,272,048 |
Bank of Shanghai Co. Ltd. (A Shares) | | 537,180 | 525,697 |
Baoshan Iron & Steel Co. Ltd. (A Shares) | | 781,700 | 758,266 |
BBMG Corp. (A Shares) | | 389,000 | 164,156 |
Beijing BDStar Navigation Co. Ltd. (A Shares) (a) | | 14,700 | 61,109 |
Beijing Capital International Airport Co. Ltd. (H Shares) (a) | | 1,027,000 | 561,058 |
Beijing Dabeinong Technology Group Co. Ltd. (A Shares) | | 134,600 | 145,078 |
Beijing E-Hualu Information Technology Co. Ltd. (A Shares) | | 25,000 | 54,866 |
Beijing Easpring Material Technology Co. Ltd. (A Shares) | | 19,400 | 193,774 |
Beijing Enlight Media Co. Ltd. (A Shares) | | 93,800 | 102,466 |
Beijing Kingsoft Office Software, Inc. (A Shares) | | 16,710 | 473,265 |
Beijing New Building Materials PLC (A Shares) | | 67,000 | 292,213 |
Beijing Originwater Technology Co. Ltd. (A Shares) | | 157,300 | 110,753 |
Beijing Roborock Technology Co. Ltd. (A Shares) | | 2,173 | 187,738 |
Beijing Shiji Information Technology Co. Ltd. (A Shares) | | 32,440 | 87,663 |
Beijing Shunxin Agriculture Co. Ltd. | | 23,500 | 72,257 |
Beijing Sinnet Technology Co. Ltd. (A Shares) | | 56,800 | 82,305 |
Beijing Tiantan Biological Products Corp. Ltd. (A Shares) | | 43,740 | 129,532 |
Beijing United Information Technology Co. Ltd. (A Shares) | | 13,800 | 200,183 |
Beijing Wantai Biological Pharmacy Enterprise Co. Ltd. (A Shares) | | 20,880 | 507,886 |
Beijing Yuanliu Hongyuan Electronic Technology Co. Ltd. (A Shares) | | 7,400 | 130,651 |
Beijing-Shanghai High Speed Railway Co. Ltd. (A Shares) | | 1,477,300 | 1,021,438 |
Betta Pharmaceuticals Co. Ltd. (A Shares) | | 13,600 | 87,888 |
BGI Genomics Co. Ltd. | | 15,900 | 150,850 |
BOC International China Co. Ltd. | | 83,900 | 157,035 |
BOE Technology Group Co. Ltd. (A Shares) | | 1,355,900 | 774,357 |
By-Health Co. Ltd. (A Shares) | | 68,500 | 206,857 |
BYD Co. Ltd.: | | | |
(A Shares) | | 65,100 | 2,361,337 |
(H Shares) | | 481,300 | 14,006,661 |
C&S Paper Co. Ltd. (A Shares) | | 35,800 | 56,595 |
Caitong Securities Co. Ltd. | | 208,000 | 222,192 |
CanSino Biologics, Inc.: | | | |
(A Shares) (a) | | 3,214 | 73,722 |
(H Shares) (a)(c) | | 50,400 | 534,794 |
CECEP Solar Energy Co. Ltd. (A Shares) | | 118,600 | 118,972 |
CECEP Wind-Power Corp. (A Shares) | | 196,500 | 118,526 |
CGN Power Co. Ltd. (H Shares) (c) | | 5,802,447 | 1,630,509 |
Chacha Food Co. Ltd. (A Shares) | | 16,300 | 130,409 |
Changchun High & New Technology Industry Group, Inc. (A Shares) | | 14,800 | 349,069 |
Changjiang Securities Co. Ltd. (A Shares) | | 213,900 | 177,985 |
Changzhou Xingyu Automotive Lighting Systems Co. Ltd. (A Shares) | | 10,700 | 205,813 |
Chaozhou Three-Circle Group Co. (A Shares) | | 73,900 | 318,339 |
Chengtun Mining Group Co. Ltd. (A Shares) | | 87,400 | 91,135 |
Chengxin Lithium Group Co. Ltd. (A Shares) (a) | | 28,000 | 185,456 |
Chifeng Jilong Gold Mining Co. Ltd. (A Shares) (a) | | 54,700 | 151,434 |
China Baoan Group Co. Ltd. (A Shares) | | 84,100 | 113,183 |
China Bohai Bank Co. Ltd. (H Shares) (c) | | 1,885,500 | 308,393 |
China Cinda Asset Management Co. Ltd. (H Shares) | | 5,121,000 | 863,528 |
China CITIC Bank Corp. Ltd. (H Shares) | | 5,164,051 | 2,624,628 |
China Coal Energy Co. Ltd. (H Shares) | | 1,213,000 | 1,021,184 |
China Communications Services Corp. Ltd. (H Shares) | | 1,388,000 | 632,152 |
China Construction Bank Corp.: | | | |
(A Shares) | | 811,800 | 742,289 |
(H Shares) | | 55,821,000 | 39,766,838 |
China CSSC Holdings Ltd. (A Shares) | | 161,800 | 381,610 |
China Eastern Airlines Corp. Ltd.: | | | |
(A Shares) (a) | | 56,500 | 40,083 |
(H Shares) (a) | | 616,000 | 207,438 |
China Energy Engineering Corp. Ltd. (A Shares) (a) | | 1,169,600 | 424,612 |
China Everbright Bank Co. Ltd.: | | | |
(A Shares) | | 2,003,400 | 963,057 |
(H Shares) | | 986,000 | 357,196 |
China Galaxy Securities Co. Ltd.: | | | |
(A Shares) | | 255,900 | 355,737 |
(H Shares) | | 1,669,500 | 908,079 |
China Great Wall Securities Co. Ltd. (A Shares) | | 83,100 | 102,621 |
China Greatwall Technology Group Co. Ltd. (A Shares) | | 160,400 | 217,104 |
China International Capital Corp. Ltd. | | 36,500 | 204,903 |
China International Capital Corp. Ltd. (H Shares) (c) | | 835,800 | 1,675,256 |
China International Travel Service Corp. Ltd. (A Shares) | | 71,600 | 1,942,301 |
China Jushi Co. Ltd. (A Shares) | | 167,714 | 395,652 |
China Life Insurance Co. Ltd. (H Shares) | | 4,597,747 | 6,681,321 |
China Longyuan Power Grid Corp. Ltd. (H Shares) | | 1,946,000 | 3,753,470 |
China Merchants Bank Co. Ltd.: | | | |
(A Shares) | | 632,500 | 3,800,020 |
(H Shares) | | 2,367,921 | 14,272,052 |
China Merchants Securities Co. Ltd. (A Shares) | | 265,550 | 509,711 |
China Merchants Shekou Industrial Zone Holdings Co. Ltd. (A Shares) | | 279,500 | 662,012 |
China Minmetals Rare Earth Co. Ltd. (A Shares) | | 31,500 | 109,394 |
China Minsheng Banking Corp. Ltd.: | | | |
(A Shares) | | 1,192,400 | 665,935 |
(H Shares) | | 3,371,061 | 1,278,283 |
China Molybdenum Co. Ltd.: | | | |
(A Shares) | | 553,500 | 386,976 |
(H Shares) | | 1,960,000 | 974,705 |
China National Building Materials Co. Ltd. (H Shares) | | 2,434,000 | 3,239,199 |
China National Chemical Engineering Co. Ltd. (A Shares) | | 198,108 | 271,011 |
China National Medicines Corp. Ltd. (A Shares) | | 22,900 | 101,717 |
China National Nuclear Power Co. Ltd. (A Shares) | | 537,100 | 573,878 |
China Northern Rare Earth Group High-Tech Co. Ltd. | | 129,000 | 610,637 |
China Oilfield Services Ltd. (H Shares) | | 1,014,000 | 1,038,093 |
China Pacific Insurance (Group) Co. Ltd. | | 73,900 | 230,940 |
China Pacific Insurance (Group) Co. Ltd. (H Shares) | | 1,755,828 | 3,892,626 |
China Petroleum & Chemical Corp.: | | | |
(A Shares) | | 658,100 | 429,525 |
(H Shares) | | 14,662,704 | 7,176,985 |
China Railway Group Ltd.: | | | |
(A Shares) | | 1,504,200 | 1,607,400 |
(H Shares) | | 1,068,000 | 747,988 |
China Railway Signal & Communications Corp. (A Shares) | | 334,320 | 217,688 |
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. (A Shares) | | 30,200 | 168,055 |
China Shenhua Energy Co. Ltd.: | | | |
(A Shares) | | 187,785 | 870,311 |
(H Shares) | | 2,034,702 | 6,500,581 |
China Southern Airlines Ltd. (H Shares) (a) | | 1,698,000 | 948,312 |
China State Construction Engineering Corp. Ltd. (A Shares) | | 1,531,240 | 1,449,141 |
China Suntien Green Energy Corp. Ltd. (H Shares) | | 1,043,000 | 588,795 |
China Three Gorges Renewables Group Co. Ltd. (A Shares) | | 1,023,600 | 894,915 |
China Tower Corp. Ltd. (H Shares) (c) | | 23,889,000 | 2,788,070 |
China TransInfo Technology Co. Ltd. (A Shares) | | 84,700 | 108,801 |
China United Network Communications Ltd. (A Shares) | | 1,201,100 | 637,701 |
China Vanke Co. Ltd.: | | | |
(A Shares) | | 341,700 | 1,000,599 |
(H Shares) | | 993,300 | 2,342,203 |
China Yangtze Power Co. Ltd. (A Shares) | | 829,400 | 2,841,668 |
China Zhenhua (Group) Science & Technology Co. Ltd. (A Shares) | | 19,300 | 306,062 |
China Zheshang Bank Co. Ltd. | | 647,900 | 323,665 |
Chongqing Brewery Co. Ltd. (A Shares) (a) | | 18,300 | 344,521 |
Chongqing Changan Automobile Co. Ltd. (A Shares) | | 241,580 | 377,835 |
Chongqing Fuling Zhacai Group Co. Ltd. Group (A Shares) | | 27,200 | 142,765 |
Chongqing Rural Commercial Bank Co. Ltd. (A Shares) | | 353,400 | 205,995 |
Chongqing Zhifei Biological Products Co. Ltd. (A Shares) | | 58,800 | 836,832 |
CITIC Securities Co. Ltd.: | | | |
(A Shares) | | 458,200 | 1,350,592 |
(H Shares) | | 1,464,590 | 3,217,900 |
CNGR Advanced Material Co. Ltd. | | 15,100 | 189,731 |
CNNC Hua Yuan Titanium Dioxide Co. Ltd. (A Shares) | | 66,200 | 72,958 |
Contemporary Amperex Technology Co. Ltd. | | 84,600 | 5,155,115 |
COSCO Shipping Development Co. Ltd. (A Shares) | | 309,600 | 143,544 |
COSCO Shipping Energy Transportation Co. Ltd. (H Shares) | | 278,000 | 145,845 |
COSCO SHIPPING Holdings Co. Ltd.: | | | |
(A Shares) | | 468,820 | 1,009,050 |
(H Shares) | | 1,921,800 | 2,989,865 |
CRRC Corp. Ltd.: | | | |
(A Shares) | | 1,608,500 | 1,223,578 |
(H Shares) | | 755,000 | 280,095 |
CSC Financial Co. Ltd. (A Shares) | | 166,300 | 536,528 |
Daan Gene Co. Ltd. | | 57,568 | 156,362 |
Daqin Railway Co. Ltd. (A Shares) | | 547,100 | 549,933 |
DaShenLin Pharmaceutical Group Co. Ltd. | | 25,440 | 101,131 |
DHC Software Co. Ltd. (A Shares) | | 101,700 | 88,649 |
Do-Fluoride New Materials Co. Ltd. (A Shares) | | 24,900 | 117,338 |
Dong E-E-Jiao Co. Ltd. (A Shares) | | 21,000 | 95,737 |
Dongfang Electric Corp. Ltd. (A Shares) | | 90,400 | 170,403 |
Dongfeng Motor Group Co. Ltd. (H Shares) | | 1,633,000 | 1,191,266 |
Dongxing Securities Co. Ltd. (A Shares) | | 101,500 | 125,400 |
East Money Information Co. Ltd. (A Shares) | | 458,140 | 1,557,121 |
Ecovacs Robotics Co. Ltd. Class A | | 18,400 | 297,850 |
ENN Natural Gas Co. Ltd. (A Shares) | | 95,600 | 235,741 |
Eve Energy Co. Ltd. (A shares) | | 67,974 | 663,234 |
Everbright Securities Co. Ltd. (A Shares) | | 157,758 | 269,601 |
Fangda Carbon New Material Co. Ltd. (A Shares) | | 145,048 | 153,801 |
FAW Jiefang Group Co. Ltd. (A Shares) | | 145,900 | 178,100 |
Fiberhome Telecommunication Technologies Co. Ltd. (A Shares) | | 32,900 | 66,438 |
First Capital Securities Co. Ltd. (A Shares) | | 203,700 | 169,381 |
Flat Glass Group Co. Ltd. | | 41,000 | 146,609 |
Flat Glass Group Co. Ltd. (A Shares) | | 142,200 | 861,945 |
Focus Media Information Technology Co. Ltd. (A Shares) | | 510,840 | 447,150 |
Foshan Haitian Flavouring & Food Co. Ltd. (A Shares) | | 141,264 | 1,731,596 |
Founder Securities Co. Ltd. (A Shares) | | 319,300 | 293,397 |
Foxconn Industrial Internet Co. Ltd. (A Shares) | | 338,797 | 485,397 |
Fujian Sunner Development Co. Ltd. A Shares (a) | | 38,000 | 93,212 |
Fuyao Glass Industries Group Co. Ltd.: | | | |
(A Shares) | | 250,000 | 1,333,423 |
(H Shares) (c) | | 107,600 | 439,621 |
G-bits Network Technology Xiamen Co. Ltd. (A Shares) | | 3,400 | 172,384 |
Ganfeng Lithium Co. Ltd. (A Shares) | | 41,600 | 687,677 |
GCL System Integration Technology Co. Ltd. (a) | | 166,200 | 68,609 |
GD Power Development Co. Ltd. (A Shares) | | 661,600 | 299,973 |
GEM Co. Ltd. (A Shares) | | 153,300 | 154,902 |
Gemdale Corp. (A Shares) | | 168,800 | 365,267 |
GF Securities Co. Ltd.: | | | |
(A Shares) | | 419,000 | 1,005,359 |
(H Shares) | | 236,628 | 295,751 |
Giant Network Group Co. Ltd. (A Shares) | | 69,800 | 86,547 |
Gigadevice Semiconductor Beijing, Inc. (A Shares) | | 23,460 | 435,198 |
Ginlong Technologies Co. Ltd. (A Shares) | | 9,200 | 265,649 |
GoerTek, Inc. (A Shares) | | 125,300 | 657,134 |
Gotion High-tech Co. Ltd. (A Shares) (a) | | 61,000 | 244,656 |
Great Wall Motor Co. Ltd.: | | | |
(A Shares) | | 29,300 | 108,723 |
(H Shares) | | 1,937,500 | 2,713,327 |
Gree Electric Appliances, Inc. of Zhuhai (A Shares) | | 106,300 | 499,084 |
Greenland Holdings Corp. Ltd. (A Shares) | | 276,755 | 200,627 |
GRG Banking Equipment Co. Ltd. (A Shares) | | 138,100 | 177,113 |
Guangdong Haid Group Co. Ltd. (A Shares) | | 59,600 | 553,625 |
Guangdong Kinlong Hardware Products Co. Ltd. (A Shares) | | 10,500 | 122,789 |
Guanghui Energy Co. Ltd. (A Shares) (a) | | 218,200 | 291,832 |
Guangzhou Automobile Group Co. Ltd. (H Shares) | | 1,688,200 | 1,431,418 |
Guangzhou Baiyunshan Pharma Health (A Shares) | | 57,500 | 251,893 |
Guangzhou Haige Communications Group (A Shares) | | 70,200 | 95,766 |
Guangzhou Kingmed Diagnostics Group Co. Ltd. (A Shares) | | 14,900 | 182,664 |
Guangzhou R&F Properties Co. Ltd. (H Shares) (b) | | 1,028,000 | 381,622 |
Guangzhou Shiyuan Electronic Technology Co. Ltd. (A Shares) | | 26,100 | 301,892 |
Guangzhou Tinci Materials Technology Co. Ltd. (A Shares) | | 35,400 | 395,821 |
Guangzhou Yuexiu Financial Holdings Group Co. Ltd. (A Shares) | | 95,875 | 106,020 |
Guolian Securities Co. Ltd. | | 89,500 | 125,431 |
Guosen Securities Co. Ltd. (A Shares) | | 244,600 | 356,138 |
Guotai Junan Securities Co. Ltd. (A Shares) | | 278,800 | 610,412 |
Guoyuan Securities Co. Ltd. (A Shares) | | 163,070 | 147,712 |
Haier Smart Home Co. Ltd. | | 1,305,400 | 4,611,711 |
Haier Smart Home Co. Ltd. (A Shares) | | 224,500 | 870,618 |
Haitong Securities Co. Ltd.: | | | |
(A Shares) | | 247,200 | 335,725 |
(H Shares) | | 1,605,600 | 1,121,309 |
Hangzhou First Applied Material Co. Ltd. (A Shares) | | 33,180 | 459,461 |
Hangzhou Great Star Industrial Co. Ltd. (A Shares) (a) | | 37,100 | 86,104 |
Hangzhou Oxygen Plant Group Co. Ltd. (A Shares) | | 38,600 | 151,622 |
Hangzhou Robam Appliances Co. Ltd. (A Shares) | | 36,900 | 171,299 |
Hangzhou Silan Microelectronics Co. Ltd. (A Shares) | | 52,200 | 325,196 |
Hangzhou Tigermed Consulting Co. Ltd.: | | | |
(A Shares) | | 56,400 | 755,508 |
(H Shares) (c) | | 14,000 | 135,681 |
Hefei Meiya Optoelectronic Technology, Inc. (A Shares) | | 18,600 | 63,365 |
Heilongjiang Agriculture Co. Ltd. (A Shares) | | 54,200 | 114,967 |
Henan Shuanghui Investment & Development Co. Ltd. (A Shares) | | 104,000 | 465,786 |
Hengli Petrochemical Co. Ltd. (A Shares) | | 209,920 | 658,511 |
Hengtong Optic-electric Co. Ltd. (A Shares) | | 77,400 | 116,998 |
Hengyi Petrochemical Co. Ltd. (A Shares) | | 171,780 | 197,372 |
Hesteel Co. Ltd. (A Shares) | | 311,000 | 109,032 |
Hithink RoyalFlush Information Network Co. Ltd. (A Shares) | | 21,700 | 267,004 |
Hongfa Technology Co. Ltd. (A Shares) | | 29,700 | 215,966 |
Hoshine Silicon Industry Co. Ltd. (A Shares) | | 16,000 | 190,448 |
Huadian Power International Corp. Ltd. (A Shares) | | 231,200 | 129,941 |
Huadong Medicine Co. Ltd. (A Shares) | | 65,400 | 334,622 |
Huafon Chemical Co. Ltd. (A Shares) | | 194,000 | 226,720 |
Huagong Tech Co. Ltd. (A Shares) | | 32,800 | 82,743 |
Hualan Biological Engineer, Inc. (A Shares) | | 61,070 | 153,172 |
Huaneng Power International, Inc.: | | | |
(A Shares) | | 231,200 | 252,315 |
(H Shares) | | 2,218,186 | 1,114,293 |
Huatai Securities Co. Ltd.: | | | |
(A Shares) | | 411,000 | 821,602 |
(H Shares) (c) | | 648,800 | 891,731 |
HUAXI Securities Co. Ltd. | | 80,700 | 84,610 |
Huaxia Bank Co. Ltd. (A Shares) | | 478,158 | 392,878 |
Huaxin Cement Co. Ltd. (A Shares) | | 58,100 | 191,326 |
Huayu Automotive Systems Co. Ltd. (A Shares) | | 118,100 | 347,215 |
Hubei Xingfa Chemicals Group Co. Ltd. (A Shares) | | 36,400 | 174,452 |
Huizhou Desay SV Automotive Co. Ltd. | | 16,800 | 300,218 |
Humanwell Healthcare Group Co. Ltd. (A Shares) | | 52,500 | 123,583 |
Hunan Valin Steel Co. Ltd. (A Shares) | | 221,600 | 193,647 |
Hundsun Technologies, Inc. (A Shares) | | 62,769 | 359,692 |
iFlytek Co. Ltd. (A Shares) | | 92,500 | 511,933 |
IMEIK Technology Development Co. Ltd. (A Shares) | | 7,800 | 604,778 |
Industrial & Commercial Bank of China Ltd.: | | | |
(A Shares) | | 1,117,500 | 805,938 |
(H Shares) | | 34,378,000 | 20,723,289 |
Industrial Bank Co. Ltd. (A Shares) | | 758,700 | 2,332,306 |
Industrial Securities Co. Ltd. (A Shares) | | 267,900 | 261,406 |
Ingenic Semiconductor Co. Ltd. (A Shares) | | 17,900 | 198,610 |
Inner Mongoli Yili Industries Co. Ltd. (A Shares) | | 237,600 | 1,376,503 |
Inner Mongolia Baotou Steel Union Co. Ltd. (A Shares) (a) | | 1,630,700 | 459,619 |
Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd. (A Shares) | | 273,200 | 179,506 |
Inner Mongolia Yuan Xing Energy Co. Ltd. (A Shares) | | 114,700 | 145,877 |
Inspur Electronic Information Industry Co. Ltd. (A Shares) | | 46,072 | 170,718 |
Intco Medical Technology Co. Ltd. (A Shares) | | 22,650 | 98,145 |
JA Solar Technology Co. Ltd. (A Shares) | | 58,300 | 709,294 |
Jafron Biomedical Co. Ltd. (A Shares) | | 34,040 | 211,826 |
Jason Furniture Hangzhou Co. Ltd. (A Shares) | | 26,200 | 229,019 |
JCET Group Co. Ltd. (A Shares) | | 71,400 | 230,512 |
Jiangsu Eastern Shenghong Co. Ltd. | | 145,100 | 266,636 |
Jiangsu Expressway Co. Ltd. (H Shares) | | 652,000 | 644,161 |
Jiangsu Hengli Hydraulic Co. Ltd. | | 48,276 | 333,094 |
Jiangsu Hengrui Medicine Co. Ltd. (A Shares) | | 235,758 | 1,046,893 |
Jiangsu King's Luck Brewery JSC Ltd. (A Shares) | | 47,900 | 322,659 |
Jiangsu Yanghe Brewery JSC Ltd. (A Shares) | | 55,300 | 1,319,488 |
Jiangsu Yangnong Chemical Co. Ltd. (A Shares) | | 9,900 | 195,463 |
Jiangsu Yoke Technology Co. Ltd. (A Shares) | | 15,000 | 100,998 |
Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. (A Shares) | | 45,100 | 162,110 |
Jiangsu Zhongtian Technology Co. Ltd. (A Shares) | | 112,500 | 274,756 |
Jiangxi Copper Co. Ltd.: | | | |
(A Shares) | | 262,100 | 686,506 |
(H Shares) | | 319,000 | 498,988 |
Jiangxi Zhengbang Technology Co. Ltd. (A Shares) | | 102,100 | 89,463 |
Jinke Properties Group Co. Ltd. (A Shares) | | 177,100 | 119,842 |
JiuGui Liquor Co. Ltd. (A Shares) | | 12,500 | 281,320 |
Joincare Pharmaceutical Group Industry Co. Ltd. (A Shares) | | 56,200 | 94,265 |
Joinn Laboratories China Co. Ltd. (A Shares) | | 12,140 | 181,158 |
Jointown Pharmaceutical Group (A Shares) | | 56,600 | 109,463 |
Jonjee Hi-Tech Industrial & Commercial Holding Co. Ltd. (A Shares) | | 25,700 | 96,617 |
Juewei Food Co. Ltd. | | 19,600 | 129,366 |
Kingfa Sci & Tech Co. Ltd. (A Shares) | | 83,000 | 103,320 |
Kuang-Chi Technologies Co. Ltd. (A Shares) (a) | | 91,800 | 182,868 |
Kunlun Tech Co. Ltd. (A Shares) | | 39,600 | 85,278 |
Kweichow Moutai Co. Ltd. (A Shares) | | 45,600 | 12,584,547 |
Lakala Payment Co. Ltd. (A Shares) | | 24,900 | 66,695 |
Laobaixing Pharmacy Chain JSC (A Shares) | | 12,360 | 59,913 |
Lb Group Co. Ltd. (A Shares) | | 88,500 | 242,555 |
Lens Technology Co. Ltd. (A Shares) | | 183,800 | 279,596 |
Lepu Medical Technology Beijing Co. Ltd. (A Shares) | | 72,900 | 186,925 |
Leyard Optoelectronic Co. Ltd. (A Shares) | | 76,400 | 68,569 |
Lingyi iTech Guangdong Co. (A Shares) (a) | | 286,600 | 183,667 |
Livzon Pharmaceutical Group, Inc. (A Shares) | | 18,200 | 91,289 |
LONGi Green Energy Technology Co. Ltd. | | 197,028 | 1,991,949 |
Luoyang Xinqianglian Slewing Bearing Co. Ltd. (A Shares) | | 6,500 | 117,979 |
Luxi Chemical Group Co. Ltd. (d) | | 61,500 | 169,373 |
Luxshare Precision Industry Co. Ltd. (A Shares) | | 250,824 | 1,159,412 |
Luzhou Laojiao Co. Ltd. (A Shares) | | 53,500 | 1,692,309 |
Mango Excellent Media Co. Ltd. (A Shares) | | 61,770 | 330,728 |
Maxscend Microelectronics Co. Ltd. (A Shares) | | 12,080 | 334,659 |
Meinian Onehealth Healthcare Holdings Co. Ltd. (A Shares) (a) | | 122,888 | 92,295 |
Metallurgical Corp. China Ltd. (A Shares) | | 651,300 | 342,774 |
Mianyang Fulin Precision Co. Ltd. (A Shares) (a) | | 21,400 | 63,748 |
Ming Yang Smart Energy Group Ltd. (A Shares) | | 75,900 | 250,941 |
Montage Technology Co. Ltd. (A Shares) | | 41,123 | 358,339 |
Muyuan Foodstuff Co. Ltd. (A Shares) | | 192,554 | 1,506,098 |
Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd. | | 38,964 | 151,387 |
Nanjing Securities Co. Ltd. (A Shares) | | 155,300 | 173,736 |
NARI Technology Co. Ltd. (A Shares) | | 203,780 | 976,561 |
National Silicon Industry Group Co. Ltd. (A Shares) (a) | | 84,729 | 263,845 |
NAURA Technology Group Co. Ltd. | | 19,200 | 682,477 |
NavInfo Co. Ltd. (A Shares) (a) | | 91,800 | 171,209 |
New China Life Insurance Co. Ltd. | | 56,500 | 253,337 |
New China Life Insurance Co. Ltd. (H Shares) | | 515,800 | 1,306,882 |
New Hope Liuhe Co. Ltd. (A Shares) (a) | | 163,100 | 344,066 |
Ninestar Corp. (A Shares) | | 56,300 | 345,583 |
Ningbo Joyson Electronic Corp. (A shares) | | 44,000 | 71,926 |
Ningbo Ronbay New Energy Technology Co. Ltd. (A Shares) | | 16,690 | 229,772 |
Ningbo Shanshan Co. Ltd. (A Shares) | | 79,600 | 263,280 |
Ningbo Tuopu Group Co. Ltd. (A Shares) | | 40,300 | 313,977 |
Ningxia Baofeng Energy Group Co. Ltd. | | 220,600 | 466,929 |
Nongfu Spring Co. Ltd. (H Shares) (b)(c) | | 1,024,400 | 5,421,050 |
North Industries Group Red Arrow Co. Ltd. (A Shares) (a) | | 54,000 | 169,529 |
Northeast Securities Co. Ltd. (A Shares) | | 71,700 | 70,478 |
Offshore Oil Enginering Co. Ltd. (A Shares) | | 218,400 | 134,567 |
OFILM Group Co. Ltd. (A Shares) (a) | | 103,300 | 85,861 |
Oppein Home Group, Inc. (A Shares) | | 19,080 | 335,050 |
Orient Securities Co. Ltd. (A Shares) | | 290,839 | 397,980 |
Ovctek China, Inc. (A Shares) | | 35,789 | 199,082 |
Pangang Group Vanadium Titanium & Resources Co. Ltd. (A Shares) (a) | | 275,700 | 128,332 |
People's Insurance Co. of China Group Ltd.: | | | |
(A Shares) | | 55,700 | 36,682 |
(H Shares) | | 4,973,552 | 1,584,344 |
Perfect World Co. Ltd. (A Shares) | | 64,400 | 142,894 |
PetroChina Co. Ltd.: | | | |
(A Shares) | | 429,700 | 347,139 |
(H Shares) | | 12,817,790 | 6,084,529 |
PharmaBlock Sciences (Nanjing), Inc. (A Shares) | | 6,000 | 68,963 |
Pharmaron Beijing Co. Ltd.: | | | |
(A Shares) | | 21,400 | 403,575 |
(H Shares) (c) | | 85,200 | 1,070,321 |
PICC Property & Casualty Co. Ltd. (H Shares) | | 4,001,568 | 4,092,882 |
Ping An Bank Co. Ltd. (A Shares) | | 684,900 | 1,578,120 |
Ping An Insurance Group Co. of China Ltd.: | | | |
(A Shares) | | 287,596 | 1,925,843 |
(H Shares) | | 3,805,641 | 24,054,387 |
Poly Developments & Holdings (A Shares) | | 438,700 | 1,204,083 |
Postal Savings Bank of China Co. Ltd. | | 432,800 | 351,707 |
Postal Savings Bank of China Co. Ltd. (H Shares) (c) | | 5,092,000 | 3,860,652 |
Power Construction Corp. of China Ltd. (A Shares) | | 545,700 | 634,265 |
Proya Cosmetics Co. Ltd. (A Shares) | | 4,500 | 136,906 |
Qingdao Rural Commercial Bank Corp. (A Shares) | | 135,800 | 69,407 |
Raytron Technology Co. Ltd. (A Shares) | | 14,486 | 78,086 |
Risesun Real Estate Development Co. Ltd. (A Shares) | | 126,400 | 71,559 |
Riyue Heavy Industry Co. Ltd. (A Shares) | | 31,700 | 77,453 |
Rongsheng Petrochemical Co. Ltd. (A Shares) | | 375,200 | 770,998 |
SAIC Motor Corp. Ltd. (A Shares) | | 289,200 | 692,555 |
Sailun Group Co. Ltd. A Shares | | 99,600 | 144,160 |
Sangfor Technologies, Inc. | | 15,600 | 208,758 |
Sany Heavy Industry Co. Ltd. (A Shares) | | 312,200 | 774,303 |
Satellite Chemical Co. Ltd. (A Shares) | | 62,480 | 338,891 |
SDIC Capital Co. Ltd. | | 246,284 | 237,358 |
SDIC Power Holdings Co. Ltd. (A Shares) | | 270,200 | 394,254 |
Sealand Securities Co. Ltd. (A Shares) | | 235,350 | 118,904 |
Seazen Holdings Co. Ltd. (A Shares) | | 83,600 | 349,561 |
SF Holding Co. Ltd. (A Shares) | | 175,900 | 1,356,080 |
SG Micro Corp. (A Shares) | | 8,750 | 365,601 |
Shaanxi Coal Industry Co. Ltd. (A Shares) | | 347,800 | 903,003 |
Shandong Buchang Pharmaceuticals Co. Ltd. (A Shares) | | 34,788 | 95,255 |
Shandong Gold Mining Co. Ltd.: | | | |
(A Shares) | | 294,344 | 854,866 |
(H Shares) (c) | | 95,500 | 176,396 |
Shandong Hualu Hengsheng Chemical Co. Ltd. (A Shares) | | 78,000 | 353,257 |
Shandong Linglong Tyre Co. Ltd. (A Shares) | | 44,700 | 119,336 |
Shandong Nanshan Aluminum Co. Ltd. (A Shares) | | 471,000 | 228,897 |
Shandong Sun Paper Industry JSC Ltd. (A Shares) | | 89,100 | 165,054 |
Shandong Weigao Medical Polymer Co. Ltd. (H Shares) | | 1,386,000 | 1,476,573 |
Shanghai Bairun Investment Holding Group Co. Ltd. (A Shares) | | 24,400 | 114,122 |
Shanghai Baosight Software Co. Ltd. | | 155,400 | 570,185 |
Shanghai Baosight Software Co. Ltd. (A Shares) | | 54,880 | 391,933 |
Shanghai Construction Group Co. Ltd. (A Shares) | | 273,294 | 133,306 |
Shanghai Electric Group Co. Ltd. (A Shares) | | 501,700 | 289,821 |
Shanghai Fosun Pharmaceutical (Group) Co. Ltd.: | | | |
(A Shares) | | 28,200 | 181,775 |
(H Shares) | | 353,500 | 1,512,323 |
Shanghai Friendess Electronic Technology Corp. Ltd. (A Shares) | | 2,679 | 99,401 |
Shanghai International Airport Co. Ltd. (A Shares) (a) | | 40,700 | 302,027 |
Shanghai International Port Group Co. Ltd. (A Shares) | | 366,343 | 326,949 |
Shanghai Jahwa United Co. Ltd. (A Shares) | | 20,500 | 96,151 |
Shanghai Jinjiang International Hotels Co. Ltd. (A Shares) | | 34,700 | 280,072 |
Shanghai Junshi Biosciences Co. Ltd. (A Shares) (a) | | 25,156 | 360,878 |
Shanghai Lingang Holdings Corp. Ltd. (A Shares) | | 92,100 | 177,092 |
Shanghai Lujiazui Finance Trust Ltd. (B Shares) | | 656,796 | 600,430 |
Shanghai M&G Stationery, Inc. (A Shares) | | 36,100 | 260,653 |
Shanghai Medicilon, Inc. (A Shares) | | 1,867 | 107,578 |
Shanghai Pharmaceuticals Holding Co. Ltd.: | | | |
(A Shares) | | 53,500 | 141,802 |
(H Shares) | | 495,709 | 801,548 |
Shanghai Pudong Development Bank Co. Ltd. (A Shares) | | 1,070,509 | 1,296,791 |
Shanghai Putailai New Energy Technology Co. Ltd. | | 24,962 | 441,445 |
Shanghai RAAS Blood Products Co. Ltd. (A Shares) | | 214,200 | 174,380 |
Shanghai Yuyuan Tourist Mart Group Co. Ltd. | | 116,900 | 158,422 |
Shanghai Zhangjiang High Ltd. (A Shares) | | 44,000 | 76,901 |
Shanxi Lu'an Environmental Energy Development Co. Ltd. (A Shares) | | 112,900 | 262,634 |
Shanxi Meijin Energy Co. Ltd. (A Shares) (a) | | 155,900 | 243,393 |
Shanxi Securities Co. Ltd. (A Shares) | | 104,760 | 78,850 |
Shanxi Taigang Stainless Steel Co. Ltd. (A Shares) | | 183,800 | 163,917 |
Shanxi Xinghuacun Fen Wine Factory Co. Ltd. (A Shares) | | 44,360 | 1,820,738 |
Shanxi Xishan Coal & Electricity Power Co. Ltd. (A Shares) | | 132,990 | 277,823 |
Shenghe Resources Holding Co. Ltd. (A Shares) | | 53,800 | 126,648 |
Shengyi Technology Co. Ltd. | | 74,500 | 186,695 |
Shennan Circuits Co. Ltd. (A Shares) | | 18,840 | 269,118 |
Shenwan Hongyuan Group Co. Ltd. (A Shares) | | 811,600 | 498,680 |
Shenzhen Capchem Technology Co. Ltd. (A Shares) | | 13,400 | 133,825 |
Shenzhen Energy Group Co. Ltd. (A Shares) | | 129,660 | 113,642 |
Shenzhen Goodix Technology Co. Ltd. (A Shares) | | 19,900 | 168,440 |
Shenzhen Inovance Technology Co. Ltd. (A Shares) | | 94,000 | 812,050 |
Shenzhen Kaifa Technology Co. Ltd. (A Shares) | | 47,300 | 69,290 |
Shenzhen Kangtai Biological Products Co. Ltd. | | 25,700 | 250,498 |
Shenzhen Kedali Industry Co. Ltd. | | 8,800 | 160,473 |
Shenzhen Mindray Bio-Medical Electronics Co. Ltd. (A Shares) | | 44,700 | 2,106,629 |
Shenzhen MTC Co. Ltd. (A Shares) (a) | | 211,100 | 102,133 |
Shenzhen New Industries Biomedical Engineering Co. Ltd. | | 27,000 | 163,430 |
Shenzhen Overseas Chinese Town Co. Ltd. (A Shares) | | 306,300 | 278,905 |
Shenzhen Salubris Pharmaceuticals Co. Ltd. (A Shares) | | 35,900 | 124,099 |
Shenzhen SC New Energy Technology Corp. (A Shares) | | 11,100 | 98,717 |
Shenzhen Senior Technology Material Co. Ltd. (A Shares) | | 37,458 | 118,478 |
Shenzhen Sunlord Electronics Co. Ltd. (A Shares) | | 24,800 | 93,280 |
Shenzhen Sunway Communication Co. Ltd. (A Shares) | | 39,800 | 87,367 |
Shenzhen Transsion Holdings Co. Ltd. (A Shares) | | 25,200 | 320,002 |
Shijiazhuang Yiling Pharmaceutical Co. Ltd. (A Shares) | | 63,060 | 233,801 |
Sichuan Chuantou Energy Co. Ltd. (A Shares) | | 121,100 | 201,283 |
Sichuan Hebang Biotechnology Co. Ltd. (A Shares) | | 286,600 | 136,011 |
Sichuan Kelun Pharmaceutical Co. Ltd. (A Shares) | | 44,100 | 112,835 |
Sichuan New Energy Power Co. Ltd. (A Shares) (a) | | 41,000 | 102,191 |
Sichuan Road & Bridge (Group) Co. Ltd. (A Shares) | | 154,600 | 243,037 |
Sichuan Swellfun Co. Ltd. (A Shares) | | 19,900 | 210,884 |
Sichuan Yahua Industrial Group Co. Ltd. (A Shares) | | 37,200 | 147,345 |
Sinolink Securities Co. Ltd. (A Shares) | | 133,200 | 164,840 |
Sinoma Science & Technology Co. Ltd. (A Shares) | | 54,100 | 164,297 |
Sinopec Shanghai Petrochemical Co. Ltd. (A Shares) | | 177,500 | 82,936 |
Sinopharm Group Co. Ltd. (H Shares) | | 751,000 | 1,728,186 |
Sinotrans Ltd. | | 128,600 | 72,759 |
Siyuan Electric Co. Ltd. (A Shares) | | 23,600 | 106,489 |
SKSHU Paint Co. Ltd. (A Shares) | | 12,320 | 137,566 |
Songcheng Performance Development Co. Ltd. (A Shares) | | 110,260 | 207,236 |
Soochow Securities Co. Ltd. (A Shares) | | 193,460 | 197,008 |
Southwest Securities Co. Ltd. (A Shares) | | 269,100 | 150,661 |
StarPower Semiconductor Ltd. (A Shares) | | 6,300 | 323,315 |
Sungrow Power Supply Co. Ltd. (A Shares) | | 51,500 | 485,578 |
Suning.com Co. Ltd. (A Shares) (a) | | 383,300 | 186,625 |
Sunwoda Electronic Co. Ltd. (A Shares) | | 65,700 | 216,617 |
Suzhou Dongshan Precision Manufacturing Co. Ltd. (A Shares) | | 55,300 | 139,663 |
Suzhou Maxwell Technologies Co. Ltd. (A Shares) | | 6,400 | 321,082 |
Suzhou TA&A Ultra Clean Technology Co. Ltd. (A Shares) | | 21,700 | 198,132 |
TBEA Co. Ltd. (A Shares) | | 142,600 | 412,927 |
TCL Technology Group Corp. (A Shares) | | 588,500 | 368,719 |
Thunder Software Technology Co. Ltd. (A Shares) | | 16,800 | 234,908 |
Tianfeng Securities Co. Ltd. (A Shares) | | 387,000 | 174,595 |
Tianjin 712 Communication & Broadcasting Co. Ltd. | | 24,300 | 100,826 |
Tianjin Zhonghuan Semiconductor Co. Ltd. (A Shares) | | 119,500 | 696,639 |
Tianma Microelectronics Co. Ltd. (A Shares) | | 75,400 | 103,622 |
Tianshan Aluminum Group Co. Ltd. | | 150,900 | 154,942 |
Tianshui Huatian Technology Co. Ltd. (A Shares) | | 136,200 | 174,312 |
Tibet Summit Industrial Co. Ltd. (A Shares) (a) | | 28,700 | 83,566 |
Titan Wind Energy Suzhou Co. Ltd. (A Shares) | | 55,300 | 82,912 |
Toly Bread Co. Ltd. | | 41,748 | 86,010 |
TongFu Microelectronics Co. Ltd. (A Shares) | | 39,100 | 77,380 |
Tongkun Group Co. Ltd. (A Shares) | | 99,800 | 227,740 |
Tongling Nonferrous Metals Group Co. Ltd. (A Shares) | | 339,300 | 176,772 |
Tongwei Co. Ltd. (A Shares) | | 161,000 | 988,879 |
Topchoice Medical Corp. (a) | | 12,400 | 238,943 |
Topsec Technologies Group, Inc. | | 40,400 | 55,965 |
Transfar Zhilian Co. Ltd. | | 91,200 | 86,424 |
TravelSky Technology Ltd. (H Shares) | | 518,000 | 782,271 |
Trina Solar Co. Ltd. (A Shares) | | 60,354 | 456,274 |
Tsingtao Brewery Co. Ltd.: | | | |
(A Shares) | | 48,800 | 632,201 |
(H Shares) | | 282,000 | 2,283,118 |
Unigroup Guoxin Microelectronics Co. Ltd. | | 22,100 | 608,614 |
Unisplendour Corp. Ltd. (A Shares) | | 107,110 | 273,805 |
Universal Scientific Industrial Shanghai Co. Ltd. (A Shares) | | 42,400 | 76,941 |
Venus MedTech Hangzhou, Inc. (H Shares) (a)(c) | | 137,000 | 251,505 |
Walvax Biotechnology Co. Ltd. (A Shares) | | 58,300 | 466,795 |
Wanhua Chemical Group Co. Ltd. (A Shares) | | 117,200 | 1,370,801 |
Weichai Power Co. Ltd.: | | | |
(A Shares) | | 29,100 | 48,730 |
(H Shares) | | 1,402,000 | 1,958,464 |
Weihai Guangwei Composites Co. Ltd. (A Shares) | | 16,700 | 125,133 |
Wens Foodstuffs Group Co. Ltd. (A Shares) | | 225,700 | 635,167 |
Western Securities Co. Ltd. (A Shares) | | 139,500 | 130,571 |
Western Superconducting Technologies Co. Ltd. (A Shares) | | 17,678 | 216,676 |
Westone Information Industry, Inc. (A Shares) | | 27,600 | 131,278 |
Will Semiconductor Ltd. | | 32,100 | 721,523 |
Wingtech Technology Co. Ltd. (A Shares) | | 44,700 | 438,419 |
Winning Health Technology Group Co. Ltd. (A Shares) | | 96,930 | 115,667 |
Wuchan Zhongda Group Co. Ltd. | | 168,600 | 125,266 |
Wuhan Guide Infrared Co. Ltd. (A Shares) | | 74,972 | 173,478 |
Wuhu Token Science Co. Ltd. (A Shares) | | 79,200 | 72,508 |
Wuliangye Yibin Co. Ltd. (A Shares) | | 141,200 | 3,439,558 |
WUS Printed Circuit Kunshan Co. Ltd. (A Shares) | | 59,860 | 116,563 |
WuXi AppTec Co. Ltd. | | 63,784 | 988,281 |
WuXi AppTec Co. Ltd. (H Shares) (c) | | 231,868 | 3,153,821 |
Wuxi Lead Intelligent Equipment Co. Ltd. (A Shares) | | 30,420 | 200,305 |
Wuxi Shangji Automation Co. Ltd. (A Shares) | | 9,000 | 164,556 |
XCMG Construction Machinery Co. Ltd. (A Shares) | | 258,500 | 192,944 |
Xiamen C&D, Inc. (A Shares) | | 114,925 | 250,328 |
Xiamen Faratronic Co. Ltd. (A Shares) | | 7,300 | 160,064 |
Xiamen Intretech, Inc. | | 39,210 | 121,068 |
Xiamen Tungsten Co. Ltd. (A Shares) | | 43,200 | 102,014 |
Xinjiang Goldwind Science & Technology Co. Ltd.: | | | |
(A Shares) | | 234,000 | 394,904 |
(H Shares) | | 225,164 | 320,036 |
Xinjiang Zhongtai Chemical Co. Ltd. (A Shares) | | 79,600 | 88,463 |
Yankuang Energy Group Co. Ltd.: | | | |
(A Shares) | | 287,200 | 1,500,832 |
(H Shares) | | 578,000 | 1,630,636 |
Yantai Eddie Precision Machinery Co. Ltd. (A Shares) | | 24,640 | 71,060 |
Yantai Jereh Oilfield Services (A Shares) | | 39,500 | 183,878 |
Yealink Network Technology Corp. Ltd. | | 32,350 | 378,293 |
Yifeng Pharmacy Chain Co. Ltd. | | 23,050 | 127,649 |
Yihai Kerry Arawana Holdings Co. Ltd. (A Shares) | | 54,800 | 395,769 |
Yintai Gold Co. Ltd. (A Shares) | | 117,980 | 165,813 |
Yonghui Superstores Co. Ltd. (A Shares) | | 356,200 | 237,516 |
YongXing Special Materials Technology Co. Ltd. (A Shares) | | 14,900 | 230,313 |
Yonyou Network Technology Co. Ltd. (A Shares) | | 125,320 | 359,194 |
Youngor Group Co. Ltd. (A Shares) | | 218,087 | 224,438 |
Youngy Co. Ltd. (A Shares) (a) | | 9,700 | 150,998 |
YTO Express Group Co. Ltd. (A Shares) | | 127,400 | 343,712 |
Yuan Longping High-tech Agriculture Co. Ltd. (A Shares) (a) | | 41,300 | 101,137 |
Yunda Holding Co. Ltd. (A Shares) | | 109,360 | 252,892 |
Yunnan Aluminium Co. Ltd. (A Shares) (a) | | 127,200 | 198,258 |
Yunnan Baiyao Group Co. Ltd. (A Shares) | | 45,900 | 527,186 |
Yunnan Energy New Material Co. Ltd. | | 32,800 | 995,756 |
Yunnan Tin Co. Ltd. (A Shares) (a) | | 62,300 | 167,254 |
Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. (A Shares) | | 21,200 | 973,750 |
Zhejiang Century Huatong Group Co. Ltd. (A Shares) (a) | | 314,110 | 224,740 |
Zhejiang China Commodities City Group Co. Ltd. (A Shares) | | 231,600 | 177,573 |
Zhejiang Chint Electric Co. Ltd. (A Shares) | | 75,900 | 370,528 |
Zhejiang Dahua Technology Co. Ltd. (A Shares) | | 119,800 | 300,018 |
Zhejiang Dingli Machinery Co. Ltd. (A Shares) | | 15,740 | 87,973 |
Zhejiang Expressway Co. Ltd. (H Shares) | | 862,000 | 710,637 |
Zhejiang Fuchunjiang HP Co. Ltd. (A Shares) | | 178,300 | 120,036 |
Zhejiang HangKe Technology, Inc. Co. (A Shares) | | 13,047 | 85,412 |
Zhejiang Huahai Pharmaceutical Co. Ltd. (A Shares) | | 46,090 | 105,383 |
Zhejiang Huayou Cobalt Co. Ltd. (A Shares) | | 43,550 | 536,130 |
Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. (A Shares) | | 48,100 | 362,861 |
Zhejiang Jiuzhou Pharmaceutical Co. Ltd. (A Shares) | | 26,700 | 188,752 |
Zhejiang Juhua Co. Ltd. (A Shares) | | 102,900 | 175,274 |
Zhejiang Longsheng Group Co. Ltd. (A Shares) | | 105,700 | 160,384 |
Zhejiang NHU Co. Ltd. (A Shares) | | 91,280 | 368,011 |
Zhejiang Sanhua Intelligent Controls Co. Ltd. (A Shares) | | 71,850 | 180,245 |
Zhejiang Semir Garment Co. Ltd. (A Shares) | | 81,000 | 79,396 |
Zhejiang Supor Cookware Co. Ltd. | | 16,400 | 136,001 |
Zhejiang Weiming Enviroment Protection Co. Ltd. (A Shares) | | 40,100 | 147,967 |
Zhejiang Weixing New Building Materials Co. Ltd. (A Shares) | | 67,100 | 191,779 |
Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd. | | 15,000 | 92,583 |
Zhejiang Yongtai Technology Co. Ltd. (A Shares) (a) | | 28,400 | 106,760 |
Zheshang Securities Co. Ltd. | | 172,800 | 238,408 |
ZhongAn Online P & C Insurance Co. Ltd. (H Shares) (a)(b)(c) | | 297,000 | 1,021,187 |
Zhongji Innolight Co. Ltd. (A Shares) | | 25,200 | 116,145 |
Zhongtai Securities Co. Ltd. (A Shares) | | 225,400 | 244,763 |
Zhuzhou CRRC Times Electric Co. Ltd. (H Shares) | | 309,927 | 1,218,408 |
Zhuzhou Hongda Electronics Corp. Ltd. (A Shares) | | 12,800 | 97,453 |
Zhuzhou Kibing Group Co. Ltd. (A Shares) | | 111,700 | 185,429 |
Zibo Qixiang Tengda Chemical Co. Ltd. (A Shares) | | 91,600 | 97,638 |
Zijin Mining Group Co. Ltd.: | | | |
(A Shares) | | 361,900 | 598,676 |
(H Shares) | | 3,710,000 | 5,402,164 |
Zoomlion Heavy Industry Science and Technology Co. Ltd.: | | | |
(A Shares) | | 368,900 | 321,419 |
(H Shares) | | 412,200 | 241,016 |
ZTE Corp.: | | | |
(A Shares) | | 91,500 | 331,186 |
(H Shares) | | 517,000 | 1,085,497 |
|
TOTAL CHINA | | | 473,857,461 |
|
Colombia - 0.1% | | | |
Bancolombia SA | | 162,582 | 1,594,602 |
Ecopetrol SA | | 2,910,103 | 2,357,198 |
Grupo de Inversiones Suramerica SA | | 54,077 | 547,875 |
Interconexion Electrica SA ESP | | 263,142 | 1,446,683 |
|
TOTAL COLOMBIA | | | 5,946,358 |
|
Cyprus - 0.0% | | | |
Ozon Holdings PLC ADR (a)(d) | | 28,218 | 77,096 |
TCS Group Holding PLC unit (d) | | 64,541 | 107,178 |
|
TOTAL CYPRUS | | | 184,274 |
|
Czech Republic - 0.2% | | | |
CEZ A/S (b) | | 95,085 | 4,080,140 |
Komercni Banka A/S | | 43,212 | 1,433,753 |
MONETA Money Bank A/S (c) | | 202,018 | 757,752 |
|
TOTAL CZECH REPUBLIC | | | 6,271,645 |
|
Egypt - 0.1% | | | |
Commercial International Bank SAE | | 952,715 | 2,308,363 |
Eastern Co. SAE | | 623,578 | 363,220 |
Fawry for Banking & Payment Technology Services SAE (a) | | 454,894 | 113,662 |
Fawry for Banking & Payment Technology Services SAE rights 5/11/22 (a) | | 426,303 | 88,535 |
|
TOTAL EGYPT | | | 2,873,780 |
|
Greece - 0.2% | | | |
Alpha Bank SA (a) | | 1,314,823 | 1,480,021 |
Eurobank Ergasias Services and Holdings SA (a) | | 1,511,679 | 1,562,388 |
Ff Group (a)(d) | | 1,944 | 2,461 |
Hellenic Telecommunications Organization SA | | 132,536 | 2,549,735 |
Jumbo SA | | 64,077 | 1,038,552 |
OPAP SA | | 124,402 | 1,843,934 |
Public Power Corp. of Greece (a) | | 120,309 | 963,232 |
|
TOTAL GREECE | | | 9,440,323 |
|
Hong Kong - 1.2% | | | |
Beijing Enterprises Holdings Ltd. | | 272,427 | 920,980 |
BYD Electronic International Co. Ltd. | | 402,000 | 801,327 |
China Everbright International Ltd. | | 2,220,814 | 1,303,558 |
China Jinmao Holdings Group Ltd. | | 3,478,000 | 1,143,062 |
China Merchants Holdings International Co. Ltd. | | 898,880 | 1,569,262 |
China Overseas Land and Investment Ltd. | | 2,238,202 | 6,914,432 |
China Power International Development Ltd. | | 3,276,619 | 1,584,298 |
China Resources Beer Holdings Co. Ltd. | | 842,144 | 4,946,620 |
China Resources Power Holdings Co. Ltd. | | 1,116,940 | 2,100,217 |
China Taiping Insurance Group Ltd. | | 944,055 | 1,079,306 |
China Traditional Chinese Medicine Holdings Co. Ltd. | | 1,630,000 | 794,172 |
CITIC Pacific Ltd. | | 3,374,941 | 3,491,410 |
CSPC Pharmaceutical Group Ltd. | | 5,217,608 | 5,334,202 |
Far East Horizon Ltd. | | 906,000 | 739,005 |
Fosun International Ltd. | | 1,369,954 | 1,443,784 |
Ganfeng Lithium Co. Ltd. (H Shares) (c) | | 149,800 | 1,792,989 |
Guangdong Investment Ltd. | | 1,675,126 | 2,144,735 |
Hua Hong Semiconductor Ltd. (a)(c) | | 291,000 | 1,130,032 |
Jinmao Property Services Co. Ltd. | | 2,334 | 1,712 |
Lenovo Group Ltd. | | 4,185,000 | 4,063,649 |
MMG Ltd. (a) | | 1,768,000 | 745,524 |
Sinotruk Hong Kong Ltd. | | 404,500 | 489,253 |
Sun Art Retail Group Ltd. | | 1,156,500 | 358,993 |
Wharf Holdings Ltd. | | 825,000 | 2,417,169 |
Yuexiu Property Co. Ltd. | | 701,600 | 730,025 |
|
TOTAL HONG KONG | | | 48,039,716 |
|
Hungary - 0.2% | | | |
MOL Hungarian Oil and Gas PLC Series A (For. Reg.) | | 249,014 | 2,124,167 |
OTP Bank PLC | | 132,551 | 3,993,321 |
Richter Gedeon PLC | | 85,904 | 1,713,353 |
|
TOTAL HUNGARY | | | 7,830,841 |
|
India - 13.3% | | | |
ACC Ltd. | | 41,264 | 1,246,731 |
Adani Enterprises Ltd. | | 161,907 | 4,895,565 |
Adani Green Energy Ltd. (a) | | 229,363 | 8,572,758 |
Adani Ports & Special Economic Zone Ltd. | | 307,081 | 3,407,332 |
Adani Total Gas Ltd. (a) | | 161,260 | 5,117,070 |
Adani Transmissions Ltd. (a) | | 161,688 | 5,839,866 |
Ambuja Cements Ltd. | | 393,200 | 1,900,222 |
Apollo Hospitals Enterprise Ltd. | | 58,756 | 3,398,255 |
Asian Paints Ltd. | | 224,788 | 9,463,854 |
Aurobindo Pharma Ltd. | | 178,253 | 1,455,742 |
Avenue Supermarts Ltd. (a)(c) | | 94,445 | 4,832,117 |
Axis Bank Ltd. (a) | | 1,332,049 | 12,541,448 |
Bajaj Auto Ltd. | | 41,574 | 2,015,405 |
Bajaj Finance Ltd. | | 159,204 | 13,707,112 |
Bajaj Finserv Ltd. | | 22,461 | 4,323,636 |
Balkrishna Industries Ltd. | | 52,531 | 1,461,017 |
Bandhan Bank Ltd. (c) | | 380,560 | 1,648,249 |
Berger Paints India Ltd. | | 144,132 | 1,349,776 |
Bharat Electronics Ltd. | | 684,401 | 2,115,679 |
Bharat Forge Ltd. | | 138,784 | 1,260,398 |
Bharat Petroleum Corp. Ltd. | | 516,906 | 2,429,607 |
Bharti Airtel Ltd. (a) | | 1,451,187 | 13,910,672 |
Biocon Ltd. (a) | | 248,093 | 1,188,553 |
Britannia Industries Ltd. | | 63,169 | 2,692,657 |
Cholamandalam Investment and Finance Co. Ltd. | | 239,470 | 2,290,654 |
Cipla Ltd./India (a) | | 282,802 | 3,605,068 |
Coal India Ltd. | | 887,965 | 2,103,073 |
Colgate-Palmolive Ltd. | | 65,689 | 1,415,853 |
Container Corp. of India Ltd. | | 149,561 | 1,251,856 |
Dabur India Ltd. | | 355,324 | 2,569,220 |
Divi's Laboratories Ltd. | | 77,403 | 4,525,535 |
DLF Ltd. | | 369,387 | 1,777,585 |
Dr. Reddy's Laboratories Ltd. | | 67,853 | 3,649,945 |
Eicher Motors Ltd. | | 79,380 | 2,704,719 |
GAIL India Ltd. | | 932,745 | 1,925,957 |
Godrej Consumer Products Ltd. (a) | | 206,148 | 2,088,003 |
Godrej Properties Ltd. (a) | | 75,567 | 1,535,101 |
Grasim Industries Ltd. | | 153,188 | 3,362,037 |
Havells India Ltd. | | 138,868 | 2,364,642 |
HCL Technologies Ltd. | | 637,650 | 8,920,475 |
HDFC Asset Management Co. Ltd. (c) | | 28,928 | 765,047 |
HDFC Standard Life Insurance Co. Ltd. (c) | | 531,991 | 4,028,898 |
Hero Motocorp Ltd. | | 72,001 | 2,336,088 |
Hindalco Industries Ltd. | | 924,246 | 5,747,163 |
Hindustan Petroleum Corp. Ltd. | | 382,693 | 1,343,393 |
Hindustan Unilever Ltd. | | 481,660 | 13,977,092 |
Housing Development Finance Corp. Ltd. | | 1,009,500 | 29,090,838 |
ICICI Bank Ltd. | | 3,015,935 | 28,957,352 |
ICICI Lombard General Insurance Co. Ltd. (c) | | 131,458 | 2,182,452 |
ICICI Prudential Life Insurance Co. Ltd. (c) | | 213,569 | 1,456,689 |
Indian Oil Corp. Ltd. | | 1,102,099 | 1,795,760 |
Indian Railway Catering & Tourism Corp. Ltd. | | 141,660 | 1,361,843 |
Indraprastha Gas Ltd. | | 166,261 | 761,708 |
Indus Towers Ltd. | | 406,109 | 1,102,722 |
Info Edge India Ltd. | | 44,231 | 2,662,155 |
Infosys Ltd. | | 1,976,119 | 40,001,988 |
InterGlobe Aviation Ltd. (a)(c) | | 57,611 | 1,385,760 |
ITC Ltd. | | 1,785,252 | 6,009,770 |
JSW Steel Ltd. | | 495,729 | 4,660,142 |
Jubilant Foodworks Ltd. | | 237,040 | 1,671,900 |
Kotak Mahindra Bank Ltd. (a) | | 325,818 | 7,546,634 |
Larsen & Toubro Infotech Ltd. (c) | | 30,769 | 1,923,744 |
Larsen & Toubro Ltd. | | 406,662 | 8,926,636 |
Lupin Ltd. | | 136,692 | 1,323,259 |
Mahindra & Mahindra Ltd. | | 511,827 | 6,124,414 |
Marico Ltd. | | 299,135 | 2,030,690 |
Maruti Suzuki India Ltd. | | 79,868 | 7,989,595 |
MindTree Consulting Ltd. | | 38,473 | 1,758,374 |
Motherson Sumi Systems Ltd. | | 756,883 | 1,350,315 |
Mphasis BFL Ltd. | | 49,256 | 1,806,538 |
MRF Ltd. | | 1,139 | 1,076,034 |
Muthoot Finance Ltd. | | 69,155 | 1,132,680 |
Nestle India Ltd. | | 19,731 | 4,698,690 |
NTPC Ltd. | | 2,818,612 | 5,714,044 |
Oil & Natural Gas Corp. Ltd. | | 1,467,614 | 3,037,817 |
Page Industries Ltd. | | 3,360 | 1,990,002 |
Petronet LNG Ltd. | | 442,697 | 1,172,020 |
PI Industries Ltd. | | 47,633 | 1,760,186 |
Pidilite Industries Ltd. | | 88,184 | 2,784,115 |
Piramal Enterprises Ltd. | | 71,563 | 2,002,019 |
Power Grid Corp. of India Ltd. | | 1,845,473 | 5,462,186 |
Reliance Industries Ltd. | | 1,675,846 | 60,646,631 |
SBI Cards & Payment Services Ltd. | | 135,516 | 1,459,986 |
SBI Life Insurance Co. Ltd. (c) | | 269,089 | 3,860,169 |
Shree Cement Ltd. | | 6,144 | 2,064,738 |
Shriram Transport Finance Co. Ltd. | | 122,729 | 1,904,098 |
Siemens Ltd. | | 40,139 | 1,181,386 |
SRF Ltd. | | 86,265 | 2,802,166 |
State Bank of India | | 1,050,454 | 6,738,527 |
Sun Pharmaceutical Industries Ltd. | | 492,704 | 5,948,602 |
Tata Consultancy Services Ltd. | | 543,754 | 25,030,434 |
Tata Consumer Products Ltd. | | 347,782 | 3,721,981 |
Tata Motors Ltd. (a) | | 977,917 | 5,527,293 |
Tata Power Co. Ltd./The | | 843,422 | 2,639,424 |
Tata Steel Ltd. | | 424,619 | 6,963,459 |
Tech Mahindra Ltd. | | 370,067 | 6,036,679 |
Titan Co. Ltd. | | 208,943 | 6,659,014 |
Torrent Pharmaceuticals Ltd. | | 30,679 | 1,121,664 |
Trent Ltd. | | 103,507 | 1,643,792 |
Ultratech Cement Ltd. | | 59,039 | 5,078,493 |
United Spirits Ltd. (a) | | 166,297 | 1,862,173 |
UPL Ltd. (a) | | 288,237 | 3,073,793 |
Vedanta Ltd. | | 654,329 | 3,437,812 |
Wipro Ltd. | | 803,343 | 5,271,899 |
Yes Bank Ltd. (a) | | 6,619,861 | 1,170,695 |
Zomato Ltd. (a) | | 997,670 | 924,068 |
|
TOTAL INDIA | | | 546,541,172 |
|
Indonesia - 1.9% | | | |
PT Adaro Energy Tbk | | 8,639,200 | 1,973,841 |
PT Aneka Tambang Tbk | | 4,913,500 | 878,097 |
PT Astra International Tbk | | 11,880,159 | 6,203,124 |
PT Bank Central Asia Tbk | | 32,508,950 | 18,233,347 |
PT Bank Jago Tbk (a) | | 2,426,500 | 1,949,049 |
PT Bank Mandiri (Persero) Tbk | | 10,869,898 | 6,674,499 |
PT Bank Negara Indonesia (Persero) Tbk | | 4,304,700 | 2,719,066 |
PT Bank Rakyat Indonesia (Persero) Tbk | | 39,913,127 | 13,298,541 |
PT Barito Pacific Tbk | | 16,601,500 | 970,057 |
PT Charoen Pokphand Indonesia Tbk | | 4,198,700 | 1,488,509 |
PT Gudang Garam Tbk | | 319,700 | 676,473 |
PT Indah Kiat Pulp & Paper Tbk | | 1,605,300 | 836,654 |
PT Indocement Tunggal Prakarsa Tbk | | 789,600 | 569,046 |
PT Indofood CBP Sukses Makmur Tbk | | 1,282,200 | 674,530 |
PT Indofood Sukses Makmur Tbk | | 2,452,100 | 1,067,031 |
PT Kalbe Farma Tbk | | 11,924,800 | 1,346,317 |
PT Merdeka Copper Gold Tbk (a) | | 7,262,786 | 2,646,763 |
PT Sarana Menara Nusantara Tbk | | 12,603,800 | 877,544 |
PT Semen Gresik (Persero) Tbk | | 1,620,048 | 714,879 |
PT Telkom Indonesia Persero Tbk | | 29,015,565 | 9,237,420 |
PT Tower Bersama Infrastructure Tbk | | 4,775,800 | 991,584 |
PT Unilever Indonesia Tbk | | 4,534,195 | 1,213,641 |
PT United Tractors Tbk | | 954,000 | 1,990,711 |
|
TOTAL INDONESIA | | | 77,230,723 |
|
Isle of Man - 0.0% | | | |
NEPI Rockcastle PLC | | 236,269 | 1,445,615 |
Korea (South) - 11.5% | | | |
Alteogen, Inc. (a) | | 16,307 | 731,498 |
AMOREPACIFIC Corp. | | 18,511 | 2,620,215 |
AMOREPACIFIC Group, Inc. | | 14,829 | 580,288 |
BGF Retail Co. Ltd. | | 4,176 | 594,161 |
Celltrion Healthcare Co. Ltd. | | 50,651 | 2,537,268 |
Celltrion Pharm, Inc. | | 10,310 | 745,349 |
Celltrion, Inc. | | 57,658 | 7,935,987 |
Cheil Worldwide, Inc. | | 42,041 | 834,877 |
CJ CheilJedang Corp. | | 5,023 | 1,571,187 |
CJ Corp. | | 8,565 | 582,061 |
CJ ENM Co. Ltd. | | 6,563 | 655,678 |
CJ Logistics Corp. (a) | | 5,741 | 552,960 |
Coway Co. Ltd. | | 33,655 | 1,874,997 |
Db Insurance Co. Ltd. | | 27,612 | 1,466,817 |
Doosan Bobcat, Inc. | | 29,224 | 944,531 |
Doosan Heavy Industries & Construction Co. Ltd. (a) | | 204,716 | 3,239,742 |
E-Mart, Inc. | | 10,833 | 1,115,019 |
Ecopro BM Co. Ltd. | | 6,356 | 2,335,688 |
F&F Co. Ltd. | | 10,430 | 1,145,339 |
Green Cross Corp. | | 3,505 | 517,486 |
GS Engineering & Construction Corp. | | 38,409 | 1,258,072 |
GS Holdings Corp. | | 27,727 | 952,697 |
Hana Financial Group, Inc. | | 176,476 | 6,517,131 |
Hankook Tire Co. Ltd. | | 44,924 | 1,226,461 |
Hanmi Pharm Co. Ltd. | | 4,134 | 1,015,125 |
Hanon Systems | | 112,177 | 998,528 |
Hanwha Solutions Corp. (a) | | 75,140 | 1,878,522 |
HD Hyundai Co. Ltd. | | 28,388 | 1,296,661 |
HLB, Inc. (a) | | 54,330 | 1,315,348 |
HMM Co. Ltd. | | 156,724 | 3,455,426 |
Hotel Shilla Co. | | 17,400 | 1,101,395 |
HYBE Co. Ltd. (a) | | 9,991 | 1,951,675 |
Hyundai Engineering & Construction Co. Ltd. | | 46,693 | 1,615,713 |
Hyundai Glovis Co. Ltd. | | 11,323 | 1,845,285 |
Hyundai Mobis | | 38,824 | 6,282,576 |
Hyundai Motor Co. | | 83,814 | 12,095,719 |
Hyundai Steel Co. | | 52,259 | 1,766,412 |
Iljin Materials Co. Ltd. | | 14,029 | 956,241 |
Industrial Bank of Korea | | 154,934 | 1,367,401 |
Kakao Corp. | | 182,627 | 12,689,305 |
Kakao Games Corp. (a) | | 18,402 | 856,286 |
KakaoBank Corp.(a) | | 57,310 | 1,884,226 |
Kangwon Land, Inc. (a) | | 49,623 | 1,037,258 |
KB Financial Group, Inc. | | 232,102 | 10,740,915 |
Kia Corp. | | 154,964 | 10,110,081 |
Korea Aerospace Industries Ltd. | | 40,365 | 1,384,369 |
Korea Electric Power Corp. | | 154,694 | 2,807,925 |
Korea Investment Holdings Co. Ltd. | | 24,858 | 1,370,824 |
Korea Shipbuilding & Offshore Engineering Co. Ltd. (a) | | 23,156 | 1,656,892 |
Korea Zinc Co. Ltd. | | 4,958 | 2,251,479 |
Korean Air Lines Co. Ltd. (a) | | 100,276 | 2,350,229 |
KRAFTON, Inc. (a) | | 12,949 | 2,530,257 |
KT&G Corp. | | 70,754 | 4,621,625 |
Kumho Petro Chemical Co. Ltd. | | 11,062 | 1,330,451 |
L&F Co. Ltd. | | 13,258 | 2,231,112 |
LG Chemical Ltd. | | 26,850 | 10,938,349 |
LG Corp. | | 49,877 | 2,865,001 |
LG Display Co. Ltd. | | 135,978 | 1,767,271 |
LG Electronics, Inc. | | 62,347 | 5,616,557 |
LG Energy Solution | | 12,293 | 3,994,696 |
LG Household & Health Care Ltd. | | 5,597 | 3,987,148 |
LG Innotek Co. Ltd. | | 8,315 | 2,244,179 |
LG Uplus Corp. | | 122,435 | 1,345,371 |
Lotte Chemical Corp. | | 10,354 | 1,589,554 |
Lotte Shopping Co. Ltd. | | 6,706 | 494,113 |
Meritz Financial Holdings Co. | | 19,802 | 590,022 |
Meritz Fire & Marine Insurance Co. Ltd. | | 24,944 | 868,076 |
Meritz Securities Co. Ltd. | | 180,246 | 926,865 |
Mirae Asset Securities Co. Ltd. | | 168,578 | 1,060,699 |
NAVER Corp. | | 72,132 | 15,982,607 |
NCSOFT Corp. | | 9,668 | 3,184,692 |
Netmarble Corp. (c) | | 13,297 | 994,197 |
NH Investment & Securities Co. Ltd. | | 86,208 | 731,846 |
Orion Corp./Republic of Korea | | 13,315 | 987,148 |
Pan Ocean Co., Ltd. (Korea) | | 141,769 | 737,146 |
Pearl Abyss Corp. (a) | | 18,238 | 966,094 |
POSCO | | 43,610 | 9,904,379 |
POSCO Chemtech Co. Ltd. | | 18,549 | 1,949,131 |
S-Oil Corp. | | 26,028 | 2,118,231 |
S1 Corp. | | 8,435 | 457,142 |
Samsung Biologics Co. Ltd. (a)(c) | | 10,935 | 7,174,249 |
Samsung C&T Corp. | | 48,921 | 4,402,556 |
Samsung Electro-Mechanics Co. Ltd. | | 32,689 | 4,208,608 |
Samsung Electronics Co. Ltd. | | 2,796,289 | 148,231,746 |
Samsung Engineering Co. Ltd. (a) | | 91,274 | 1,852,363 |
Samsung Fire & Marine Insurance Co. Ltd. | | 18,515 | 3,052,692 |
Samsung Heavy Industries Co. Ltd. (a) | | 395,201 | 1,876,385 |
Samsung Life Insurance Co. Ltd. | | 41,473 | 2,120,691 |
Samsung SDI Co. Ltd. | | 32,288 | 15,298,746 |
Samsung SDS Co. Ltd. | | 20,115 | 2,331,652 |
Samsung Securities Co. Ltd. | | 37,141 | 1,153,814 |
SD Biosensor, Inc. | | 22,158 | 788,472 |
Seegene, Inc. | | 21,592 | 681,029 |
Shinhan Financial Group Co. Ltd. | | 258,086 | 8,529,210 |
SK Biopharmaceuticals Co. Ltd. (a) | | 16,757 | 1,204,112 |
SK Bioscience Co. Ltd. (a) | | 13,281 | 1,396,032 |
SK Chemicals Co. Ltd. | | 6,875 | 682,066 |
SK Hynix, Inc. | | 320,523 | 27,937,465 |
SK IE Technology Co. Ltd. (a)(c) | | 15,114 | 1,480,864 |
SK Innovation Co., Ltd. | | 29,678 | 4,698,318 |
SK Square Co. Ltd. (a) | | 57,524 | 2,363,383 |
SK Telecom Co. Ltd. | | 15,628 | 701,202 |
SK, Inc. | | 24,580 | 5,132,937 |
SKC Co. Ltd. | | 12,589 | 1,463,548 |
Woori Financial Group, Inc. | | 299,466 | 3,450,990 |
Yuhan Corp. | | 28,816 | 1,380,817 |
|
TOTAL KOREA (SOUTH) | | | 471,225,231 |
|
Kuwait - 0.8% | | | |
Agility Public Warehousing Co. KSC | | 747,157 | 3,047,133 |
Boubyan Bank KSC | | 680,488 | 2,178,006 |
Kuwait Finance House KSCP | | 3,010,353 | 9,674,381 |
Mabanee Co. SAKC | | 381,716 | 1,039,911 |
Mobile Telecommunication Co. | | 1,239,899 | 2,754,882 |
National Bank of Kuwait | | 4,229,607 | 14,517,281 |
|
TOTAL KUWAIT | | | 33,211,594 |
|
Luxembourg - 0.1% | | | |
Allegro.eu SA (a)(c) | | 212,256 | 1,091,736 |
Reinet Investments SCA | | 77,139 | 1,564,593 |
|
TOTAL LUXEMBOURG | | | 2,656,329 |
|
Malaysia - 1.5% | | | |
AMMB Holdings Bhd (a) | | 1,073,100 | 906,221 |
Axiata Group Bhd | | 1,652,498 | 1,328,180 |
CIMB Group Holdings Bhd | | 3,866,042 | 4,608,183 |
Dialog Group Bhd | | 2,168,465 | 1,240,032 |
DiGi.com Bhd | | 1,868,800 | 1,634,042 |
Fraser & Neave Holdings Bhd | | 75,500 | 397,909 |
Genting Bhd | | 1,306,000 | 1,382,212 |
Genting Malaysia Bhd | | 1,776,440 | 1,234,841 |
Hap Seng Consolidated Bhd | | 370,800 | 626,061 |
Hartalega Holdings Bhd | | 1,044,000 | 1,038,269 |
Hong Leong Bank Bhd | | 386,900 | 1,856,844 |
Hong Leong Credit Bhd | | 132,700 | 589,552 |
IHH Healthcare Bhd | | 1,022,487 | 1,542,247 |
Inari Amertron Bhd | | 1,622,900 | 1,040,100 |
IOI Corp. Bhd | | 1,479,000 | 1,561,139 |
Kuala Lumpur Kepong Bhd | | 260,828 | 1,768,266 |
Malayan Banking Bhd | | 2,789,163 | 5,800,955 |
Malaysia Airports Holdings Bhd (a) | | 664,800 | 1,045,009 |
Maxis Bhd | | 1,405,100 | 1,221,456 |
MISC Bhd | | 706,000 | 1,263,084 |
Nestle (Malaysia) Bhd | | 39,500 | 1,207,322 |
Petronas Chemicals Group Bhd | | 1,379,400 | 3,230,902 |
Petronas Dagangan Bhd | | 181,026 | 901,093 |
Petronas Gas Bhd | | 469,700 | 1,829,671 |
PPB Group Bhd | | 384,240 | 1,492,046 |
Press Metal Bhd | | 1,947,900 | 2,670,413 |
Public Bank Bhd | | 8,480,885 | 9,115,658 |
QL Resources Bhd | | 662,400 | 765,064 |
RHB Bank Bhd | | 1,114,443 | 1,596,644 |
Sime Darby Bhd | | 1,623,749 | 867,916 |
Sime Darby Plantation Bhd | | 1,043,896 | 1,252,433 |
Telekom Malaysia Bhd | | 667,800 | 762,429 |
Tenaga Nasional Bhd | | 1,380,772 | 2,865,575 |
Top Glove Corp. Bhd | | 3,240,600 | 1,230,527 |
Westports Holdings Bhd | | 616,000 | 548,572 |
|
TOTAL MALAYSIA | | | 62,420,867 |
|
Mexico - 2.2% | | | |
Alfa SA de CV Series A | | 1,769,600 | 1,185,428 |
America Movil S.A.B. de CV Series L | | 17,975,447 | 17,494,052 |
Arca Continental S.A.B. de CV | | 240,000 | 1,522,927 |
Becle S.A.B. de CV | | 273,200 | 681,042 |
CEMEX S.A.B. de CV unit (a) | | 8,833,586 | 3,887,271 |
Coca-Cola FEMSA S.A.B. de CV unit | | 282,914 | 1,542,638 |
Fibra Uno Administracion SA de CV | | 1,887,783 | 2,070,349 |
Fomento Economico Mexicano S.A.B. de CV unit | | 1,129,891 | 8,495,846 |
Gruma S.A.B. de CV Series B | | 126,125 | 1,498,123 |
Grupo Aeroportuario del Pacifico S.A.B. de CV Series B | | 213,027 | 3,278,214 |
Grupo Aeroportuario del Sureste S.A.B. de CV Series B | | 120,450 | 2,628,810 |
Grupo Bimbo S.A.B. de CV Series A | | 942,370 | 2,904,715 |
Grupo Carso SA de CV Series A1 | | 261,000 | 852,584 |
Grupo Financiero Banorte S.A.B. de CV Series O | | 1,522,281 | 10,049,076 |
Grupo Financiero Inbursa S.A.B. de CV Series O (a) | | 1,321,600 | 2,240,176 |
Grupo Mexico SA de CV Series B | | 1,829,054 | 8,561,548 |
Grupo Televisa SA de CV | | 1,444,693 | 2,681,742 |
Industrias Penoles SA de CV (b) | | 83,220 | 916,393 |
Kimberly-Clark de Mexico SA de CV Series A | | 875,827 | 1,222,763 |
Megacable Holdings S.A.B. de CV unit | | 174,600 | 497,366 |
Operadora de Sites Mexicanos, SA de CV | | 777,000 | 948,856 |
Orbia Advance Corp. S.A.B. de CV | | 620,020 | 1,491,828 |
Promotora y Operadora de Infraestructura S.A.B. de CV | | 125,850 | 917,426 |
Wal-Mart de Mexico SA de CV Series V | | 3,061,656 | 10,826,408 |
|
TOTAL MEXICO | | | 88,395,581 |
|
Netherlands - 0.0% | | | |
X5 Retail Group NV GDR (d) | | 66,442 | 20,442 |
Yandex NV Class A (a)(d) | | 158,365 | 771,072 |
|
TOTAL NETHERLANDS | | | 791,514 |
|
Peru - 0.0% | | | |
Compania de Minas Buenaventura SA sponsored ADR | | 130,050 | 1,227,672 |
Philippines - 0.7% | | | |
Aboitiz Equity Ventures, Inc. | | 1,158,040 | 1,122,161 |
AC Energy Corp. | | 4,451,500 | 611,459 |
Ayala Corp. | | 167,506 | 2,353,102 |
Ayala Land, Inc. | | 4,681,913 | 2,853,050 |
Bank of the Philippine Islands (BPI) | | 1,007,888 | 1,825,256 |
BDO Unibank, Inc. | | 1,132,181 | 2,793,149 |
Globe Telecom, Inc. | | 15,740 | 683,187 |
GT Capital Holdings, Inc. | | 56,537 | 541,788 |
International Container Terminal Services, Inc. | | 612,630 | 2,511,365 |
JG Summit Holdings, Inc. | | 1,790,433 | 1,901,559 |
Jollibee Food Corp. | | 271,823 | 1,114,825 |
Manila Electric Co. | | 137,440 | 923,707 |
Metro Pacific Investments Corp. | | 7,213,200 | 520,849 |
Metropolitan Bank & Trust Co. | | 1,086,532 | 1,056,330 |
Monde Nissin Corp. (c) | | 2,729,700 | 666,755 |
PLDT, Inc. | | 45,830 | 1,628,087 |
SM Investments Corp. | | 144,720 | 2,347,592 |
SM Prime Holdings, Inc. | | 5,898,800 | 3,925,467 |
Universal Robina Corp. | | 483,328 | 943,970 |
|
TOTAL PHILIPPINES | | | 30,323,658 |
|
Poland - 0.6% | | | |
Bank Polska Kasa Opieki SA | | 107,510 | 2,362,561 |
CD Projekt RED SA | | 41,321 | 1,118,349 |
Cyfrowy Polsat SA | | 149,197 | 812,423 |
Dino Polska SA (a)(c) | | 28,272 | 1,828,967 |
KGHM Polska Miedz SA (Bearer) | | 82,038 | 2,653,783 |
LPP SA | | 666 | 1,407,378 |
mBank SA (a) | | 8,658 | 579,495 |
Orange Polska SA | | 392,868 | 600,499 |
PGE Polska Grupa Energetyczna SA (a) | | 490,933 | 1,091,803 |
Polish Oil & Gas Co. SA | | 1,003,110 | 1,405,425 |
Polski Koncern Naftowy Orlen SA | | 173,786 | 2,936,018 |
Powszechna Kasa Oszczednosci Bank SA (a) | | 512,906 | 3,785,526 |
Powszechny Zaklad Ubezpieczen SA | | 354,487 | 2,450,833 |
Santander Bank Polska SA | | 20,797 | 1,266,479 |
|
TOTAL POLAND | | | 24,299,539 |
|
Qatar - 1.0% | | | |
Barwa Real Estate Co. (a) | | 1,088,505 | 1,014,752 |
Industries Qatar QSC (a) | | 883,996 | 4,565,927 |
Masraf al Rayan (a) | | 2,637,504 | 3,903,658 |
Mesaieed Petrochemical Holding Co. (a) | | 2,539,073 | 1,805,780 |
Ooredoo QSC | | 443,007 | 911,012 |
Qatar Electricity & Water Co. | | 270,737 | 1,271,258 |
Qatar Fuel Co. (a) | | 271,627 | 1,367,179 |
Qatar Gas Transport Co. Ltd. (Nakilat) (a) | | 1,412,746 | 1,326,722 |
Qatar International Islamic Bank QSC (a) | | 400,387 | 1,269,848 |
Qatar Islamic Bank (a) | | 673,928 | 4,532,024 |
Qatar National Bank SAQ (a) | | 2,657,846 | 16,968,468 |
The Commercial Bank of Qatar (a) | | 1,149,552 | 2,427,104 |
|
TOTAL QATAR | | | 41,363,732 |
|
Russia - 0.1% | | | |
Alrosa Co. Ltd. (d) | | 1,399,461 | 303,625 |
Gazprom OAO (d) | | 6,384,126 | 871,196 |
Inter Rao Ues JSC (d) | | 20,040,158 | 144,087 |
LUKOIL PJSC (d) | | 224,329 | 90,551 |
Magnit OJSC GDR (Reg. S) (d) | | 193,190 | 941 |
MMC Norilsk Nickel PJSC (d) | | 34,221 | 296,803 |
Mobile TeleSystems OJSC sponsored ADR (d) | | 247,296 | 246,304 |
Moscow Exchange MICEX-RTS OAO (d) | | 808,717 | 202,736 |
Novatek PJSC GDR (Reg. S) (d) | | 49,200 | 12,569 |
Novolipetsk Steel OJSC (d) | | 812,466 | 10,172 |
PhosAgro OJSC GDR (Reg. S) (d) | | 73,798 | 1,514 |
Polyus PJSC (d) | | 18,462 | 56,619 |
Rosneft Oil Co. OJSC (d) | | 635,841 | 138,676 |
Sberbank of Russia (d) | | 5,823,145 | 46,691 |
Severstal PAO (d) | | 113,908 | 3,317 |
Surgutneftegas OJSC (d) | | 4,033,562 | 64,367 |
Tatneft PAO (d) | | 770,244 | 124,937 |
United Co. RUSAL International PJSC (a)(d) | | 1,646,280 | 258,744 |
VTB Bank OJSC (d) | | 1,801,039,946 | 89,736 |
|
TOTAL RUSSIA | | | 2,963,585 |
|
Saudi Arabia - 4.6% | | | |
Abdullah Al Othaim Markets Co. | | 23,053 | 687,140 |
Advanced Polypropylene Co. | | 74,397 | 1,330,926 |
Al Rajhi Bank | | 720,102 | 33,904,771 |
Alinma Bank | | 575,273 | 6,357,328 |
Almarai Co. Ltd. | | 149,410 | 2,071,377 |
Arab National Bank | | 359,567 | 3,374,416 |
Bank Al-Jazira | | 239,122 | 2,017,759 |
Bank Albilad | | 286,769 | 3,960,391 |
Banque Saudi Fransi | | 346,555 | 5,007,807 |
Bupa Arabia for Cooperative Insurance Co. (a) | | 35,943 | 1,592,654 |
Dar Al Arkan Real Estate Development Co. (a) | | 331,321 | 955,768 |
Dr Sulaiman Al Habib Medical Services Group Co. | | 30,644 | 1,633,998 |
Emaar The Economic City (a) | | 240,126 | 701,659 |
Etihad Etisalat Co. | | 226,249 | 2,608,849 |
Jarir Marketing Co. | | 32,772 | 1,677,569 |
Mobile Telecommunications Co. Saudi Arabia (a) | | 233,671 | 868,448 |
Mouwasat Medical Services Co. | | 28,775 | 1,848,879 |
National Industrialization Co. (a) | | 195,548 | 1,076,067 |
Rabigh Refining & Petrochemical Co. (a) | | 129,620 | 995,269 |
Riyad Bank | | 793,482 | 8,631,243 |
Sabic Agriculture-Nutrients Co. | | 125,707 | 5,449,493 |
Sahara International Petrochemical Co. | | 210,848 | 3,221,070 |
Saudi Arabian Mining Co. (a) | | 253,771 | 9,336,781 |
Saudi Arabian Oil Co. (c) | | 1,295,051 | 15,502,770 |
Saudi Basic Industries Corp. | | 529,335 | 18,487,492 |
Saudi Electricity Co. | | 491,114 | 3,541,813 |
Saudi Industrial Investment Group | | 220,696 | 1,941,711 |
Saudi Kayan Petrochemical Co. (a) | | 442,815 | 2,228,950 |
Saudi Research & Marketing Group (a) | | 21,806 | 1,537,140 |
Saudi Telecom Co. | | 352,665 | 10,906,777 |
The Co. for Cooperative Insurance | | 36,991 | 680,489 |
The Saudi British Bank | | 482,565 | 5,770,246 |
The Saudi National Bank | | 1,290,275 | 27,175,996 |
The Savola Group | | 156,460 | 1,489,182 |
Yanbu National Petrochemical Co. | | 146,848 | 2,392,133 |
|
TOTAL SAUDI ARABIA | | | 190,964,361 |
|
Singapore - 0.0% | | | |
BOC Aviation Ltd. Class A (c) | | 125,900 | 987,606 |
South Africa - 3.6% | | | |
Absa Group Ltd. (b) | | 473,460 | 5,115,057 |
African Rainbow Minerals Ltd. | | 67,399 | 1,108,749 |
Anglo American Platinum Ltd. | | 31,301 | 3,460,105 |
AngloGold Ashanti Ltd. | | 245,314 | 5,023,553 |
Aspen Pharmacare Holdings Ltd. | | 233,864 | 2,502,324 |
Bid Corp. Ltd. | | 193,748 | 4,068,711 |
Bidvest Group Ltd./The | | 173,009 | 2,371,713 |
Capitec Bank Holdings Ltd. | | 47,609 | 6,645,728 |
Clicks Group Ltd. | | 139,761 | 2,728,700 |
Discovery Ltd. (a) | | 305,755 | 2,935,749 |
Exxaro Resources Ltd. | | 147,978 | 2,114,633 |
FirstRand Ltd. | | 2,970,583 | 12,793,355 |
Gold Fields Ltd. | | 521,771 | 7,069,775 |
Growthpoint Properties Ltd. | | 2,051,241 | 1,819,333 |
Harmony Gold Mining Co. Ltd. (b) | | 335,301 | 1,366,952 |
Impala Platinum Holdings Ltd. | | 480,288 | 6,212,726 |
Kumba Iron Ore Ltd. | | 38,823 | 1,288,866 |
Mr Price Group Ltd. | | 146,522 | 1,985,981 |
MTN Group Ltd. | | 996,314 | 10,566,902 |
MultiChoice Group Ltd. | | 226,196 | 1,845,237 |
Naspers Ltd. Class N | | 128,712 | 12,981,373 |
Nedbank Group Ltd. | | 269,098 | 3,757,786 |
Northam Platinum Holdings Ltd. (a) | | 198,013 | 2,360,185 |
Old Mutual Ltd. (b) | | 2,812,734 | 2,256,515 |
Pepkor Holdings Ltd. (c) | | 732,920 | 986,136 |
Remgro Ltd. | | 315,587 | 2,834,835 |
Sanlam Ltd. | | 1,130,907 | 4,684,832 |
Sasol Ltd. (a) | | 332,680 | 8,149,634 |
Shoprite Holdings Ltd. | | 292,664 | 4,227,249 |
Sibanye-Stillwater Ltd. | | 1,567,612 | 5,423,394 |
Spar Group Ltd./The | | 107,630 | 1,128,981 |
Standard Bank Group Ltd. (b) | | 789,577 | 8,367,548 |
Tiger Brands Ltd. | | 101,961 | 992,720 |
Vodacom Group Ltd. | | 375,813 | 3,609,597 |
Woolworths Holdings Ltd. | | 576,819 | 2,159,347 |
|
TOTAL SOUTH AFRICA | | | 146,944,281 |
|
Taiwan - 14.7% | | | |
Accton Technology Corp. | | 295,000 | 2,302,251 |
Acer, Inc. | | 1,644,000 | 1,526,086 |
Advantech Co. Ltd. | | 224,066 | 2,786,848 |
ASE Technology Holding Co. Ltd. | | 1,924,592 | 6,143,587 |
Asia Cement Corp. | | 1,324,000 | 2,152,744 |
ASMedia Technology, Inc. | | 17,000 | 800,552 |
ASUSTeK Computer, Inc. | | 411,502 | 4,952,450 |
AU Optronics Corp. | | 4,795,000 | 2,740,385 |
Catcher Technology Co. Ltd. | | 398,095 | 1,949,087 |
Cathay Financial Holding Co. Ltd. | | 4,663,809 | 9,811,443 |
Chang Hwa Commercial Bank | | 2,494,584 | 1,560,427 |
Cheng Shin Rubber Industry Co. Ltd. | | 1,070,000 | 1,206,549 |
China Development Financial Ho | | 9,046,624 | 5,458,554 |
China Steel Corp. | | 6,945,289 | 8,418,022 |
Chunghwa Telecom Co. Ltd. | | 2,231,129 | 9,896,065 |
Compal Electronics, Inc. | | 2,422,000 | 1,818,440 |
CTBC Financial Holding Co. Ltd. | | 10,867,778 | 10,695,741 |
Delta Electronics, Inc. | | 1,144,717 | 9,560,976 |
E Ink Holdings, Inc. | | 502,000 | 2,871,700 |
E.SUN Financial Holdings Co. Ltd. | | 7,036,486 | 8,041,036 |
ECLAT Textile Co. Ltd. | | 116,129 | 1,906,573 |
eMemory Technology, Inc. | | 38,000 | 1,597,918 |
Evergreen Marine Corp. (Taiwan) | | 1,486,735 | 7,150,643 |
Far Eastern New Century Corp. | | 1,750,000 | 1,774,991 |
Far EasTone Telecommunications Co. Ltd. | | 917,348 | 2,578,960 |
Feng Tay Enterprise Co. Ltd. | | 267,390 | 1,722,448 |
First Financial Holding Co. Ltd. | | 6,061,952 | 5,696,105 |
Formosa Chemicals & Fibre Corp. | | 2,054,149 | 5,535,251 |
Formosa Petrochemical Corp. | | 654,347 | 2,019,320 |
Formosa Plastics Corp. | | 2,237,085 | 7,957,391 |
Foxconn Technology Co. Ltd. | | 518,710 | 1,028,401 |
Fubon Financial Holding Co. Ltd. | | 4,464,346 | 11,215,881 |
Giant Manufacturing Co. Ltd. | | 170,000 | 1,422,078 |
GlobalWafers Co. Ltd. | | 127,000 | 2,214,543 |
HIWIN Technologies Corp. | | 162,716 | 1,205,617 |
Hon Hai Precision Industry Co. Ltd. (Foxconn) | | 7,343,465 | 25,173,397 |
Hotai Motor Co. Ltd. | | 173,000 | 3,375,561 |
Hua Nan Financial Holdings Co. Ltd. | | 5,000,889 | 4,001,722 |
Innolux Corp. | | 5,571,000 | 2,538,258 |
Inventec Corp. | | 1,529,000 | 1,306,944 |
Largan Precision Co. Ltd. | | 59,451 | 3,375,588 |
Lite-On Technology Corp. | | 1,231,044 | 2,698,734 |
MediaTek, Inc. | | 891,615 | 24,593,808 |
Mega Financial Holding Co. Ltd. | | 6,385,289 | 8,981,510 |
Micro-Star International Co. Ltd. | | 389,000 | 1,571,695 |
momo.com, Inc. | | 29,000 | 765,947 |
Nan Ya Plastics Corp. | | 3,025,358 | 8,843,784 |
Nan Ya Printed Circuit Board Corp. | | 137,000 | 1,820,716 |
Nanya Technology Corp. | | 711,000 | 1,556,701 |
Nien Made Enterprise Co. Ltd. | | 99,000 | 1,043,287 |
Novatek Microelectronics Corp. | | 336,000 | 4,447,289 |
Oneness Biotech Co. Ltd. (a) | | 139,000 | 911,379 |
Pegatron Corp. | | 1,166,000 | 2,763,953 |
Pou Chen Corp. | | 1,414,391 | 1,475,812 |
President Chain Store Corp. | | 326,000 | 3,018,049 |
Quanta Computer, Inc. | | 1,587,000 | 4,472,302 |
Realtek Semiconductor Corp. | | 265,000 | 3,597,936 |
Ruentex Development Co. Ltd. | | 704,960 | 1,846,107 |
Shin Kong Financial Holding Co. Ltd. | | 7,186,732 | 2,377,717 |
Sinopac Financial Holdings Co. | | 5,913,302 | 3,643,588 |
Synnex Technology International Corp. | | 805,700 | 2,098,167 |
Taishin Financial Holdings Co. Ltd. | | 6,005,665 | 3,930,576 |
Taiwan Cement Corp. | | 3,044,537 | 4,728,905 |
Taiwan Cooperative Financial Holding Co. Ltd. | | 5,576,589 | 5,365,590 |
Taiwan High Speed Rail Corp. | | 1,193,000 | 1,130,872 |
Taiwan Mobile Co. Ltd. | | 996,000 | 3,661,240 |
Taiwan Semiconductor Manufacturing Co. Ltd. | | 14,465,740 | 261,725,547 |
The Shanghai Commercial & Savings Bank Ltd. | | 2,082,420 | 3,437,204 |
Unified-President Enterprises Corp. | | 2,841,332 | 6,577,445 |
Unimicron Technology Corp. | | 707,000 | 4,961,768 |
United Microelectronics Corp. | | 6,945,000 | 11,038,931 |
Vanguard International Semiconductor Corp. | | 522,000 | 1,837,706 |
Voltronic Power Technology Corp. | | 35,000 | 1,532,139 |
Wan Hai Lines Ltd. | | 354,100 | 1,717,365 |
Win Semiconductors Corp. | | 203,000 | 1,322,028 |
Winbond Electronics Corp. | | 1,721,000 | 1,554,629 |
Wiwynn Corp. | | 47,629 | 1,629,617 |
WPG Holding Co. Ltd. | | 934,880 | 1,716,031 |
Yageo Corp. | | 255,321 | 3,448,133 |
Yang Ming Marine Transport Corp. (a) | | 1,016,000 | 4,241,046 |
Yuanta Financial Holding Co. Ltd. | | 5,680,215 | 5,002,488 |
|
TOTAL TAIWAN | | | 602,578,274 |
|
Thailand - 1.8% | | | |
Advanced Info Service PCL (For. Reg.) | | 570,900 | 3,572,459 |
Advanced Information Service PCL NVDR | | 124,100 | 776,567 |
Airports of Thailand PCL: | | | |
(For. Reg.) (a) | | 1,983,100 | 3,835,640 |
NVDR (a) | | 405,100 | 783,530 |
Asset World Corp. PCL: | | | |
(For. Reg.) | | 506,300 | 70,897 |
NVDR | | 4,400,900 | 616,260 |
B. Grimm Power PCL: | | | |
(For. Reg.) | | 116,200 | 109,686 |
NVDR | | 222,400 | 209,933 |
Bangkok Commercial Asset Management PCL: | | | |
(For. Reg.) | | 225,900 | 126,084 |
NVDR | | 892,800 | 498,310 |
Bangkok Dusit Medical Services PCL: | | | |
(For. Reg.) | | 4,563,800 | 3,419,172 |
NVDR | | 1,177,700 | 882,326 |
Bangkok Expressway and Metro PCL: | | | |
(For. Reg.) | | 2,875,600 | 689,489 |
NVDR | | 1,162,300 | 278,687 |
Berli Jucker PCL: | | | |
unit | | 590,700 | 588,764 |
(For. Reg.) | | 130,200 | 129,773 |
BTS Group Holdings PCL: | | | |
(For. Reg.) | | 3,862,400 | 999,574 |
NVDR | | 280,900 | 73,511 |
Bumrungrad Hospital PCL: | | | |
NVDR | | 93,400 | 435,572 |
(For. Reg.) | | 187,600 | 874,874 |
Carabao Group PCL NVDR | | 188,100 | 598,552 |
Central Pattana PCL: | | | |
(For. Reg.) | | 734,400 | 1,288,962 |
NVDR | | 499,000 | 875,806 |
Central Retail Corp. PCL: | | | |
(For. Reg.) | | 1,001,524 | 1,145,484 |
NVDR | | 22,200 | 25,391 |
Charoen Pokphand Foods PCL: | | | |
(For. Reg.) | | 1,664,900 | 1,170,354 |
(NVDR) | | 682,600 | 479,839 |
CP ALL PCL: | | | |
(For. Reg.) | | 2,405,200 | 4,538,829 |
NVDR | | 1,183,000 | 2,232,427 |
Delta Electronics PCL NVDR | | 150,900 | 1,581,435 |
Electricity Generating PCL: | | | |
(For. Reg.) | | 53,000 | 256,655 |
NVDR | | 107,400 | 520,089 |
Energy Absolute PCL: | | | |
(For. Reg.) | | 479,600 | 1,224,580 |
NVDR | | 391,900 | 1,006,338 |
Global Power Synergy Public Co. Ltd.: | | | |
(For. Reg.) | | 141,400 | 272,770 |
NVDR | | 292,700 | 564,638 |
Gulf Energy Development PCL: | | | |
(For. Reg.) | | 1,364,300 | 1,926,236 |
NVDR | | 191,100 | 269,811 |
Home Product Center PCL: | | | |
(For. Reg.) | | 1,192,800 | 519,042 |
NVDR | | 2,354,200 | 1,024,420 |
Indorama Ventures PCL NVDR | | 1,028,300 | 1,347,767 |
Intouch Holdings PCL: | | | |
(For. Reg.) | | 486,500 | 991,211 |
NVDR | | 157,500 | 320,896 |
Krung Thai Bank PCL: | | | |
(For. Reg.) | | 1,776,300 | 783,786 |
NVDR | | 435,700 | 192,251 |
Krungthai Card PCL: | | | |
(For. Reg.) | | 304,700 | 509,810 |
NVDR | | 204,400 | 341,993 |
Land & House PCL: | | | |
NVDR | | 1,959,000 | 544,917 |
(For. Reg.) | | 3,232,200 | 899,071 |
Minor International PCL: | | | |
unit (a) | | 506,600 | 512,413 |
(For. Reg.) (a) | | 1,428,526 | 1,444,918 |
Muangthai Leasing PCL: | | | |
(For. Reg.) | | 23,201 | 31,092 |
NVDR | | 390,400 | 523,186 |
Osotspa PCL: | | | |
(For. Reg.) | | 12,900 | 13,094 |
NVDR | | 645,300 | 654,989 |
PTT Exploration and Production PCL: | | | |
(For. Reg.) | | 537,800 | 2,355,160 |
NVDR | | 307,200 | 1,345,305 |
PTT Global Chemical PCL: | | | |
(For. Reg.) | | 809,000 | 1,173,930 |
NVDR | | 501,400 | 727,575 |
PTT Oil & Retail Business PCL NVDR | | 1,877,300 | 1,364,046 |
PTT PCL: | | | |
(For. Reg.) | | 4,367,600 | 4,750,986 |
NVDR | | 1,524,800 | 1,658,646 |
Ratch Group PCL: | | | |
unit | | 427,400 | 548,644 |
(For. Reg.) | | 62,300 | 79,973 |
Robinsons Department Store PCL (For. Reg.) (a) | | 55,100 | 100,701 |
SCB X PCL: | | | |
(For. Reg.) | | 204,200 | 675,256 |
NVDR unit | | 35,650 | 117,889 |
SCG Packaging PCL NVDR | | 773,800 | 1,240,863 |
Siam Cement PCL: | | | |
(For. Reg.) | | 342,400 | 3,683,324 |
NVDR | | 116,400 | 1,252,158 |
Siam Commercial Bank PCL: | | | |
(For. Reg.) | | 204,200 | 686,236 |
(NVDR) | | 35,650 | 119,806 |
Sri Trang Gloves Thailand PCL: | | | |
(For. Reg.) | | 92,700 | 64,774 |
NVDR | | 557,700 | 395,057 |
Srisawad Corp. PCL: | | | |
warrants 8/29/25 (a) | | 16,016 | 3,339 |
(For. Reg.) | | 94,600 | 146,213 |
NVDR | | 387,800 | 603,083 |
Thai Oil PCL: | | | |
(For. Reg.) | | 443,500 | 726,302 |
NVDR | | 235,300 | 385,341 |
Thai Union Frozen Products PCL: | | | |
(For. Reg.) | | 275,800 | 135,756 |
NVDR | | 1,499,600 | 738,144 |
True Corp. PCL: | | | |
(For. Reg.) | | 4,958,137 | 694,951 |
NVDR | | 1,690,300 | 236,919 |
|
TOTAL THAILAND | | | 75,614,537 |
|
Turkey - 0.3% | | | |
Akbank TAS | | 1,889,043 | 1,134,832 |
Aselsan A/S | | 395,111 | 651,943 |
Bim Birlesik Magazalar A/S JSC | | 251,888 | 1,417,355 |
Eregli Demir ve Celik Fabrikalari T.A.S. | | 828,512 | 1,872,602 |
Ford Otomotiv Sanayi A/S | | 41,795 | 841,347 |
Koc Holding A/S | | 464,946 | 1,258,790 |
Turk Sise ve Cam Fabrikalari A/S | | 782,667 | 955,124 |
Turkcell Iletisim Hizmet A/S | | 687,274 | 1,001,641 |
Turkiye Garanti Bankasi A/S | | 1,382,332 | 1,394,598 |
Turkiye Is Bankasi A/S Series C | | 954,618 | 676,991 |
Turkiye Petrol Rafinerileri A/S (a) | | 75,809 | 1,195,728 |
|
TOTAL TURKEY | | | 12,400,951 |
|
United Arab Emirates - 1.5% | | | |
Abu Dhabi Commercial Bank PJSC | | 1,634,276 | 4,529,459 |
Abu Dhabi Islamic Bank | | 874,576 | 2,090,572 |
Abu Dhabi National Oil Co. for Distribution PJSC | | 1,362,738 | 1,532,271 |
Aldar Properties PJSC (a) | | 2,229,831 | 3,429,996 |
Dubai Islamic Bank Pakistan Ltd. (a) | | 1,726,459 | 3,031,720 |
Emaar Properties PJSC (a) | | 2,347,847 | 4,078,154 |
Emirates NBD Bank PJSC (a) | | 1,482,928 | 6,156,914 |
Emirates Telecommunications Corp. | | 2,043,615 | 19,473,333 |
First Abu Dhabi Bank PJSC | | 2,597,013 | 15,866,098 |
|
TOTAL UNITED ARAB EMIRATES | | | 60,188,517 |
|
United States of America - 0.6% | | | |
360 DigiTech, Inc. ADR | | 52,324 | 755,035 |
Dada Nexus Ltd. ADR (a) | | 38,612 | 294,610 |
DiDi Global, Inc. ADR | | 104,609 | 196,665 |
Legend Biotech Corp. ADR (a) | | 27,535 | 1,105,530 |
Li Auto, Inc. ADR (a) | | 325,952 | 7,311,103 |
Southern Copper Corp. | | 49,998 | 3,113,375 |
Yum China Holdings, Inc. | | 250,519 | 10,471,694 |
|
TOTAL UNITED STATES OF AMERICA | | | 23,248,012 |
|
TOTAL COMMON STOCKS | | | |
(Cost $3,257,574,065) | | | 3,916,165,798 |
|
Nonconvertible Preferred Stocks - 2.2% | | | |
Brazil - 1.3% | | | |
Alpargatas SA (PN) | | 141,100 | 559,383 |
Banco Bradesco SA (PN) | | 2,988,788 | 10,869,529 |
Braskem SA Class A | | 114,800 | 933,920 |
Centrais Eletricas Brasileiras SA (Electrobras) (PN-B) | | 134,505 | 1,092,320 |
Companhia Energetica de Minas Gerais (CEMIG) (PN) | | 616,816 | 1,830,255 |
Gerdau SA | | 673,200 | 3,808,575 |
Itau Unibanco Holding SA | | 2,848,571 | 13,753,252 |
Itausa-Investimentos Itau SA (PN) | | 2,728,212 | 5,082,340 |
Petroleo Brasileiro SA - Petrobras (PN) (non-vtg.) | | 2,781,400 | 17,035,122 |
|
TOTAL BRAZIL | | | 54,964,696 |
|
Chile - 0.1% | | | |
Sociedad Quimica y Minera de Chile SA (PN-B) | | 81,945 | 6,082,741 |
Colombia - 0.1% | | | |
Bancolombia SA (PN) | | 247,113 | 2,397,458 |
Korea (South) - 0.7% | | | |
AMOREPACIFIC Corp. | | 170 | 10,163 |
Hyundai Motor Co. | | 12,532 | 925,055 |
Hyundai Motor Co. Series 2 | | 18,707 | 1,392,769 |
LG Chemical Ltd. | | 4,683 | 918,816 |
LG Household & Health Care Ltd. | | 1,032 | 404,014 |
Samsung Electronics Co. Ltd. | | 494,171 | 23,045,326 |
|
TOTAL KOREA (SOUTH) | | | 26,696,143 |
|
Russia - 0.0% | | | |
Surgutneftegas OJSC (d) | | 3,570,022 | 81,002 |
TOTAL NONCONVERTIBLE PREFERRED STOCKS | | | |
(Cost $72,905,819) | | | 90,222,040 |
| | Principal Amount | Value |
|
Government Obligations - 0.4% | | | |
United States of America - 0.4% | | | |
U.S. Treasury Bills, yield at date of purchase 1.15% 1/26/23 (Cost $14,871,806)(e) | | 15,000,000 | 14,817,995 |
| | Shares | Value |
|
Money Market Funds - 3.0% | | | |
Fidelity Cash Central Fund 0.32% (f) | | 81,706,295 | 81,722,637 |
Fidelity Securities Lending Cash Central Fund 0.32% (f)(g) | | 40,583,985 | 40,588,043 |
TOTAL MONEY MARKET FUNDS | | | |
(Cost $122,310,680) | | | 122,310,680 |
TOTAL INVESTMENT IN SECURITIES - 100.9% | | | |
(Cost $3,467,662,370) | | | 4,143,516,513 |
NET OTHER ASSETS (LIABILITIES) - (0.9)% | | | (36,506,662) |
NET ASSETS - 100% | | | $4,107,009,851 |
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) | 1,887 | June 2022 | $99,765,690 | $705,717 | $705,717 |
The notional amount of futures purchased as a percentage of Net Assets is 2.4%
For the period, the average monthly notional amount at value for futures contracts in the aggregate was $155,426,893
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 $194,132,707 or 4.7% 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 $7,033,608.
(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
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Fund | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain/Loss | Change in Unrealized appreciation (depreciation) | Value, end of period | % ownership, end of period |
Fidelity Cash Central Fund 0.32% | $90,704,884 | $1,221,530,290 | $1,230,512,537 | $80,153 | $-- | $-- | $81,722,637 | 0.2% |
Fidelity Securities Lending Cash Central Fund 0.32% | 31,019,879 | 136,704,432 | 127,136,268 | 192,790 | -- | -- | 40,588,043 | 0.1% |
Total | $121,724,763 | $1,358,234,722 | $1,357,648,805 | $272,943 | $-- | $-- | $122,310,680 | |
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, 2022, 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 | $413,554,804 | $96,458,675 | $316,062,615 | $1,033,514 |
Consumer Discretionary | 499,963,162 | 77,113,395 | 422,770,210 | 79,557 |
Consumer Staples | 240,094,258 | 55,702,850 | 184,370,022 | 21,386 |
Energy | 202,554,281 | 64,385,770 | 136,785,213 | 1,383,298 |
Financials | 894,766,563 | 283,029,090 | 611,291,132 | 446,341 |
Health Care | 151,026,013 | 21,518,237 | 129,507,776 | -- |
Industrials | 217,783,170 | 41,783,522 | 175,999,648 | -- |
Information Technology | 817,868,859 | 6,000,172 | 811,868,687 | -- |
Materials | 370,877,482 | 128,807,573 | 240,969,742 | 1,100,167 |
Real Estate | 87,653,546 | 16,266,361 | 69,524,479 | 1,862,706 |
Utilities | 110,245,700 | 23,536,224 | 86,565,389 | 144,087 |
Government Obligations | 14,817,995 | -- | 14,817,995 | -- |
Money Market Funds | 122,310,680 | 122,310,680 | -- | -- |
Total Investments in Securities: | $4,143,516,513 | $936,912,549 | $3,200,532,908 | $6,071,056 |
Derivative Instruments: | | | | |
Assets | | | | |
Futures Contracts | $705,717 | $705,717 | $-- | $-- |
Total Assets | $705,717 | $705,717 | $-- | $-- |
Total Derivative Instruments: | $705,717 | $705,717 | $-- | $-- |
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, 2022. 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) | $705,717 | $0 |
Total Equity Risk | 705,717 | 0 |
Total Value of Derivatives | $705,717 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statementof Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futurescontracts, 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, 2022 (Unaudited) |
Assets | | |
Investment in securities, at value (including securities loaned of $36,855,846) — See accompanying schedule: Unaffiliated issuers (cost $3,345,351,690) | $4,021,205,833 | |
Fidelity Central Funds (cost $122,310,680) | 122,310,680 | |
Total Investment in Securities (cost $3,467,662,370) | | $4,143,516,513 |
Foreign currency held at value (cost $15,051,190) | | 14,751,075 |
Receivable for investments sold | | 439,855 |
Receivable for fund shares sold | | 1,781,605 |
Dividends receivable | | 6,297,838 |
Distributions receivable from Fidelity Central Funds | | 78,369 |
Receivable for daily variation margin on futures contracts | | 431,910 |
Prepaid expenses | | 1,302 |
Receivable from investment adviser for expense reductions | | 223,225 |
Other receivables | | 10,784 |
Total assets | | 4,167,532,476 |
Liabilities | | |
Payable to custodian bank | $17,061 | |
Payable for fund shares redeemed | 2,355,558 | |
Accrued management fee | 267,758 | |
Other payables and accrued expenses | 17,282,952 | |
Collateral on securities loaned | 40,599,296 | |
Total liabilities | | 60,522,625 |
Net Assets | | $4,107,009,851 |
Net Assets consist of: | | |
Paid in capital | | $3,915,619,557 |
Total accumulated earnings (loss) | | 191,390,294 |
Net Assets | | $4,107,009,851 |
Net Asset Value, offering price and redemption price per share ($4,107,009,851 ÷ 301,308,412 shares) | | $13.63 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
| | Six months ended April 30, 2022 (Unaudited) |
Investment Income | | |
Dividends | | $41,979,307 |
Non-Cash dividends | | 7,517,550 |
Interest | | 18,769 |
Income from Fidelity Central Funds (including $192,790 from security lending) | | 272,943 |
Income before foreign taxes withheld | | 49,788,569 |
Less foreign taxes withheld | | (4,837,266) |
Total income | | 44,951,303 |
Expenses | | |
Management fee | $1,578,539 | |
Custodian fees and expenses | 1,270,276 | |
Independent trustees' fees and expenses | 6,177 | |
Registration fees | 58,570 | |
Audit | 28,138 | |
Legal | 5,054 | |
Miscellaneous | 7,402 | |
Total expenses before reductions | 2,954,156 | |
Expense reductions | (1,411,646) | |
Total expenses after reductions | | 1,542,510 |
Net investment income (loss) | | 43,408,793 |
Realized and Unrealized Gain (Loss) | | |
Net realized gain (loss) on: | | |
Investment securities: | | |
Unaffiliated issuers (net of foreign taxes of $1,410,841) | (62,223,262) | |
Foreign currency transactions | (1,446,563) | |
Futures contracts | (44,840,602) | |
Total net realized gain (loss) | | (108,510,427) |
Change in net unrealized appreciation (depreciation) on: | | |
Investment securities: | | |
Unaffiliated issuers (net of decrease in deferred foreign taxes of $2,444,132) | (618,951,201) | |
Assets and liabilities in foreign currencies | (322,889) | |
Futures contracts | 1,786,399 | |
Total change in net unrealized appreciation (depreciation) | | (617,487,691) |
Net gain (loss) | | (725,998,118) |
Net increase (decrease) in net assets resulting from operations | | $(682,589,325) |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
| Six months ended April 30, 2022 (Unaudited) | Year ended October 31, 2021 |
Increase (Decrease) in Net Assets | | |
Operations | | |
Net investment income (loss) | $43,408,793 | $81,878,413 |
Net realized gain (loss) | (108,510,427) | 138,277,121 |
Change in net unrealized appreciation (depreciation) | (617,487,691) | 391,718,795 |
Net increase (decrease) in net assets resulting from operations | (682,589,325) | 611,874,329 |
Distributions to shareholders | (108,921,064) | (61,451,040) |
Share transactions | | |
Proceeds from sales of shares | 1,385,629,685 | 904,679,177 |
Reinvestment of distributions | 106,410,044 | 59,925,572 |
Cost of shares redeemed | (399,676,058) | (1,273,280,123) |
Net increase (decrease) in net assets resulting from share transactions | 1,092,363,671 | (308,675,374) |
Total increase (decrease) in net assets | 300,853,282 | 241,747,915 |
Net Assets | | |
Beginning of period | 3,806,156,569 | 3,564,408,654 |
End of period | $4,107,009,851 | $3,806,156,569 |
Other Information | | |
Shares | | |
Sold | 90,337,751 | 53,294,459 |
Issued in reinvestment of distributions | 6,895,296 | 3,717,467 |
Redeemed | (26,705,789) | (72,956,690) |
Net increase (decrease) | 70,527,258 | (15,944,764) |
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, | | | | |
| 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
Selected Per–Share Data | | | | | | |
Net asset value, beginning of period | $16.49 | $14.45 | $13.71 | $12.62 | $14.80 | $11.94 |
Income from Investment Operations | | | | | | |
Net investment income (loss)A,B | .16 | .36 | .30 | .42C | .36 | .31 |
Net realized and unrealized gain (loss) | (2.57) | 1.93 | .80 | .99 | (2.18) | 2.76 |
Total from investment operations | (2.41) | 2.29 | 1.10 | 1.41 | (1.82) | 3.07 |
Distributions from net investment income | (.45) | (.25) | (.36) | (.32) | (.27) | (.13) |
Distributions from net realized gain | – | – | – | – | (.09) | (.08) |
Total distributions | (.45) | (.25) | (.36) | (.32) | (.36) | (.21) |
Net asset value, end of period | $13.63 | $16.49 | $14.45 | $13.71 | $12.62 | $14.80 |
Total ReturnD,E | (14.91)% | 15.87% | 8.19% | 11.44% | (12.61)% | 26.24% |
Ratios to Average Net AssetsB,F,G | | | | | | |
Expenses before reductions | .14%H | .13% | .14% | .16% | .17% | .17% |
Expenses net of fee waivers, if any | .08%H | .08% | .08% | .08% | .08% | .09% |
Expenses net of all reductions | .07%H | .08% | .08% | .08% | .08% | .09% |
Net investment income (loss) | 2.06%H | 2.10% | 2.21% | 3.12%C | 2.48% | 2.36% |
Supplemental Data | | | | | | |
Net assets, end of period (000 omitted) | $4,107,010 | $3,806,157 | $3,564,409 | $3,840,772 | $4,257,694 | $3,209,729 |
Portfolio turnover rateI | 12%H | 16% | 38% | 22% | 3% | 2% |
A Calculated based on average shares outstanding during the period.
B Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any such underlying funds is not included in the Fund's net investment income (loss) ratio.
C Net investment income per share reflects one or more large, non-recurring dividend(s) which amounted to $.08 per share. 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 adviser, 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, 2022
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% |
(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 – unadjusted quoted prices in active markets for identical investments
- Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
- Level 3 – unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value 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 prepayment speed assumptions, attributes of the collateral, 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, 2022 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. Commissions paid to certain brokers with whom the investment adviser, or its affiliates, places trades on behalf of a fund include an amount in addition to trade execution, which may be rebated back to a fund. Any such rebates are included in net realized gain (loss) on investments in the Statement of Operations. 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. Funds may file withholding tax reclaims in certain jurisdictions to recover a portion of amounts previously withheld. Any withholding tax reclaims income is included in the Statement of Operations in foreign taxes withheld. Any receivables for withholding tax reclaims are included in the Statement of Assets and Liabilities in dividends receivable.
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), 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 | $1,124,229,888 |
Gross unrealized depreciation | (522,065,876) |
Net unrealized appreciation (depreciation) | $602,164,012 |
Tax cost | $3,542,058,218 |
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 | $(270,946,960) |
Long-term | (82,816,658) |
Total capital loss carryforward | $(353,763,618) |
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. 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 and in-kind transactions, as applicable, are noted in the table below.
| Purchases ($) | Sales ($) |
Fidelity SAI Emerging Markets Index Fund | 1,227,920,003 | 247,832,627 |
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 for which the Fund pays a monthly management fee that is based on an annual rate of .075% 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. During the period there were no interfund trades.
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. During the period, there were no borrowings on this line of credit.
| Amount |
Fidelity SAI Emerging Markets Index Fund | $3,404 |
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 | $20,520 | $– | $– |
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, 2023. 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 $1,369,844.
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 $41,802.
10. Other.
A 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, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a 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 Emerging Markets Fund |
Fidelity SAI Emerging Markets Index Fund | 18% |
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, 2021 to April 30, 2022).
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. In addition, if these transactional costs were included, your costs would have been higher.
| Annualized Expense Ratio-A | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses Paid During Period-B November 1, 2021 to April 30, 2022 |
Fidelity SAI Emerging Markets Index Fund | .08% | | | |
Actual | | $1,000.00 | $850.90 | $.37 |
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, 2020 through November 30, 2021. 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-0622
1.9870287.106
Fidelity Flex® Funds
Fidelity Flex® International Index Fund
Semi-Annual Report
April 30, 2022


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. © 2022 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 COVID-19 emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and corporate earnings. On March 11, 2020, the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread. The pandemic prompted a number of measures to limit the spread of COVID-19, 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. To help stem the turmoil, the U.S. government took unprecedented action – in concert with the U.S. Federal Reserve and central banks around the world – to help support consumers, businesses, and the broader economy, and to limit disruption to the financial system.
In general, the overall impact of the pandemic lessened in 2021, amid a resilient economy and widespread distribution of three COVID-19 vaccines granted emergency use authorization from the U.S. Food and Drug Administration (FDA) early in the year. Still, the situation remains dynamic, and the extent and duration of its influence on financial markets and the economy is highly uncertain, due in part to a recent spike in cases based on highly contagious variants of the coronavirus.
Extreme events such as the COVID-19 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 continue to take extra steps to be responsive to customer needs. We encourage you to visit us online, where we offer ongoing updates, commentary, and analysis on the markets and our funds.
Investment Summary (Unaudited)
Top Ten Stocks as of April 30, 2022
| % of fund's net assets |
Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan, Semiconductors & Semiconductor Equipment) | 1.8 |
Nestle SA (Reg. S) (Switzerland, Food Products) | 1.5 |
Tencent Holdings Ltd. (Cayman Islands, Interactive Media & Services) | 1.1 |
Roche Holding AG (participation certificate) (Switzerland, Pharmaceuticals) | 1.1 |
Samsung Electronics Co. Ltd. (Korea (South), Technology Hardware, Storage & Peripherals) | 1.1 |
ASML Holding NV (Netherlands) (Netherlands, Semiconductors & Semiconductor Equipment) | 1.0 |
AstraZeneca PLC (United Kingdom) (United Kingdom, Pharmaceuticals) | 0.9 |
Shell PLC (London) (United Kingdom, Oil, Gas & Consumable Fuels) | 0.9 |
Novartis AG (Switzerland, Pharmaceuticals) | 0.8 |
Novo Nordisk A/S Series B (Denmark, Pharmaceuticals) | 0.8 |
| 11.0 |
Market Sectors as of April 30, 2022
| % of fund's net assets |
Financials | 19.8 |
Industrials | 11.5 |
Information Technology | 11.1 |
Consumer Discretionary | 10.5 |
Health Care | 9.3 |
Consumer Staples | 8.6 |
Materials | 8.6 |
Communication Services | 6.1 |
Energy | 5.5 |
Utilities | 3.2 |
Real Estate | 2.4 |
Geographic Diversification (% of fund's net assets)
As of April 30, 2022 |
| Japan | 13.3% |
| United Kingdom | 8.9% |
| Canada | 8.3% |
| Switzerland | 6.4% |
| France | 6.4% |
| Cayman Islands | 5.1% |
| Australia | 4.9% |
| Germany | 4.9% |
| Taiwan | 4.2% |
| Other* | 37.6% |

* 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, 2022
| % of fund's net assets |
| Stocks and Equity Futures | 100.0% |

Schedule of Investments April 30, 2022 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 95.7% | | | |
| | Shares | Value |
Australia - 4.9% | | | |
AGL Energy Ltd. | | 365 | $2,219 |
Ampol Ltd. | | 13,098 | 307,950 |
APA Group unit | | 62,997 | 506,189 |
Aristocrat Leisure Ltd. | | 32,638 | 757,278 |
ASX Ltd. | | 10,687 | 646,133 |
Aurizon Holdings Ltd. | | 99,278 | 280,373 |
Australia & New Zealand Banking Group Ltd. | | 153,060 | 2,912,608 |
BHP Group Ltd. | | 274,574 | 9,175,009 |
BlueScope Steel Ltd. | | 27,035 | 384,319 |
Brambles Ltd. | | 79,242 | 585,148 |
Cochlear Ltd. | | 3,615 | 582,259 |
Coles Group Ltd. | | 73,940 | 972,212 |
Commonwealth Bank of Australia | | 92,545 | 6,726,496 |
Computershare Ltd. | | 29,635 | 522,467 |
Crown Ltd. (a) | | 19,524 | 176,773 |
CSL Ltd. | | 26,007 | 4,963,442 |
Dexus unit | | 58,495 | 457,347 |
Dominos Pizza Enterprises Ltd. | | 3,062 | 160,514 |
Endeavour Group Ltd. | | 73,296 | 401,227 |
Evolution Mining Ltd. | | 100,052 | 283,107 |
Fortescue Metals Group Ltd. | | 91,918 | 1,389,164 |
Goodman Group unit | | 91,460 | 1,522,251 |
IDP Education Ltd. | | 11,644 | 216,013 |
Insurance Australia Group Ltd. | | 134,075 | 428,140 |
Lendlease Group unit | | 36,103 | 309,271 |
Macquarie Group Ltd. | | 18,339 | 2,640,139 |
Magellan Financial Group Ltd. | | 405 | 4,582 |
Magellan Financial Group Ltd. warrants 4/16/27 (a) | | 50 | 54 |
Medibank Private Ltd. | | 151,206 | 339,782 |
Mineral Resources Ltd. | | 9,284 | 377,239 |
Mirvac Group unit | | 215,619 | 364,416 |
National Australia Bank Ltd. | | 177,479 | 4,051,614 |
Newcrest Mining Ltd. | | 48,399 | 908,902 |
Northern Star Resources Ltd. | | 60,289 | 414,414 |
Orica Ltd. | | 22,265 | 255,843 |
Origin Energy Ltd. | | 92,747 | 443,623 |
Qantas Airways Ltd. (a) | | 42,736 | 165,595 |
QBE Insurance Group Ltd. | | 80,387 | 693,522 |
Ramsay Health Care Ltd. | | 10,005 | 567,756 |
REA Group Ltd. | | 2,984 | 267,331 |
Reece Ltd. | | 15,894 | 193,106 |
Rio Tinto Ltd. | | 20,171 | 1,595,605 |
Santos Ltd. | | 175,287 | 979,516 |
Scentre Group unit | | 282,102 | 587,763 |
SEEK Ltd. | | 18,615 | 364,768 |
Sonic Healthcare Ltd. | | 24,161 | 623,988 |
South32 Ltd. | | 254,272 | 846,812 |
Stockland Corp. Ltd. unit | | 130,748 | 378,441 |
Suncorp Group Ltd. | | 68,681 | 551,439 |
Tabcorp Holdings Ltd. | | 115,596 | 442,064 |
Telstra Corp. Ltd. | | 227,541 | 645,909 |
The GPT Group unit | | 103,491 | 367,899 |
Transurban Group unit | | 163,420 | 1,641,001 |
Treasury Wine Estates Ltd. | | 40,084 | 317,132 |
Vicinity Centres unit | | 201,282 | 262,636 |
Washington H. Soul Pattinson & Co. Ltd. | | 11,986 | 233,561 |
Wesfarmers Ltd. | | 61,585 | 2,131,031 |
Westpac Banking Corp. | | 198,991 | 3,331,108 |
WiseTech Global Ltd. | | 7,777 | 241,109 |
Woodside Petroleum Ltd. | | 52,285 | 1,137,517 |
Woolworths Group Ltd. | | 66,319 | 1,794,132 |
|
TOTAL AUSTRALIA | | | 64,829,258 |
|
Austria - 0.1% | | | |
Erste Group Bank AG | | 19,462 | 605,964 |
OMV AG | | 8,437 | 431,280 |
Raiffeisen International Bank-Holding AG | | 9,515 | 108,312 |
Verbund AG | | 3,614 | 386,298 |
Voestalpine AG | | 6,167 | 160,483 |
|
TOTAL AUSTRIA | | | 1,692,337 |
|
Bailiwick of Jersey - 0.6% | | | |
Experian PLC | | 50,219 | 1,734,281 |
Ferguson PLC | | 11,948 | 1,498,867 |
Glencore Xstrata PLC | | 537,334 | 3,310,873 |
WPP PLC | | 62,318 | 776,786 |
|
TOTAL BAILIWICK OF JERSEY | | | 7,320,807 |
|
Belgium - 0.5% | | | |
Ageas | | 9,295 | 444,780 |
Anheuser-Busch InBev SA NV | | 47,302 | 2,721,734 |
Colruyt NV | | 3,257 | 119,600 |
ELIA GROUP SA/NV | | 1,674 | 266,465 |
Galapagos NV (a) | | 27 | 1,585 |
Groupe Bruxelles Lambert SA | | 5,591 | 527,569 |
KBC Group NV | | 13,697 | 931,833 |
Proximus | | 7,595 | 132,748 |
Sofina SA | | 841 | 257,730 |
Solvay SA Class A | | 3,904 | 367,121 |
UCB SA | | 6,910 | 785,478 |
Umicore SA | | 10,799 | 415,151 |
|
TOTAL BELGIUM | | | 6,971,794 |
|
Bermuda - 0.2% | | | |
Alibaba Health Information Technology Ltd. (a) | | 202,000 | 113,812 |
Alibaba Pictures Group Ltd. (a) | | 560,000 | 47,251 |
Beijing Enterprises Water Group Ltd. | | 258,000 | 83,460 |
China Gas Holdings Ltd. | | 160,800 | 196,010 |
China Resource Gas Group Ltd. | | 50,000 | 187,870 |
China Ruyi Holdings Ltd. (a) | | 128,000 | 30,678 |
China Youzan Ltd. (a) | | 212,000 | 3,419 |
CK Infrastructure Holdings Ltd. | | 39,000 | 262,213 |
Cosco Shipping Ports Ltd. | | 83,757 | 59,722 |
Credicorp Ltd. (United States) | | 3,697 | 513,476 |
GOME Retail Holdings Ltd. (a) | | 546,000 | 26,448 |
Hongkong Land Holdings Ltd. | | 58,209 | 271,543 |
Hopson Development Holdings Ltd. | | 33,600 | 64,784 |
Huabao International Holdings Ltd. | | 43,000 | 23,459 |
Jardine Matheson Holdings Ltd. | | 11,635 | 616,292 |
Kunlun Energy Co. Ltd. | | 232,000 | 192,534 |
Nine Dragons Paper (Holdings) Ltd. | | 74,000 | 65,352 |
Shanghai Industrial Urban Development Group Ltd. | | 2,400 | 209 |
Shenzhen International Holdings Ltd. | | 53,437 | 57,230 |
|
TOTAL BERMUDA | | | 2,815,762 |
|
Brazil - 1.1% | | | |
Ambev SA | | 256,200 | 752,440 |
Americanas SA | | 33,676 | 163,477 |
Atacadao SA | | 26,500 | 110,257 |
B3 SA - Brasil Bolsa Balcao | | 331,600 | 892,056 |
Banco Bradesco SA | | 85,768 | 258,660 |
Banco BTG Pactual SA unit | | 65,400 | 305,441 |
Banco do Brasil SA | | 44,400 | 298,338 |
Banco Inter SA unit | | 18,250 | 55,998 |
Banco Santander SA (Brasil) unit | | 19,200 | 123,302 |
BB Seguridade Participacoes SA | | 36,900 | 189,801 |
BRF SA (a) | | 35,604 | 97,797 |
CCR SA | | 54,900 | 137,807 |
Centrais Eletricas Brasileiras SA (Electrobras) | | 19,800 | 162,118 |
Companhia de Saneamento Basico do Estado de Sao Paulo (SABESP) | | 17,900 | 161,225 |
Companhia Siderurgica Nacional SA (CSN) | | 37,300 | 158,964 |
Cosan SA | | 54,808 | 232,803 |
Energisa SA unit | | 11,000 | 105,996 |
ENGIE Brasil Energia SA | | 16,550 | 140,261 |
Equatorial Energia SA | | 55,800 | 289,386 |
Hapvida Participacoes e Investimentos SA (b) | | 230,173 | 408,300 |
Hypera SA | | 18,200 | 137,753 |
JBS SA | | 38,600 | 295,515 |
Klabin SA unit | | 38,000 | 159,411 |
Localiza Rent A Car SA | | 30,830 | 330,129 |
Lojas Renner SA | | 53,673 | 257,837 |
Magazine Luiza SA | | 178,332 | 176,025 |
Natura & Co. Holding SA (a) | | 47,593 | 178,957 |
Petro Rio SA (a) | | 40,000 | 216,022 |
Petroleo Brasileiro SA - Petrobras (ON) | | 206,044 | 1,393,645 |
Raia Drogasil SA | | 55,700 | 235,804 |
Rede D'Oregon Sao Luiz SA (b) | | 19,400 | 144,128 |
Rumo SA | | 70,100 | 232,109 |
Suzano Papel e Celulose SA | | 38,822 | 389,559 |
Telefonica Brasil SA | | 29,200 | 314,151 |
TIM SA | | 39,100 | 106,609 |
Totvs SA | | 27,000 | 174,595 |
Ultrapar Participacoes SA | | 44,100 | 116,584 |
Vale SA | | 222,526 | 3,748,863 |
Via S/A (a) | | 12,100 | 7,269 |
Vibra Energia SA | | 67,778 | 289,540 |
Weg SA | | 91,760 | 558,658 |
|
TOTAL BRAZIL | | | 14,507,590 |
|
British Virgin Islands - 0.0% | | | |
VK Co. Ltd. unit (a)(c) | | 6,898 | 2,673 |
Canada - 8.0% | | | |
Agnico Eagle Mines Ltd. (Canada) | | 24,760 | 1,441,290 |
Air Canada (a) | | 7,965 | 139,503 |
Algonquin Power & Utilities Corp. | | 37,450 | 542,226 |
Alimentation Couche-Tard, Inc. Class A (multi-vtg.) | | 46,358 | 2,063,764 |
AltaGas Ltd. | | 14,279 | 326,561 |
Ballard Power Systems, Inc. (a) | | 13,938 | 115,766 |
Bank of Montreal | | 35,013 | 3,712,389 |
Bank of Nova Scotia | | 65,741 | 4,163,025 |
Barrick Gold Corp. (Canada) | | 96,468 | 2,151,409 |
Bausch Health Cos., Inc. (Canada) (a) | | 17,725 | 336,798 |
BCE, Inc. | | 3,767 | 200,277 |
BlackBerry Ltd. (a)(d) | | 30,751 | 175,939 |
Brookfield Asset Management, Inc. (Canada) Class A | | 76,489 | 3,815,370 |
Brookfield Renewable Corp. | | 7,121 | 255,705 |
CAE, Inc. (a) | | 17,132 | 407,413 |
Cameco Corp. | | 21,834 | 563,760 |
Canadian Apartment Properties (REIT) unit | | 4,598 | 180,105 |
Canadian Imperial Bank of Commerce | | 24,331 | 2,689,829 |
Canadian National Railway Co. | | 38,273 | 4,501,059 |
Canadian Natural Resources Ltd. | | 63,780 | 3,947,494 |
Canadian Pacific Railway Ltd. | | 50,304 | 3,679,654 |
Canadian Tire Ltd. Class A (non-vtg.) | | 3,111 | 428,515 |
Canadian Utilities Ltd. Class A (non-vtg.) | | 9,121 | 274,202 |
CCL Industries, Inc. Class B | | 8,172 | 356,294 |
Cenovus Energy, Inc. (Canada) | | 70,928 | 1,311,283 |
CGI, Inc. Class A (sub. vtg.) (a) | | 11,983 | 955,543 |
Constellation Software, Inc. | | 1,086 | 1,709,221 |
Dollarama, Inc. | | 15,658 | 870,505 |
Emera, Inc. | | 15,136 | 730,850 |
Empire Co. Ltd. Class A (non-vtg.) | | 9,989 | 329,921 |
Enbridge, Inc. | | 109,670 | 4,785,817 |
Fairfax Financial Holdings Ltd. (sub. vtg.) | | 1,344 | 738,481 |
First Quantum Minerals Ltd. | | 31,864 | 913,518 |
FirstService Corp. | | 1,995 | 248,752 |
Fortis, Inc. | | 26,407 | 1,284,943 |
Franco-Nevada Corp. | | 10,382 | 1,570,089 |
George Weston Ltd. | | 4,277 | 532,091 |
GFL Environmental, Inc. | | 8,316 | 250,519 |
Gildan Activewear, Inc. | | 10,277 | 348,233 |
Great-West Lifeco, Inc. | | 14,705 | 405,671 |
Hydro One Ltd. (b) | | 19,931 | 538,827 |
iA Financial Corp, Inc. | | 5,506 | 287,890 |
IGM Financial, Inc. | | 3,879 | 122,924 |
Imperial Oil Ltd. | | 13,137 | 661,426 |
Intact Financial Corp. | | 9,501 | 1,329,171 |
Ivanhoe Mines Ltd. (a) | | 31,573 | 253,144 |
Keyera Corp. | | 11,842 | 293,780 |
Kinross Gold Corp. | | 69,790 | 352,576 |
Lightspeed Commerce, Inc. (Canada) (a) | | 6,871 | 153,557 |
Loblaw Companies Ltd. | | 9,269 | 847,858 |
Lundin Mining Corp. | | 35,872 | 327,543 |
Magna International, Inc. Class A (sub. vtg.) | | 15,341 | 924,532 |
Manulife Financial Corp. | | 104,727 | 2,047,828 |
Metro, Inc. | | 13,478 | 740,810 |
National Bank of Canada | | 18,218 | 1,272,346 |
Northland Power, Inc. | | 12,435 | 375,281 |
Nutrien Ltd. | | 30,958 | 3,042,181 |
Nuvei Corp. (a)(b) | | 3,528 | 197,292 |
Onex Corp. (sub. vtg.) | | 4,089 | 245,693 |
Open Text Corp. | | 14,165 | 567,306 |
Pan American Silver Corp. | | 11,106 | 275,096 |
Parkland Corp. | | 8,125 | 230,788 |
Pembina Pipeline Corp. | | 29,676 | 1,122,913 |
Power Corp. of Canada (sub. vtg.) | | 29,851 | 878,346 |
Quebecor, Inc. Class B (sub. vtg.) | | 8,465 | 199,196 |
Restaurant Brands International, Inc. | | 11,662 | 666,231 |
Restaurant Brands International, Inc. | | 3,193 | 182,288 |
RioCan (REIT) | | 8,892 | 166,122 |
Ritchie Bros. Auctioneers, Inc. | | 5,856 | 322,555 |
Rogers Communications, Inc. Class B (non-vtg.) | | 18,975 | 1,033,644 |
Royal Bank of Canada | | 77,121 | 7,789,242 |
Saputo, Inc. | | 12,962 | 277,069 |
Shaw Communications, Inc. Class B | | 26,349 | 784,737 |
Shopify, Inc. Class A (a) | | 6,164 | 2,636,752 |
Sun Life Financial, Inc. | | 31,539 | 1,569,032 |
Suncor Energy, Inc. | | 78,910 | 2,836,620 |
TC Energy Corp. | | 53,061 | 2,806,597 |
Teck Resources Ltd. Class B (sub. vtg.) | | 25,453 | 1,004,132 |
TELUS Corp. | | 25,063 | 627,038 |
TFI International, Inc. (Canada) | | 4,568 | 367,460 |
The Toronto-Dominion Bank | | 98,703 | 7,129,297 |
Thomson Reuters Corp. | | 9,532 | 953,015 |
TMX Group Ltd. | | 3,042 | 309,706 |
Toromont Industries Ltd. | | 4,614 | 406,179 |
Tourmaline Oil Corp. | | 16,825 | 866,494 |
West Fraser Timber Co. Ltd. | | 5,224 | 459,146 |
Wheaton Precious Metals Corp. | | 24,471 | 1,096,828 |
WSP Global, Inc. | | 6,362 | 741,957 |
|
TOTAL CANADA | | | 105,774,229 |
|
Cayman Islands - 5.1% | | | |
3SBio, Inc. (b) | | 60,000 | 42,330 |
51job, Inc. sponsored ADR (a)(d) | | 1,677 | 102,045 |
AAC Technology Holdings, Inc. | | 42,000 | 98,103 |
Agile Property Holdings Ltd. | | 56,000 | 26,818 |
Agora, Inc. ADR (a) | | 608 | 4,481 |
Airtac International Group | | 8,278 | 224,776 |
Akeso, Inc. (a)(b) | | 13,000 | 24,252 |
Alibaba Group Holding Ltd. (a) | | 822,944 | 10,038,015 |
Anta Sports Products Ltd. | | 59,400 | 682,654 |
Autohome, Inc. ADR Class A | | 4,229 | 122,937 |
Baidu, Inc. sponsored ADR (a) | | 14,956 | 1,857,087 |
BeiGene Ltd. ADR (a)(d) | | 2,619 | 419,040 |
Bilibili, Inc. ADR (a)(d) | | 9,329 | 227,068 |
Bosideng International Holdings Ltd. | | 190,000 | 94,766 |
Budweiser Brewing Co. APAC Ltd. (b) | | 89,500 | 222,694 |
Burning Rock Biotech Ltd. ADR (a) | | 43 | 237 |
Chailease Holding Co. Ltd. | | 71,480 | 568,356 |
China Aoyuan Group Ltd. (c) | | 2,000 | 301 |
China Conch Environment Protection Holdings Ltd. (a) | | 51,584 | 43,469 |
China Conch Venture Holdings Ltd. | | 90,500 | 235,008 |
China East Education Holdings Ltd. (b) | | 1,000 | 509 |
China Education Group Holdings Ltd. | | 47,000 | 40,055 |
China Evergrande Group (c)(d) | | 220,000 | 46,260 |
China Feihe Ltd. (b) | | 186,000 | 176,843 |
China Hongqiao Group Ltd. | | 130,000 | 161,750 |
China Liansu Group Holdings Ltd. | | 51,000 | 63,777 |
China Literature Ltd. (a)(b) | | 19,200 | 80,681 |
China Medical System Holdings Ltd. | | 81,000 | 115,971 |
China Meidong Auto Holding Ltd. | | 32,000 | 105,324 |
China Mengniu Dairy Co. Ltd. | | 172,000 | 928,288 |
China Overseas Property Holdings Ltd. | | 75,000 | 88,778 |
China Resources Cement Holdings Ltd. | | 156,000 | 129,439 |
China Resources Land Ltd. | | 178,000 | 794,986 |
China Resources Microelectronics Ltd. (A Shares) | | 3,101 | 22,550 |
China Resources Mixc Lifestyle Services Ltd. (b) | | 34,200 | 164,308 |
China State Construction International Holdings Ltd. | | 108,000 | 139,389 |
China Yuhua Education Corp. Ltd. (b) | | 24,000 | 4,177 |
ChinaSoft International Ltd. | | 130,000 | 105,188 |
Chindata Group Holdings Ltd. ADR (a) | | 5,236 | 32,673 |
Chow Tai Fook Jewellery Group Ltd. | | 106,800 | 179,074 |
CIFI Ever Sunshine Services Group Ltd. | | 36,000 | 47,679 |
CIFI Holdings Group Co. Ltd. | | 175,655 | 84,493 |
CK Asset Holdings Ltd. | | 105,245 | 713,471 |
CK Hutchison Holdings Ltd. | | 146,500 | 1,028,126 |
Country Garden Holdings Co. Ltd. | | 468,784 | 324,247 |
Country Garden Services Holdings Co. Ltd. | | 113,000 | 476,270 |
Dali Foods Group Co. Ltd. (b) | | 121,000 | 61,577 |
Daqo New Energy Corp. ADR (a) | | 3,256 | 135,352 |
Dongyue Group Co. Ltd. | | 75,000 | 88,296 |
ENN Energy Holdings Ltd. | | 43,100 | 577,328 |
ESR Cayman Ltd. (a)(b) | | 105,600 | 320,560 |
Futu Holdings Ltd. ADR (a)(d) | | 2,556 | 81,766 |
Gaotu Techedu, Inc. ADR (a) | | 125 | 199 |
GDS Holdings Ltd. ADR (a)(d) | | 4,874 | 153,141 |
Geely Automobile Holdings Ltd. | | 331,000 | 511,788 |
Genscript Biotech Corp. (a) | | 60,000 | 169,476 |
Grab Holdings Ltd. (a)(d) | | 60,220 | 177,649 |
Greentown China Holdings Ltd. | | 48,500 | 85,171 |
Greentown Service Group Co. Ltd. | | 68,000 | 67,696 |
Haidilao International Holding Ltd. (b) | | 75,000 | 145,575 |
Haitian International Holdings Ltd. | | 35,000 | 86,150 |
Hansoh Pharmaceutical Group Co. Ltd. (b) | | 80,000 | 131,770 |
Hello Group, Inc. ADR | | 9,826 | 52,274 |
Hengan International Group Co. Ltd. | | 35,500 | 167,767 |
Huazhu Group Ltd. ADR | | 9,221 | 278,843 |
HUTCHMED China Ltd. sponsored ADR (a) | | 5,666 | 85,500 |
Hygeia Healthcare Holdings Co. (b) | | 17,600 | 85,050 |
I-Mab ADR (a) | | 1,781 | 22,334 |
Innovent Biologics, Inc. (a)(b) | | 61,500 | 190,739 |
iQIYI, Inc. ADR (a) | | 17,247 | 61,399 |
JD Health International, Inc. (a)(b) | | 17,250 | 107,538 |
JD.com, Inc. Class A | | 108,723 | 3,389,826 |
Jinxin Fertility Group Ltd. (b) | | 57,000 | 35,727 |
Jiumaojiu International Holdings Ltd. (b) | | 53,000 | 116,604 |
JOYY, Inc. ADR | | 3,156 | 124,883 |
Kaisa Group Holdings Ltd. (c) | | 4,285 | 459 |
Kanzhun Ltd. ADR | | 4,248 | 99,955 |
KE Holdings, Inc. ADR (a)(d) | | 19,982 | 283,345 |
Kingboard Chemical Holdings Ltd. | | 37,500 | 168,829 |
Kingboard Laminates Holdings Ltd. | | 54,500 | 83,601 |
Kingdee International Software Group Co. Ltd. (a) | | 136,000 | 277,521 |
Kingsoft Cloud Holdings Ltd. ADR (a) | | 5,210 | 18,860 |
Kingsoft Corp. Ltd. | | 47,000 | 141,047 |
Kuaishou Technology Class B (a)(b) | | 27,200 | 222,109 |
KWG Group Holdings Ltd. | | 61,000 | 21,827 |
Lee & Man Paper Manufacturing Ltd. | | 61,000 | 29,179 |
Legend Biotech Corp. ADR (a) | | 5 | 201 |
Li Ning Co. Ltd. | | 128,500 | 1,001,551 |
Logan Property Holdings Co. Ltd. | | 65,000 | 20,223 |
Longfor Properties Co. Ltd. (b) | | 99,000 | 490,306 |
Lufax Holding Ltd. ADR | | 31,540 | 175,047 |
Meituan Class B (a)(b) | | 221,800 | 4,752,377 |
Melco Crown Entertainment Ltd. sponsored ADR (a) | | 12,887 | 73,714 |
Microport Scientific Corp. | | 29,600 | 58,181 |
Ming Yuan Cloud Group Holdings Ltd. | | 28,000 | 36,367 |
Minth Group Ltd. | | 40,000 | 94,248 |
NetEase, Inc. | | 111,590 | 2,137,538 |
New Oriental Education & Technology Group, Inc. sponsored ADR (a) | | 7,829 | 98,254 |
NIO, Inc. sponsored ADR (a)(d) | | 71,231 | 1,189,558 |
Noah Holdings Ltd. sponsored ADR (a) | | 1,596 | 28,680 |
OneConnect Financial Technology Co. Ltd. ADR (a) | | 1,624 | 2,225 |
Parade Technologies Ltd. | | 4,000 | 190,333 |
Pinduoduo, Inc. ADR (a) | | 23,711 | 1,021,707 |
Ping An Healthcare and Technology Co. Ltd. (a)(b) | | 21,200 | 52,178 |
Powerlong Real Estate Holding Ltd. | | 69,000 | 23,398 |
RLX Technology, Inc. ADR (a) | | 28,531 | 57,918 |
Sands China Ltd. (a) | | 123,600 | 272,436 |
Sany Heavy Equipment International Holdings Co. Ltd. | | 71,000 | 66,888 |
Sea Ltd. ADR (a) | | 17,283 | 1,430,341 |
Seazen Group Ltd. | | 128,000 | 54,066 |
Shenzhou International Group Holdings Ltd. | | 45,400 | 616,031 |
Shimao Property Holdings Ltd. (c) | | 70,500 | 39,711 |
Shimao Services Holdings Ltd. (b) | | 48,000 | 25,334 |
Silergy Corp. | | 4,000 | 356,329 |
Sino Biopharmaceutical Ltd. | | 539,250 | 282,854 |
SITC International Holdings Co. Ltd. | | 77,000 | 255,984 |
Smoore International Holdings Ltd. (b) | | 106,000 | 221,680 |
SSY Group Ltd. | | 2,000 | 982 |
Sunac China Holdings Ltd. (c) | | 169,000 | 83,843 |
Sunac Services Holdings Ltd. (b) | | 50,000 | 27,250 |
Sunny Optical Technology Group Co. Ltd. | | 38,600 | 562,552 |
TAL Education Group ADR (a) | | 22,251 | 75,431 |
Tencent Holdings Ltd. | | 312,700 | 14,735,952 |
Tencent Music Entertainment Group ADR (a) | | 33,983 | 144,428 |
Tingyi (Cayman Islands) Holding Corp. | | 104,000 | 189,817 |
Tongcheng Travel Holdings Ltd. (a) | | 70,400 | 124,141 |
Topsports International Holdings Ltd. (b) | | 72,000 | 55,069 |
Trip.com Group Ltd. ADR (a) | | 28,093 | 664,399 |
Uni-President China Holdings Ltd. | | 60,000 | 52,578 |
Up Fintech Holdings Ltd. ADR (a) | | 6 | 23 |
Vinda International Holdings Ltd. | | 17,000 | 40,990 |
Vipshop Holdings Ltd. ADR (a) | | 22,497 | 172,327 |
Vnet Group, Inc. ADR (a) | | 1,019 | 6,083 |
Want Want China Holdings Ltd. | | 252,000 | 227,472 |
Weibo Corp. sponsored ADR (a) | | 3,762 | 87,053 |
Weimob, Inc. (a)(b) | | 93,000 | 54,500 |
WH Group Ltd. (b) | | 456,266 | 315,097 |
Wharf Real Estate Investment Co. Ltd. | | 86,000 | 405,281 |
Wuxi Biologics (Cayman), Inc. (a)(b) | | 195,000 | 1,439,259 |
Xiaomi Corp. Class B (a)(b) | | 789,800 | 1,202,343 |
Xinyi Glass Holdings Ltd. | | 99,000 | 219,068 |
Xinyi Solar Holdings Ltd. | | 264,968 | 393,855 |
XPeng, Inc. ADR (a) | | 21,421 | 527,171 |
Yadea Group Holdings Ltd. (b) | | 70,000 | 105,511 |
Yihai International Holding Ltd. | | 32,000 | 90,083 |
Zai Lab Ltd. ADR (a)(d) | | 4,613 | 184,335 |
Zhen Ding Technology Holding Ltd. | | 38,000 | 134,625 |
Zhenro Properties Group Ltd. | | 2,000 | 154 |
Zhongsheng Group Holdings Ltd. Class H | | 34,500 | 227,970 |
ZTO Express, Inc. sponsored ADR | | 23,685 | 651,574 |
|
TOTAL CAYMAN ISLANDS | | | 68,274,327 |
|
Chile - 0.1% | | | |
Banco de Chile | | 2,548,551 | 254,479 |
Banco de Credito e Inversiones | | 2,397 | 74,179 |
Banco Santander Chile | | 3,866,067 | 186,013 |
Cencosud SA | | 81,478 | 130,421 |
Compania Cervecerias Unidas SA | | 6,607 | 44,162 |
Empresas CMPC SA | | 70,342 | 104,842 |
Empresas COPEC SA | | 21,373 | 157,147 |
Enel Americas SA | | 1,108,412 | 116,072 |
Enel Chile SA | | 1,183,731 | 31,219 |
Falabella SA | | 45,236 | 127,047 |
|
TOTAL CHILE | | | 1,225,581 |
|
China - 3.2% | | | |
360 Security Technology, Inc. (A Shares) (a) | | 27,700 | 34,010 |
37 Interactive Entertainment Network Technology Group Co. Ltd. (A Shares) | | 8,800 | 31,766 |
A-Living Smart City Services C (H Shares) (b) | | 26,500 | 41,912 |
Addsino Co. Ltd. (A Shares) | | 3,700 | 5,005 |
Advanced Micro-Fabrication Equipment, Inc., China (A Shares) (a) | | 1,680 | 26,367 |
AECC Aero-Engine Control Co. Ltd. (A Shares) | | 4,200 | 15,085 |
AECC Aviation Power Co. Ltd. | | 7,400 | 41,996 |
Agricultural Bank of China Ltd.: | | | |
(A Shares) | | 195,000 | 90,090 |
(H Shares) | | 1,513,000 | 567,469 |
Aier Eye Hospital Group Co. Ltd. (A Shares) | | 16,869 | 90,750 |
Air China Ltd.: | | | |
(A Shares) (a) | | 41,500 | 58,962 |
(H Shares) (a) | | 56,000 | 37,746 |
Aluminum Corp. of China Ltd.: | | | |
(A shares) (a) | | 78,600 | 55,613 |
(H Shares) (a) | | 152,000 | 69,704 |
Angel Yeast Co. Ltd. (A Shares) | | 2,400 | 13,882 |
Anhui Conch Cement Co. Ltd.: | | | |
(A Shares) | | 8,200 | 49,386 |
(H Shares) | | 75,000 | 407,553 |
Anhui Gujing Distillery Co. Ltd. (B Shares) | | 17,900 | 238,160 |
Anhui Honglu Steel Construction Group Co. Ltd. | | 1,100 | 5,995 |
Anhui Kouzi Distillery Co. Ltd. (A Shares) | | 2,300 | 17,717 |
Anhui Yingjia Distillery Co. Ltd. (A Shares) | | 1,700 | 14,673 |
Anjoy Foods Group Co. Ltd. (A Shares) | | 600 | 11,706 |
Apeloa Pharmaceutical Co. Ltd. A Shares | | 3,600 | 10,108 |
Asymchem Laboratories Tianjin Co. Ltd. (A Shares) | | 700 | 28,066 |
Autel Intelligent Technology Corp. Ltd. (A Shares) | | 1,124 | 4,762 |
Autobio Diagnostics Co. Ltd. | | 1,720 | 11,859 |
Avary Holding Shenzhen Co. Ltd. (A Shares) | | 3,900 | 17,221 |
AVIC Capital Co. Ltd. (A Shares) | | 18,400 | 10,649 |
AVIC Electromechanical Systems Co. Ltd. (A Shares) | | 10,900 | 16,212 |
AviChina Industry & Technology Co. Ltd. (H Shares) | | 148,000 | 80,299 |
Avicopter PLC (A Shares) | | 1,800 | 11,545 |
Bank of Beijing Co. Ltd. (A Shares) | | 42,700 | 29,423 |
Bank of Changsha Co. Ltd. (A Shares) | | 6,200 | 6,938 |
Bank of Chengdu Co. Ltd. (A Shares) | | 10,400 | 26,253 |
Bank of China Ltd.: | | | |
(A Shares) | | 413,200 | 201,490 |
(H Shares) | | 3,979,000 | 1,561,290 |
Bank of Communications Co. Ltd.: | | | |
(A Shares) | | 22,600 | 17,305 |
(H Shares) | | 583,000 | 405,703 |
Bank of Hangzhou Co. Ltd. (A Shares) | | 15,200 | 34,899 |
Bank of Jiangsu Co. Ltd. (A Shares) | | 37,460 | 41,249 |
Bank of Nanjing Co. Ltd. (A Shares) | | 24,900 | 43,450 |
Bank of Ningbo Co. Ltd. (A Shares) | | 19,580 | 106,612 |
Bank of Shanghai Co. Ltd. (A Shares) | | 29,918 | 29,278 |
Baoshan Iron & Steel Co. Ltd. (A Shares) | | 61,900 | 60,044 |
BBMG Corp. (A Shares) | | 10,900 | 4,600 |
Beijing BDStar Navigation Co. Ltd. (A Shares) (a) | | 200 | 831 |
Beijing Capital International Airport Co. Ltd. (H Shares) (a) | | 88,000 | 48,075 |
Beijing Dabeinong Technology Group Co. Ltd. (A Shares) | | 13,400 | 14,443 |
Beijing E-Hualu Information Technology Co. Ltd. (A Shares) | | 2,340 | 5,135 |
Beijing Easpring Material Technology Co. Ltd. (A Shares) | | 1,200 | 11,986 |
Beijing Enlight Media Co. Ltd. (A Shares) | | 13,000 | 14,201 |
Beijing Kingsoft Office Software, Inc. (A Shares) | | 1,392 | 39,425 |
Beijing New Building Materials PLC (A Shares) | | 4,900 | 21,371 |
Beijing Originwater Technology Co. Ltd. (A Shares) | | 9,700 | 6,830 |
Beijing Roborock Technology Co. Ltd. (A Shares) | | 195 | 16,847 |
Beijing Shiji Information Technology Co. Ltd. (A Shares) | | 3,280 | 8,864 |
Beijing Shunxin Agriculture Co. Ltd. | | 2,200 | 6,765 |
Beijing Sinnet Technology Co. Ltd. (A Shares) | | 6,900 | 9,998 |
Beijing Tiantan Biological Products Corp. Ltd. (A Shares) | | 4,200 | 12,438 |
Beijing United Information Technology Co. Ltd. (A Shares) | | 1,000 | 14,506 |
Beijing Wantai Biological Pharmacy Enterprise Co. Ltd. (A Shares) | | 1,740 | 42,324 |
Beijing Yuanliu Hongyuan Electronic Technology Co. Ltd. (A Shares) | | 500 | 8,828 |
Beijing-Shanghai High Speed Railway Co. Ltd. (A Shares) | | 109,700 | 75,849 |
Betta Pharmaceuticals Co. Ltd. (A Shares) | | 1,200 | 7,755 |
BGI Genomics Co. Ltd. | | 1,300 | 12,334 |
BOC International China Co. Ltd. | | 6,000 | 11,230 |
BOE Technology Group Co. Ltd. (A Shares) | | 94,800 | 54,140 |
By-Health Co. Ltd. (A Shares) | | 5,100 | 15,401 |
BYD Co. Ltd.: | | | |
(A Shares) | | 6,000 | 217,635 |
(H Shares) | | 45,000 | 1,309,578 |
C&S Paper Co. Ltd. (A Shares) | | 2,700 | 4,268 |
Caitong Securities Co. Ltd. | | 14,300 | 15,276 |
CanSino Biologics, Inc.: | | | |
(A Shares) (a) | | 505 | 11,584 |
(H Shares) (a)(b) | | 3,800 | 40,322 |
CECEP Solar Energy Co. Ltd. (A Shares) | | 8,100 | 8,125 |
CECEP Wind-Power Corp. (A Shares) | | 13,500 | 8,143 |
CGN Power Co. Ltd. (H Shares) (b) | | 629,000 | 176,751 |
Chacha Food Co. Ltd. (A Shares) | | 1,400 | 11,201 |
Changchun High & New Technology Industry Group, Inc. (A Shares) | | 1,100 | 25,944 |
Changjiang Securities Co. Ltd. (A Shares) | | 16,200 | 13,480 |
Changzhou Xingyu Automotive Lighting Systems Co. Ltd. (A Shares) | | 700 | 13,464 |
Chaozhou Three-Circle Group Co. (A Shares) | | 4,700 | 20,246 |
Chengtun Mining Group Co. Ltd. (A Shares) | | 7,000 | 7,299 |
Chengxin Lithium Group Co. Ltd. (A Shares) (a) | | 2,300 | 15,234 |
Chifeng Jilong Gold Mining Co. Ltd. (A Shares) (a) | | 4,500 | 12,458 |
China Baoan Group Co. Ltd. (A Shares) | | 7,400 | 9,959 |
China Bohai Bank Co. Ltd. (H Shares) (b) | | 135,500 | 22,162 |
China Cinda Asset Management Co. Ltd. (H Shares) | | 434,000 | 73,183 |
China CITIC Bank Corp. Ltd.: | | | |
(A Shares) | | 34,400 | 26,078 |
(H Shares) | | 462,000 | 234,811 |
China Coal Energy Co. Ltd. (H Shares) | | 114,000 | 95,973 |
China Communications Services Corp. Ltd. (H Shares) | | 134,000 | 61,029 |
China Construction Bank Corp.: | | | |
(A Shares) | | 291,400 | 266,449 |
(H Shares) | | 4,914,000 | 3,500,730 |
China CSSC Holdings Ltd. (A Shares) | | 12,300 | 29,010 |
China Eastern Airlines Corp. Ltd. (A Shares) (a) | | 34,300 | 24,333 |
China Energy Engineering Corp. Ltd. (A Shares) (a) | | 101,000 | 36,667 |
China Everbright Bank Co. Ltd.: | | | |
(A Shares) | | 52,800 | 25,382 |
(H Shares) | | 326,000 | 118,099 |
China Galaxy Securities Co. Ltd. (H Shares) | | 225,000 | 122,383 |
China Great Wall Securities Co. Ltd. (A Shares) | | 7,000 | 8,644 |
China Greatwall Technology Group Co. Ltd. (A Shares) | | 7,700 | 10,422 |
China International Capital Corp. Ltd. (H Shares) (b) | | 83,200 | 166,764 |
China International Travel Service Corp. Ltd. (A Shares) | | 5,800 | 157,337 |
China Jushi Co. Ltd. (A Shares) | | 10,815 | 25,514 |
China Life Insurance Co. Ltd.: | | | |
(A Shares) | | 4,500 | 17,201 |
(H Shares) | | 422,000 | 613,239 |
China Longyuan Power Grid Corp. Ltd. (H Shares) | | 185,000 | 356,830 |
China Merchants Bank Co. Ltd.: | | | |
(A Shares) | | 22,400 | 134,578 |
(H Shares) | | 248,500 | 1,497,772 |
China Merchants Securities Co. Ltd. (A Shares) | | 21,950 | 42,132 |
China Merchants Shekou Industrial Zone Holdings Co. Ltd. (A Shares) | | 25,900 | 61,346 |
China Minmetals Rare Earth Co. Ltd. (A Shares) | | 2,600 | 9,029 |
China Minsheng Banking Corp. Ltd.: | | | |
(A Shares) | | 26,000 | 14,521 |
(H Shares) | | 463,400 | 175,718 |
China Molybdenum Co. Ltd.: | | | |
(A Shares) | | 48,200 | 33,699 |
(H Shares) | | 219,000 | 108,908 |
China National Building Materials Co. Ltd. (H Shares) | | 231,000 | 307,418 |
China National Chemical Engineering Co. Ltd. (A Shares) | | 16,500 | 22,572 |
China National Medicines Corp. Ltd. (A Shares) | | 1,100 | 4,886 |
China National Nuclear Power Co. Ltd. (A Shares) | | 39,900 | 42,632 |
China Northern Rare Earth Group High-Tech Co. Ltd. | | 11,400 | 53,963 |
China Oilfield Services Ltd. (H Shares) | | 100,000 | 102,376 |
China Pacific Insurance (Group) Co. Ltd. | | 23,600 | 73,751 |
China Pacific Insurance (Group) Co. Ltd. (H Shares) | | 148,000 | 328,112 |
China Petroleum & Chemical Corp.: | | | |
(A Shares) | | 62,300 | 40,662 |
(H Shares) | | 1,388,000 | 679,387 |
China Railway Group Ltd.: | | | |
(A Shares) | | 82,400 | 88,053 |
(H Shares) | | 204,000 | 142,874 |
China Railway Signal & Communications Corp. (A Shares) | | 1,988 | 1,294 |
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. (A Shares) | | 3,000 | 16,694 |
China Shenhua Energy Co. Ltd.: | | | |
(A Shares) | | 7,300 | 33,833 |
(H Shares) | | 206,500 | 659,738 |
China Southern Airlines Ltd.: | | | |
(A Shares) (a) | | 56,300 | 55,128 |
(H Shares) (a) | | 56,000 | 31,275 |
China State Construction Engineering Corp. Ltd. (A Shares) | | 125,500 | 118,771 |
China Suntien Green Energy Corp. Ltd. (H Shares) | | 81,000 | 45,726 |
China Three Gorges Renewables Group Co. Ltd. (A Shares) | | 85,900 | 75,101 |
China Tower Corp. Ltd. (H Shares) (b) | | 2,444,000 | 285,238 |
China TransInfo Technology Co. Ltd. (A Shares) | | 8,200 | 10,533 |
China United Network Communications Ltd. (A Shares) | | 73,700 | 39,130 |
China Vanke Co. Ltd.: | | | |
(A Shares) | | 4,700 | 13,763 |
(H Shares) | | 124,900 | 294,514 |
China Yangtze Power Co. Ltd. (A Shares) | | 83,200 | 285,058 |
China Zhenhua (Group) Science & Technology Co. Ltd. (A Shares) | | 1,300 | 20,616 |
China Zheshang Bank Co. Ltd. | | 37,700 | 18,833 |
Chongqing Brewery Co. Ltd. (A Shares) (a) | | 1,300 | 24,474 |
Chongqing Changan Automobile Co. Ltd. (A Shares) | | 17,460 | 27,308 |
Chongqing Fuling Zhacai Group Co. Ltd. Group (A Shares) | | 2,900 | 15,221 |
Chongqing Rural Commercial Bank Co. Ltd. (H Shares) | | 119,000 | 46,208 |
Chongqing Zhifei Biological Products Co. Ltd. (A Shares) | | 5,100 | 72,582 |
CITIC Securities Co. Ltd.: | | | |
(A Shares) | | 21,625 | 63,742 |
(H Shares) | | 174,225 | 382,796 |
CNGR Advanced Material Co. Ltd. | | 1,300 | 16,334 |
CNNC Hua Yuan Titanium Dioxide Co. Ltd. (A Shares) | | 5,200 | 5,731 |
Contemporary Amperex Technology Co. Ltd. | | 7,100 | 432,640 |
COSCO Shipping Development Co. Ltd. (A Shares) | | 20,100 | 9,319 |
COSCO Shipping Energy Transportation Co. Ltd. (A Shares) | | 14,900 | 17,695 |
COSCO SHIPPING Holdings Co. Ltd.: | | | |
(A Shares) | | 46,470 | 100,018 |
(H Shares) | | 172,050 | 267,669 |
CRRC Corp. Ltd.: | | | |
(A Shares) | | 86,000 | 65,420 |
(H Shares) | | 330,000 | 122,426 |
CSC Financial Co. Ltd. (A Shares) | | 11,900 | 38,393 |
Daan Gene Co. Ltd. | | 6,636 | 18,024 |
Daqin Railway Co. Ltd. (A Shares) | | 34,100 | 34,277 |
DaShenLin Pharmaceutical Group Co. Ltd. | | 1,800 | 7,155 |
DHC Software Co. Ltd. (A Shares) | | 13,100 | 11,419 |
Do-Fluoride New Materials Co. Ltd. (A Shares) | | 2,000 | 9,425 |
Dong E-E-Jiao Co. Ltd. (A Shares) | | 2,200 | 10,030 |
Dongfang Electric Corp. Ltd. (A Shares) | | 7,600 | 14,326 |
Dongfeng Motor Group Co. Ltd. (H Shares) | | 162,000 | 118,178 |
Dongxing Securities Co. Ltd. (A Shares) | | 7,700 | 9,513 |
East Money Information Co. Ltd. (A Shares) | | 38,150 | 129,664 |
Ecovacs Robotics Co. Ltd. Class A | | 1,300 | 21,044 |
ENN Natural Gas Co. Ltd. (A Shares) | | 6,000 | 14,795 |
Eve Energy Co. Ltd. (A shares) | | 5,871 | 57,284 |
Everbright Securities Co. Ltd. (A Shares) | | 10,600 | 18,115 |
Fangda Carbon New Material Co. Ltd. (A Shares) | | 11,940 | 12,661 |
FAW Jiefang Group Co. Ltd. (A Shares) | | 7,300 | 8,911 |
First Capital Securities Co. Ltd. (A Shares) | | 14,400 | 11,974 |
Flat Glass Group Co. Ltd. | | 9,000 | 32,182 |
Flat Glass Group Co. Ltd. (A Shares) | | 12,000 | 72,738 |
Focus Media Information Technology Co. Ltd. (A Shares) | | 49,200 | 43,066 |
Foshan Haitian Flavouring & Food Co. Ltd. (A Shares) | | 11,594 | 142,118 |
Founder Securities Co. Ltd. (A Shares) | | 22,000 | 20,215 |
Foxconn Industrial Internet Co. Ltd. (A Shares) | | 16,900 | 24,213 |
Fujian Sunner Development Co. Ltd. A Shares (a) | | 3,700 | 9,076 |
Fuyao Glass Industries Group Co. Ltd.: | | | |
(A Shares) | | 2,500 | 13,334 |
(H Shares) (b) | | 37,600 | 153,622 |
G-bits Network Technology Xiamen Co. Ltd. (A Shares) | | 400 | 20,280 |
Ganfeng Lithium Co. Ltd. (A Shares) | | 7,900 | 130,593 |
GCL System Integration Technology Co. Ltd. (a) | | 16,400 | 6,770 |
GD Power Development Co. Ltd. (A Shares) | | 47,900 | 21,718 |
GEM Co. Ltd. (A Shares) | | 13,600 | 13,742 |
Gemdale Corp. (A Shares) | | 13,100 | 28,347 |
GF Securities Co. Ltd.: | | | |
(A Shares) | | 9,600 | 23,034 |
(H Shares) | | 74,400 | 92,989 |
Giant Network Group Co. Ltd. (A Shares) | | 17,500 | 21,699 |
Gigadevice Semiconductor Beijing, Inc. (A Shares) | | 1,740 | 32,278 |
Ginlong Technologies Co. Ltd. (A Shares) | | 700 | 20,212 |
GoerTek, Inc. (A Shares) | | 10,500 | 55,067 |
Gotion High-tech Co. Ltd. (A Shares) (a) | | 5,400 | 21,658 |
Great Wall Motor Co. Ltd.: | | | |
(A Shares) | | 8,300 | 30,799 |
(H Shares) | | 173,500 | 242,974 |
Gree Electric Appliances, Inc. of Zhuhai (A Shares) | | 9,200 | 43,195 |
Greenland Holdings Corp. Ltd. (A Shares) | | 27,155 | 19,685 |
GRG Banking Equipment Co. Ltd. (A Shares) | | 5,500 | 7,054 |
Guangdong Haid Group Co. Ltd. (A Shares) | | 5,400 | 50,161 |
Guangdong Kinlong Hardware Products Co. Ltd. (A Shares) | | 900 | 10,525 |
Guanghui Energy Co. Ltd. (A Shares) (a) | | 17,900 | 23,940 |
Guangzhou Automobile Group Co. Ltd. | | 17,400 | 31,769 |
Guangzhou Automobile Group Co. Ltd. (H Shares) | | 134,000 | 113,618 |
Guangzhou Baiyunshan Pharma Health (A Shares) | | 3,500 | 15,333 |
Guangzhou Haige Communications Group (A Shares) | | 3,300 | 4,502 |
Guangzhou Kingmed Diagnostics Group Co. Ltd. (A Shares) | | 1,300 | 15,937 |
Guangzhou R&F Properties Co. Ltd. (H Shares) | | 79,400 | 29,475 |
Guangzhou Shiyuan Electronic Technology Co. Ltd. (A Shares) | | 1,900 | 21,977 |
Guangzhou Tinci Materials Technology Co. Ltd. (A Shares) | | 2,680 | 29,966 |
Guangzhou Yuexiu Financial Holdings Group Co. Ltd. (A Shares) | | 10,205 | 11,285 |
Guolian Securities Co. Ltd. | | 6,400 | 8,969 |
Guosen Securities Co. Ltd. (A Shares) | | 16,400 | 23,878 |
Guotai Junan Securities Co. Ltd.: | | | |
(A Shares) | | 11,200 | 24,522 |
(H Shares) (b) | | 19,800 | 25,549 |
Guoyuan Securities Co. Ltd. (A Shares) | | 6,110 | 5,535 |
Haier Smart Home Co. Ltd. | | 125,600 | 443,719 |
Haier Smart Home Co. Ltd. (A Shares) | | 14,900 | 57,783 |
Haitong Securities Co. Ltd. (H Shares) | | 218,000 | 152,245 |
Hangzhou First Applied Material Co. Ltd. (A Shares) | | 2,580 | 35,727 |
Hangzhou Great Star Industrial Co. Ltd. (A Shares) (a) | | 2,800 | 6,498 |
Hangzhou Oxygen Plant Group Co. Ltd. (A Shares) | | 2,100 | 8,249 |
Hangzhou Robam Appliances Co. Ltd. (A Shares) | | 3,100 | 14,391 |
Hangzhou Silan Microelectronics Co. Ltd. (A Shares) | | 4,600 | 28,657 |
Hangzhou Tigermed Consulting Co. Ltd.: | | | |
(A Shares) | | 1,700 | 22,772 |
(H Shares) (b) | | 5,000 | 48,457 |
Hefei Meiya Optoelectronic Technology, Inc. (A Shares) | | 1,800 | 6,132 |
Heilongjiang Agriculture Co. Ltd. (A Shares) | | 5,300 | 11,242 |
Henan Shuanghui Investment & Development Co. Ltd. (A Shares) | | 7,700 | 34,486 |
Hengli Petrochemical Co. Ltd. (A Shares) | | 18,800 | 58,975 |
Hengtong Optic-electric Co. Ltd. (A Shares) | | 9,100 | 13,756 |
Hengyi Petrochemical Co. Ltd. (A Shares) | | 10,900 | 12,524 |
Hesteel Co. Ltd. (A Shares) | | 30,300 | 10,623 |
Hithink RoyalFlush Information Network Co. Ltd. (A Shares) | | 1,400 | 17,226 |
Hongfa Technology Co. Ltd. (A Shares) | | 2,000 | 14,543 |
Hoshine Silicon Industry Co. Ltd. (A Shares) | | 1,200 | 14,284 |
Huadian Power International Corp. Ltd.: | | | |
(A Shares) | | 2,800 | 1,574 |
(H Shares) | | 26,000 | 9,023 |
Huadong Medicine Co. Ltd. (A Shares) | | 4,900 | 25,071 |
Huafon Chemical Co. Ltd. (A Shares) | | 13,300 | 15,543 |
Huagong Tech Co. Ltd. (A Shares) | | 2,800 | 7,063 |
Hualan Biological Engineer, Inc. (A Shares) | | 5,110 | 12,817 |
Huaneng Power International, Inc.: | | | |
(A Shares) | | 17,300 | 18,880 |
(H Shares) | | 216,000 | 108,506 |
Huatai Securities Co. Ltd.: | | | |
(A Shares) | | 16,700 | 33,384 |
(H Shares) (b) | | 108,200 | 148,714 |
HUAXI Securities Co. Ltd. | | 3,000 | 3,145 |
Huaxia Bank Co. Ltd. (A Shares) | | 27,600 | 22,678 |
Huaxin Cement Co. Ltd. (A Shares) | | 4,000 | 13,172 |
Huayu Automotive Systems Co. Ltd. (A Shares) | | 8,200 | 24,108 |
Hubei Xingfa Chemicals Group Co. Ltd. (A Shares) | | 3,000 | 14,378 |
Huizhou Desay SV Automotive Co. Ltd. | | 1,300 | 23,231 |
Humanwell Healthcare Group Co. Ltd. (A Shares) | | 5,400 | 12,711 |
Hunan Valin Steel Co. Ltd. (A Shares) | | 20,300 | 17,739 |
Hundsun Technologies, Inc. (A Shares) | | 4,622 | 26,486 |
iFlytek Co. Ltd. (A Shares) | | 7,400 | 40,955 |
IMEIK Technology Development Co. Ltd. (A Shares) | | 600 | 46,521 |
Industrial & Commercial Bank of China Ltd.: | | | |
(A Shares) | | 386,300 | 278,598 |
(H Shares) | | 2,881,000 | 1,736,686 |
Industrial Bank Co. Ltd. (A Shares) | | 61,700 | 189,671 |
Industrial Securities Co. Ltd. (A Shares) | | 17,900 | 17,466 |
Ingenic Semiconductor Co. Ltd. (A Shares) | | 1,300 | 14,424 |
Inner Mongoli Yili Industries Co. Ltd. (A Shares) | | 19,100 | 110,653 |
Inner Mongolia Baotou Steel Union Co. Ltd. (A Shares) (a) | | 124,700 | 35,147 |
Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd. (A Shares) | | 25,400 | 16,689 |
Inner Mongolia Yuan Xing Energy Co. Ltd. (A Shares) | | 9,700 | 12,337 |
Inspur Electronic Information Industry Co. Ltd. (A Shares) | | 4,045 | 14,989 |
Intco Medical Technology Co. Ltd. (A Shares) | | 1,750 | 7,583 |
JA Solar Technology Co. Ltd. (A Shares) | | 5,100 | 62,048 |
Jafron Biomedical Co. Ltd. (A Shares) | | 2,400 | 14,935 |
Jason Furniture Hangzhou Co. Ltd. (A Shares) | | 1,600 | 13,986 |
JCET Group Co. Ltd. (A Shares) | | 5,100 | 16,465 |
Jiangsu Eastern Shenghong Co. Ltd. | | 12,800 | 23,521 |
Jiangsu Expressway Co. Ltd. (H Shares) | | 72,000 | 71,134 |
Jiangsu Hengli Hydraulic Co. Ltd. | | 3,576 | 24,674 |
Jiangsu Hengrui Medicine Co. Ltd. (A Shares) | | 18,032 | 80,072 |
Jiangsu King's Luck Brewery JSC Ltd. (A Shares) | | 3,300 | 22,229 |
Jiangsu Yanghe Brewery JSC Ltd. (A Shares) | | 4,600 | 109,758 |
Jiangsu Yangnong Chemical Co. Ltd. (A Shares) | | 700 | 13,821 |
Jiangsu Yoke Technology Co. Ltd. (A Shares) | | 1,200 | 8,080 |
Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. (A Shares) | | 2,500 | 8,986 |
Jiangsu Zhongtian Technology Co. Ltd. (A Shares) | | 8,400 | 20,515 |
Jiangxi Copper Co. Ltd.: | | | |
(A Shares) | | 3,400 | 8,905 |
(H Shares) | | 73,000 | 114,188 |
Jiangxi Zhengbang Technology Co. Ltd. (A Shares) | | 9,700 | 8,499 |
Jinke Properties Group Co. Ltd. (A Shares) | | 24,300 | 16,444 |
JiuGui Liquor Co. Ltd. (A Shares) | | 1,200 | 27,007 |
Joincare Pharmaceutical Group Industry Co. Ltd. (A Shares) | | 6,300 | 10,567 |
Joinn Laboratories China Co. Ltd. (A Shares) | | 1,000 | 14,922 |
Jointown Pharmaceutical Group (A Shares) | | 7,200 | 13,925 |
Jonjee Hi-Tech Industrial & Commercial Holding Co. Ltd. (A Shares) | | 2,700 | 10,150 |
Juewei Food Co. Ltd. | | 1,800 | 11,881 |
Kangmei Pharmaceutical Co. Ltd. (A Shares) | | 1,617 | 628 |
Kingfa Sci & Tech Co. Ltd. (A Shares) | | 6,900 | 8,589 |
Kuang-Chi Technologies Co. Ltd. (A Shares) (a) | | 5,800 | 11,554 |
Kunlun Tech Co. Ltd. (A Shares) | | 5,700 | 12,275 |
Kweichow Moutai Co. Ltd. (A Shares) | | 3,800 | 1,048,712 |
Lakala Payment Co. Ltd. (A Shares) | | 3,500 | 9,375 |
Laobaixing Pharmacy Chain JSC (A Shares) | | 1,360 | 6,592 |
Lb Group Co. Ltd. (A Shares) | | 6,400 | 17,541 |
Lens Technology Co. Ltd. (A Shares) | | 14,100 | 21,449 |
Lepu Medical Technology Beijing Co. Ltd. (A Shares) | | 5,000 | 12,821 |
Leyard Optoelectronic Co. Ltd. (A Shares) | | 7,300 | 6,552 |
Lingyi iTech Guangdong Co. (A Shares) (a) | | 18,400 | 11,792 |
Livzon Pharmaceutical Group, Inc. (A Shares) | | 2,000 | 10,032 |
LONGi Green Energy Technology Co. Ltd. | | 16,180 | 163,579 |
Luoyang Xinqianglian Slewing Bearing Co. Ltd. (A Shares) | | 400 | 7,260 |
Luxi Chemical Group Co. Ltd. (c) | | 6,400 | 17,626 |
Luxshare Precision Industry Co. Ltd. (A Shares) | | 21,293 | 98,425 |
Luzhou Laojiao Co. Ltd. (A Shares) | | 4,400 | 139,181 |
Mango Excellent Media Co. Ltd. (A Shares) | | 7,000 | 37,479 |
Maxscend Microelectronics Co. Ltd. (A Shares) | | 940 | 26,041 |
Meinian Onehealth Healthcare Holdings Co. Ltd. (A Shares) (a) | | 16,500 | 12,392 |
Metallurgical Corp. China Ltd. (A Shares) | | 48,600 | 25,578 |
Mianyang Fulin Precision Co. Ltd. (A Shares) (a) | | 2,000 | 5,958 |
Ming Yang Smart Energy Group Ltd. (A Shares) | | 5,400 | 17,854 |
Montage Technology Co. Ltd. (A Shares) | | 3,394 | 29,575 |
Muyuan Foodstuff Co. Ltd. (A Shares) | | 16,140 | 126,242 |
Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd. | | 3,301 | 12,825 |
Nanjing Securities Co. Ltd. (A Shares) | | 11,300 | 12,641 |
NARI Technology Co. Ltd. (A Shares) | | 17,100 | 81,947 |
National Silicon Industry Group Co. Ltd. (A Shares) (a) | | 5,113 | 15,922 |
NAURA Technology Group Co. Ltd. | | 1,600 | 56,873 |
NavInfo Co. Ltd. (A Shares) (a) | | 7,300 | 13,615 |
New China Life Insurance Co. Ltd. | | 16,200 | 72,638 |
New China Life Insurance Co. Ltd. (H Shares) | | 32,000 | 81,078 |
New Hope Liuhe Co. Ltd. (A Shares) (a) | | 16,100 | 33,964 |
Ninestar Corp. (A Shares) | | 4,500 | 27,622 |
Ningbo Joyson Electronic Corp. (A shares) | | 3,600 | 5,885 |
Ningbo Ronbay New Energy Technology Co. Ltd. (A Shares) | | 1,425 | 19,618 |
Ningbo Shanshan Co. Ltd. (A Shares) | | 7,100 | 23,483 |
Ningbo Tuopu Group Co. Ltd. (A Shares) | | 2,900 | 22,594 |
Ningxia Baofeng Energy Group Co. Ltd. | | 20,100 | 42,544 |
Nongfu Spring Co. Ltd. (H Shares) (b)(d) | | 98,200 | 519,667 |
North Industries Group Red Arrow Co. Ltd. (A Shares) (a) | | 3,700 | 11,616 |
Northeast Securities Co. Ltd. (A Shares) | | 7,600 | 7,470 |
Offcn Education Technology Co. A Shares (a) | | 100 | 69 |
Offshore Oil Enginering Co. Ltd. (A Shares) | | 15,000 | 9,242 |
OFILM Group Co. Ltd. (A Shares) (a) | | 8,100 | 6,733 |
Oppein Home Group, Inc. (A Shares) | | 1,360 | 23,882 |
Orient Securities Co. Ltd. (A Shares) | | 26,240 | 35,906 |
Ovctek China, Inc. (A Shares) | | 2,420 | 13,462 |
Pangang Group Vanadium Titanium & Resources Co. Ltd. (A Shares) (a) | | 22,100 | 10,287 |
People's Insurance Co. of China Group Ltd.: | | | |
(A Shares) | | 65,100 | 42,873 |
(H Shares) | | 447,000 | 142,394 |
Perfect World Co. Ltd. (A Shares) | | 8,250 | 18,306 |
PetroChina Co. Ltd.: | | | |
(A Shares) | | 67,300 | 54,369 |
(H Shares) | | 1,170,000 | 555,392 |
PharmaBlock Sciences (Nanjing), Inc. (A Shares) | | 500 | 5,747 |
Pharmaron Beijing Co. Ltd.: | | | |
(A Shares) | | 1,700 | 32,060 |
(H Shares) (b) | | 7,300 | 91,706 |
PICC Property & Casualty Co. Ltd. (H Shares) | | 388,000 | 396,854 |
Ping An Bank Co. Ltd. (A Shares) | | 57,500 | 132,489 |
Ping An Insurance Group Co. of China Ltd.: | | | |
(A Shares) | | 50,100 | 335,487 |
(H Shares) | | 327,000 | 2,066,875 |
Poly Developments & Holdings (A Shares) | | 37,000 | 101,552 |
Postal Savings Bank of China Co. Ltd. | | 120,000 | 97,516 |
Postal Savings Bank of China Co. Ltd. (H Shares) (b) | | 415,000 | 314,645 |
Power Construction Corp. of China Ltd. (A Shares) | | 49,700 | 57,766 |
Proya Cosmetics Co. Ltd. (A Shares) | | 500 | 15,212 |
Qingdao Rural Commercial Bank Corp. (A Shares) | | 8,100 | 4,140 |
Raytron Technology Co. Ltd. (A Shares) | | 908 | 4,895 |
Risesun Real Estate Development Co. Ltd. (A Shares) | | 25,400 | 14,380 |
Riyue Heavy Industry Co. Ltd. (A Shares) | | 3,000 | 7,330 |
Rongsheng Petrochemical Co. Ltd. (A Shares) | | 31,050 | 63,805 |
SAIC Motor Corp. Ltd. (A Shares) | | 21,100 | 50,529 |
Sailun Group Co. Ltd. A Shares | | 9,500 | 13,750 |
Sangfor Technologies, Inc. | | 1,300 | 17,397 |
Sany Heavy Industry Co. Ltd. (A Shares) | | 24,500 | 60,764 |
Satellite Chemical Co. Ltd. (A Shares) | | 4,780 | 25,927 |
SDIC Capital Co. Ltd. | | 16,188 | 15,601 |
SDIC Power Holdings Co. Ltd. (A Shares) | | 19,500 | 28,453 |
Sealand Securities Co. Ltd. (A Shares) | | 17,400 | 8,791 |
Seazen Holdings Co. Ltd. (A Shares) | | 8,200 | 34,287 |
SF Holding Co. Ltd. (A Shares) | | 14,500 | 111,786 |
SG Micro Corp. (A Shares) | | 650 | 27,159 |
Shaanxi Coal Industry Co. Ltd. (A Shares) | | 30,300 | 78,669 |
Shandong Buchang Pharmaceuticals Co. Ltd. (A Shares) | | 4,200 | 11,500 |
Shandong Gold Mining Co. Ltd.: | | | |
(A Shares) | | 17,740 | 51,522 |
(H Shares) (b) | | 21,750 | 40,174 |
Shandong Hualu Hengsheng Chemical Co. Ltd. (A Shares) | | 5,660 | 25,634 |
Shandong Linglong Tyre Co. Ltd. (A Shares) | | 4,000 | 10,679 |
Shandong Nanshan Aluminum Co. Ltd. (A Shares) | | 32,600 | 15,843 |
Shandong Sun Paper Industry JSC Ltd. (A Shares) | | 8,700 | 16,116 |
Shandong Weigao Medical Polymer Co. Ltd. (H Shares) | | 141,200 | 150,427 |
Shanghai Bairun Investment Holding Group Co. Ltd. (A Shares) | | 1,960 | 9,167 |
Shanghai Baosight Software Co. Ltd. | | 52,200 | 191,529 |
Shanghai Baosight Software Co. Ltd. (A Shares) | | 2,340 | 16,711 |
Shanghai Construction Group Co. Ltd. (A Shares) | | 23,498 | 11,462 |
Shanghai Electric Group Co. Ltd. (A Shares) | | 35,000 | 20,219 |
Shanghai Fosun Pharmaceutical (Group) Co. Ltd.: | | | |
(A Shares) | | 300 | 1,934 |
(H Shares) | | 38,500 | 164,708 |
Shanghai Friendess Electronic Technology Corp. Ltd. (A Shares) | | 199 | 7,384 |
Shanghai International Airport Co. Ltd. (A Shares) (a) | | 2,700 | 20,036 |
Shanghai International Port Group Co. Ltd. (A Shares) | | 26,100 | 23,293 |
Shanghai Jahwa United Co. Ltd. (A Shares) | | 1,500 | 7,035 |
Shanghai Jinjiang International Hotels Co. Ltd. (A Shares) | | 3,300 | 26,635 |
Shanghai Junshi Biosciences Co. Ltd. (A Shares) (a) | | 1,850 | 26,539 |
Shanghai Lingang Holdings Corp. Ltd. (A Shares) | | 3,480 | 6,691 |
Shanghai Lujiazui Finance Trust Ltd. (B Shares) | | 270,218 | 247,028 |
Shanghai M&G Stationery, Inc. (A Shares) | | 2,500 | 18,051 |
Shanghai Medicilon, Inc. (A Shares) | | 169 | 9,738 |
Shanghai Pharmaceuticals Holding Co. Ltd.: | | | |
(A Shares) | | 3,900 | 10,337 |
(H Shares) | | 48,200 | 77,938 |
Shanghai Pudong Development Bank Co. Ltd. (A Shares) | | 74,200 | 89,884 |
Shanghai Putailai New Energy Technology Co. Ltd. | | 1,940 | 34,308 |
Shanghai RAAS Blood Products Co. Ltd. (A Shares) | | 18,600 | 15,142 |
Shanghai Yuyuan Tourist Mart Group Co. Ltd. | | 6,700 | 9,080 |
Shanghai Zhangjiang High Ltd. (A Shares) | | 3,900 | 6,816 |
Shanxi Lu'an Environmental Energy Development Co. Ltd. (A Shares) | | 11,000 | 25,589 |
Shanxi Meijin Energy Co. Ltd. (A Shares) (a) | | 12,200 | 19,047 |
Shanxi Securities Co. Ltd. (A Shares) | | 11,070 | 8,332 |
Shanxi Taigang Stainless Steel Co. Ltd. (A Shares) | | 17,300 | 15,429 |
Shanxi Xinghuacun Fen Wine Factory Co. Ltd. (A Shares) | | 3,660 | 150,223 |
Shanxi Xishan Coal & Electricity Power Co. Ltd. (A Shares) | | 15,030 | 31,399 |
Shenghe Resources Holding Co. Ltd. (A Shares) | | 5,500 | 12,947 |
Shengyi Technology Co. Ltd. | | 6,200 | 15,537 |
Shennan Circuits Co. Ltd. (A Shares) | | 1,240 | 17,713 |
Shenwan Hongyuan Group Co. Ltd. (A Shares) | | 61,700 | 37,911 |
Shenzhen Capchem Technology Co. Ltd. (A Shares) | | 1,100 | 10,986 |
Shenzhen Energy Group Co. Ltd. (A Shares) | | 13,140 | 11,517 |
Shenzhen Goodix Technology Co. Ltd. (A Shares) | | 1,100 | 9,311 |
Shenzhen Inovance Technology Co. Ltd. (A Shares) | | 7,050 | 60,904 |
Shenzhen Kaifa Technology Co. Ltd. (A Shares) | | 2,000 | 2,930 |
Shenzhen Kangtai Biological Products Co. Ltd. | | 1,900 | 18,519 |
Shenzhen Kedali Industry Co. Ltd. | | 600 | 10,941 |
Shenzhen Mindray Bio-Medical Electronics Co. Ltd. (A Shares) | | 3,700 | 174,374 |
Shenzhen MTC Co. Ltd. (A Shares) (a) | | 11,600 | 5,612 |
Shenzhen New Industries Biomedical Engineering Co. Ltd. | | 1,700 | 10,290 |
Shenzhen Overseas Chinese Town Co. Ltd. (A Shares) | | 27,100 | 24,676 |
Shenzhen Salubris Pharmaceuticals Co. Ltd. (A Shares) | | 3,300 | 11,407 |
Shenzhen SC New Energy Technology Corp. (A Shares) | | 800 | 7,115 |
Shenzhen Senior Technology Material Co. Ltd. (A Shares) | | 3,146 | 9,951 |
Shenzhen Sunlord Electronics Co. Ltd. (A Shares) | | 1,400 | 5,266 |
Shenzhen Sunway Communication Co. Ltd. (A Shares) | | 2,900 | 6,366 |
Shenzhen Transsion Holdings Co. Ltd. (A Shares) | | 1,801 | 22,870 |
Shijiazhuang Yiling Pharmaceutical Co. Ltd. (A Shares) | | 5,940 | 22,023 |
Sichuan Chuantou Energy Co. Ltd. (A Shares) | | 9,400 | 15,624 |
Sichuan Hebang Biotechnology Co. Ltd. (A Shares) | | 23,300 | 11,057 |
Sichuan Kelun Pharmaceutical Co. Ltd. (A Shares) | | 4,400 | 11,258 |
Sichuan New Energy Power Co. Ltd. (A Shares) (a) | | 3,400 | 8,474 |
Sichuan Road & Bridge (Group) Co. Ltd. (A Shares) | | 13,800 | 21,694 |
Sichuan Swellfun Co. Ltd. (A Shares) | | 1,300 | 13,776 |
Sichuan Yahua Industrial Group Co. Ltd. (A Shares) | | 3,100 | 12,279 |
Sinolink Securities Co. Ltd. (A Shares) | | 8,100 | 10,024 |
Sinoma Science & Technology Co. Ltd. (A Shares) | | 4,600 | 13,970 |
Sinopec Shanghai Petrochemical Co. Ltd.: | | | |
(A Shares) | | 8,500 | 3,972 |
(H Shares) | | 30,000 | 5,613 |
Sinopharm Group Co. Ltd. (H Shares) | | 73,600 | 169,367 |
Sinotrans Ltd. | | 5,900 | 3,338 |
Sinotrans Ltd. (H Shares) | | 10,000 | 3,022 |
Siyuan Electric Co. Ltd. (A Shares) | | 2,100 | 9,476 |
SKSHU Paint Co. Ltd. (A Shares) | | 1,140 | 12,729 |
Songcheng Performance Development Co. Ltd. (A Shares) | | 10,220 | 19,209 |
Soochow Securities Co. Ltd. (A Shares) | | 16,770 | 17,078 |
Southwest Securities Co. Ltd. (A Shares) | | 20,800 | 11,645 |
StarPower Semiconductor Ltd. (A Shares) | | 500 | 25,660 |
Sungrow Power Supply Co. Ltd. (A Shares) | | 4,700 | 44,315 |
Suning.com Co. Ltd. (A Shares) (a) | | 26,300 | 12,805 |
Sunwoda Electronic Co. Ltd. (A Shares) | | 4,800 | 15,826 |
Suzhou Dongshan Precision Manufacturing Co. Ltd. (A Shares) | | 4,200 | 10,607 |
Suzhou Maxwell Technologies Co. Ltd. (A Shares) | | 480 | 24,081 |
Suzhou TA&A Ultra Clean Technology Co. Ltd. (A Shares) | | 1,600 | 14,609 |
Tangshan Jidong Cement Co. Ltd. A Shares | | 2,000 | 3,240 |
TBEA Co. Ltd. (A Shares) | | 10,200 | 29,536 |
TCL Technology Group Corp. (A Shares) | | 37,600 | 23,558 |
Thunder Software Technology Co. Ltd. (A Shares) | | 1,300 | 18,177 |
Tianfeng Securities Co. Ltd. (A Shares) | | 25,000 | 11,279 |
Tianjin 712 Communication & Broadcasting Co. Ltd. | | 1,900 | 7,883 |
Tianjin Zhonghuan Semiconductor Co. Ltd. (A Shares) | | 9,900 | 57,713 |
Tianma Microelectronics Co. Ltd. (A Shares) | | 4,800 | 6,597 |
Tianshan Aluminum Group Co. Ltd. | | 12,200 | 12,527 |
Tianshui Huatian Technology Co. Ltd. (A Shares) | | 7,600 | 9,727 |
Tibet Summit Industrial Co. Ltd. (A Shares) (a) | | 2,500 | 7,279 |
Titan Wind Energy Suzhou Co. Ltd. (A Shares) | | 4,900 | 7,347 |
Toly Bread Co. Ltd. | | 4,368 | 8,999 |
TongFu Microelectronics Co. Ltd. (A Shares) | | 3,400 | 6,729 |
Tongkun Group Co. Ltd. (A Shares) | | 6,400 | 14,605 |
Tongling Nonferrous Metals Group Co. Ltd. (A Shares) | | 33,000 | 17,193 |
Tongwei Co. Ltd. (A Shares) | | 14,200 | 87,218 |
Topchoice Medical Corp. (a) | | 900 | 17,343 |
Topsec Technologies Group, Inc. | | 3,500 | 4,848 |
Transfar Zhilian Co. Ltd. | | 8,400 | 7,960 |
TravelSky Technology Ltd. (H Shares) | | 57,000 | 86,080 |
Trina Solar Co. Ltd. (A Shares) | | 5,350 | 40,446 |
Tsingtao Brewery Co. Ltd.: | | | |
(A Shares) | | 500 | 6,477 |
(H Shares) | | 32,000 | 259,077 |
Unigroup Guoxin Microelectronics Co. Ltd. | | 1,700 | 46,816 |
Unisplendour Corp. Ltd. (A Shares) | | 7,420 | 18,968 |
Universal Scientific Industrial Shanghai Co. Ltd. (A Shares) | | 2,000 | 3,629 |
Venus MedTech Hangzhou, Inc. (H Shares) (a)(b) | | 10,500 | 19,276 |
Walvax Biotechnology Co. Ltd. (A Shares) | | 4,300 | 34,429 |
Wanhua Chemical Group Co. Ltd. (A Shares) | | 8,900 | 104,097 |
Weichai Power Co. Ltd.: | | | |
(A Shares) | | 14,900 | 24,951 |
(H Shares) | | 118,000 | 164,835 |
Weihai Guangwei Composites Co. Ltd. (A Shares) | | 1,300 | 9,741 |
Wens Foodstuffs Group Co. Ltd. (A Shares) | | 20,260 | 57,016 |
Western Securities Co. Ltd. (A Shares) | | 13,000 | 12,168 |
Western Superconducting Technologies Co. Ltd. (A Shares) | | 1,116 | 13,679 |
Westone Information Industry, Inc. (A Shares) | | 2,200 | 10,464 |
Will Semiconductor Ltd. | | 2,700 | 60,689 |
Wingtech Technology Co. Ltd. (A Shares) | | 3,400 | 33,347 |
Winning Health Technology Group Co. Ltd. (A Shares) | | 10,090 | 12,040 |
Wuchan Zhongda Group Co. Ltd. | | 14,500 | 10,773 |
Wuhan Guide Infrared Co. Ltd. (A Shares) | | 6,094 | 14,101 |
Wuhu Token Science Co. Ltd. (A Shares) | | 6,600 | 6,042 |
Wuliangye Yibin Co. Ltd. (A Shares) | | 11,600 | 282,570 |
WUS Printed Circuit Kunshan Co. Ltd. (A Shares) | | 5,140 | 10,009 |
WuXi AppTec Co. Ltd. | | 7,360 | 114,037 |
WuXi AppTec Co. Ltd. (H Shares) (b) | | 20,564 | 279,707 |
Wuxi Lead Intelligent Equipment Co. Ltd. (A Shares) | | 1,920 | 12,643 |
Wuxi Shangji Automation Co. Ltd. (A Shares) | | 800 | 14,627 |
XCMG Construction Machinery Co. Ltd. (A Shares) | | 21,600 | 16,122 |
Xiamen C&D, Inc. (A Shares) | | 8,700 | 18,950 |
Xiamen Faratronic Co. Ltd. (A Shares) | | 600 | 13,156 |
Xiamen Intretech, Inc. | | 1,620 | 5,002 |
Xiamen Tungsten Co. Ltd. (A Shares) | | 3,600 | 8,501 |
Xinjiang Goldwind Science & Technology Co. Ltd.: | | | |
(A Shares) | | 7,536 | 12,718 |
(H Shares) | | 55,816 | 79,334 |
Xinjiang Zhongtai Chemical Co. Ltd. (A Shares) | | 6,800 | 7,557 |
Yankuang Energy Group Co. Ltd.: | | | |
(A Shares) | | 12,100 | 63,231 |
(H Shares) | | 78,000 | 220,051 |
Yantai Eddie Precision Machinery Co. Ltd. (A Shares) | | 2,100 | 6,056 |
Yantai Jereh Oilfield Services (A Shares) | | 3,100 | 14,431 |
Yealink Network Technology Corp. Ltd. | | 2,350 | 27,480 |
Yifeng Pharmacy Chain Co. Ltd. | | 2,100 | 11,630 |
Yihai Kerry Arawana Holdings Co. Ltd. (A Shares) | | 3,900 | 28,166 |
Yintai Gold Co. Ltd. (A Shares) | | 8,120 | 11,412 |
Yonghui Superstores Co. Ltd. (A Shares) | | 22,800 | 15,203 |
YongXing Special Materials Technology Co. Ltd. (A Shares) | | 1,100 | 17,003 |
Yonyou Network Technology Co. Ltd. (A Shares) | | 10,420 | 29,866 |
Youngor Group Co. Ltd. (A Shares) | | 5,300 | 5,454 |
Youngy Co. Ltd. (A Shares) (a) | | 700 | 10,897 |
YTO Express Group Co. Ltd. (A Shares) | | 8,500 | 22,932 |
Yuan Longping High-tech Agriculture Co. Ltd. (A Shares) (a) | | 3,500 | 8,571 |
Yunda Holding Co. Ltd. (A Shares) | | 7,480 | 17,297 |
Yunnan Aluminium Co. Ltd. (A Shares) (a) | | 12,100 | 18,859 |
Yunnan Baiyao Group Co. Ltd. (A Shares) | | 3,500 | 40,199 |
Yunnan Energy New Material Co. Ltd. | | 2,800 | 85,004 |
Yunnan Tin Co. Ltd. (A Shares) (a) | | 4,300 | 11,544 |
Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. (A Shares) | | 1,700 | 78,084 |
Zhejiang Century Huatong Group Co. Ltd. (A Shares) (a) | | 37,140 | 26,573 |
Zhejiang China Commodities City Group Co. Ltd. (A Shares) | | 12,200 | 9,354 |
Zhejiang Chint Electric Co. Ltd. (A Shares) | | 7,000 | 34,173 |
Zhejiang Dahua Technology Co. Ltd. (A Shares) | | 7,500 | 18,782 |
Zhejiang Dingli Machinery Co. Ltd. (A Shares) | | 1,600 | 8,943 |
Zhejiang Expressway Co. Ltd. (H Shares) | | 92,000 | 75,845 |
Zhejiang Fuchunjiang HP Co. Ltd. (A Shares) | | 15,500 | 10,435 |
Zhejiang HangKe Technology, Inc. Co. (A Shares) | | 1,109 | 7,260 |
Zhejiang Huahai Pharmaceutical Co. Ltd. (A Shares) | | 5,290 | 12,095 |
Zhejiang Huayou Cobalt Co. Ltd. (A Shares) | | 3,800 | 46,781 |
Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. (A Shares) | | 3,400 | 25,649 |
Zhejiang Jiuzhou Pharmaceutical Co. Ltd. (A Shares) | | 2,500 | 17,673 |
Zhejiang Juhua Co. Ltd. (A Shares) | | 7,300 | 12,434 |
Zhejiang Longsheng Group Co. Ltd. (A Shares) | | 7,900 | 11,987 |
Zhejiang NHU Co. Ltd. (A Shares) | | 8,860 | 35,721 |
Zhejiang Sanhua Intelligent Controls Co. Ltd. (A Shares) | | 9,640 | 24,183 |
Zhejiang Semir Garment Co. Ltd. (A Shares) | | 8,300 | 8,136 |
Zhejiang Supor Cookware Co. Ltd. | | 1,700 | 14,098 |
Zhejiang Weiming Enviroment Protection Co. Ltd. (A Shares) | | 2,900 | 10,701 |
Zhejiang Weixing New Building Materials Co. Ltd. (A Shares) | | 3,400 | 9,718 |
Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd. | | 1,200 | 7,407 |
Zhejiang Yongtai Technology Co. Ltd. (A Shares) (a) | | 2,400 | 9,022 |
Zheshang Securities Co. Ltd. | | 10,400 | 14,349 |
ZhongAn Online P & C Insurance Co. Ltd. (H Shares) (a)(b) | | 23,200 | 79,770 |
Zhongji Innolight Co. Ltd. (A Shares) | | 1,900 | 8,757 |
Zhongtai Securities Co. Ltd. (A Shares) | | 15,500 | 16,832 |
Zhuzhou CRRC Times Electric Co. Ltd. (H Shares) | | 27,300 | 107,324 |
Zhuzhou Hongda Electronics Corp. Ltd. (A Shares) | | 900 | 6,852 |
Zhuzhou Kibing Group Co. Ltd. (A Shares) | | 8,200 | 13,613 |
Zibo Qixiang Tengda Chemical Co. Ltd. (A Shares) | | 7,300 | 7,781 |
Zijin Mining Group Co. Ltd.: | | | |
(A Shares) | | 47,800 | 79,074 |
(H Shares) | | 336,000 | 489,253 |
Zoomlion Heavy Industry Science and Technology Co. Ltd.: | | | |
(A Shares) | | 14,000 | 12,198 |
(H Shares) | | 110,600 | 64,668 |
ZTE Corp. (H Shares) | | 74,400 | 156,211 |
|
TOTAL CHINA | | | 43,081,230 |
|
Colombia - 0.0% | | | |
Bancolombia SA | | 15,748 | 154,456 |
Ecopetrol SA | | 280,740 | 227,401 |
Grupo de Inversiones Suramerica SA | | 5,839 | 59,157 |
Interconexion Electrica SA ESP | | 26,311 | 144,651 |
|
TOTAL COLOMBIA | | | 585,665 |
|
Cyprus - 0.0% | | | |
Ozon Holdings PLC ADR (a)(c) | | 2,304 | 6,295 |
TCS Group Holding PLC unit (c) | | 6,170 | 10,246 |
|
TOTAL CYPRUS | | | 16,541 |
|
Czech Republic - 0.0% | | | |
CEZ A/S | | 8,618 | 369,802 |
Komercni Banka A/S | | 5,045 | 167,391 |
MONETA Money Bank A/S (b) | | 19,849 | 74,452 |
|
TOTAL CZECH REPUBLIC | | | 611,645 |
|
Denmark - 1.7% | | | |
A.P. Moller - Maersk A/S: | | | |
Series A | | 166 | 469,886 |
Series B | | 319 | 923,258 |
Ambu A/S Series B (d) | | 8,472 | 111,512 |
Carlsberg A/S Series B | | 5,377 | 683,058 |
Chr. Hansen Holding A/S | | 5,649 | 440,112 |
Coloplast A/S Series B | | 6,501 | 875,871 |
Danske Bank A/S | | 36,351 | 557,582 |
Demant A/S (a) | | 6,178 | 271,483 |
DSV A/S | | 11,031 | 1,808,552 |
Genmab A/S (a) | | 3,568 | 1,254,657 |
GN Store Nord A/S | | 6,271 | 235,348 |
Novo Nordisk A/S Series B | | 91,234 | 10,421,321 |
Novozymes A/S Series B | | 11,055 | 770,639 |
ORSTED A/S (b) | | 10,225 | 1,131,197 |
Pandora A/S | | 5,258 | 461,686 |
Rockwool International A/S Series B | | 414 | 115,788 |
Tryg A/S | | 19,599 | 466,008 |
Vestas Wind Systems A/S | | 54,799 | 1,397,430 |
|
TOTAL DENMARK | | | 22,395,388 |
|
Egypt - 0.0% | | | |
Commercial International Bank SAE | | 87,105 | 211,049 |
Commercial International Bank SAE sponsored GDR | | 26,842 | 60,340 |
Eastern Co. SAE | | 84,292 | 49,098 |
Fawry for Banking & Payment Technology Services SAE (a) | | 26,003 | 6,497 |
Fawry for Banking & Payment Technology Services SAE rights 5/11/22 (a) | | 24,368 | 5,061 |
|
TOTAL EGYPT | | | 332,045 |
|
Finland - 0.7% | | | |
Elisa Corp. (A Shares) | | 7,725 | 452,850 |
Fortum Corp. | | 23,948 | 398,156 |
Kesko Oyj | | 15,404 | 387,818 |
Kone OYJ (B Shares) | | 18,411 | 885,158 |
Neste OYJ | | 23,278 | 998,831 |
Nokia Corp. | | 294,605 | 1,493,668 |
Nordea Bank ABP | | 173,282 | 1,727,636 |
Orion Oyj (B Shares) | | 5,777 | 226,588 |
Sampo Oyj (A Shares) | | 26,842 | 1,303,379 |
Stora Enso Oyj (R Shares) | | 33,938 | 667,883 |
UPM-Kymmene Corp. | | 29,589 | 1,023,551 |
Wartsila Corp. | | 25,810 | 207,250 |
|
TOTAL FINLAND | | | 9,772,768 |
|
France - 6.4% | | | |
Accor SA (a) | | 9,017 | 296,241 |
Aeroports de Paris SA (a) | | 1,573 | 222,501 |
Air Liquide SA | | 25,663 | 4,439,914 |
Alstom SA | | 17,670 | 388,394 |
Amundi SA (b) | | 3,259 | 195,964 |
Arkema SA | | 3,314 | 377,612 |
AXA SA | | 104,874 | 2,774,446 |
bioMerieux SA | | 2,221 | 211,443 |
BNP Paribas SA | | 60,811 | 3,153,135 |
Bollore SA | | 44,245 | 206,466 |
Bouygues SA | | 11,655 | 400,737 |
Bureau Veritas SA | | 17,009 | 488,613 |
Capgemini SA | | 8,716 | 1,774,395 |
Carrefour SA | | 33,934 | 719,657 |
CNP Assurances | | 10,277 | 225,832 |
Compagnie de St. Gobain | | 27,344 | 1,595,200 |
Compagnie Generale des Etablissements Michelin SCA Series B | | 9,200 | 1,139,512 |
Covivio | | 2,730 | 194,424 |
Credit Agricole SA | | 68,524 | 739,927 |
Danone SA | | 35,292 | 2,134,151 |
Dassault Aviation SA | | 1,423 | 238,787 |
Dassault Systemes SA | | 35,884 | 1,586,947 |
Edenred SA | | 13,586 | 682,318 |
EDF SA | | 31,576 | 287,059 |
Eiffage SA | | 4,142 | 409,017 |
Engie SA | | 97,811 | 1,154,217 |
EssilorLuxottica SA | | 15,558 | 2,648,716 |
Eurazeo SA | | 2,191 | 168,354 |
Faurecia SA | | 6,895 | 149,883 |
Gecina SA | | 2,260 | 254,585 |
Getlink SE | | 22,252 | 407,192 |
Hermes International SCA | | 1,715 | 2,114,693 |
Ipsen SA | | 1,983 | 205,565 |
Kering SA | | 4,060 | 2,160,214 |
Klepierre SA | | 10,275 | 245,939 |
L'Oreal SA | | 13,682 | 4,977,648 |
La Francaise des Jeux SAEM (b) | | 5,121 | 191,223 |
Legrand SA | | 14,741 | 1,306,262 |
LVMH Moet Hennessy Louis Vuitton SE | | 15,034 | 9,729,032 |
Orange SA | | 107,402 | 1,278,663 |
Orpea | | 2,543 | 90,944 |
Pernod Ricard SA | | 11,488 | 2,370,942 |
Publicis Groupe SA | | 12,030 | 722,242 |
Remy Cointreau SA | | 1,222 | 242,242 |
Renault SA (a) | | 10,034 | 245,167 |
Safran SA | | 18,484 | 1,985,153 |
Sanofi SA | | 61,614 | 6,512,288 |
Sartorius Stedim Biotech | | 1,503 | 491,825 |
Schneider Electric SA | | 29,401 | 4,218,135 |
SEB SA | | 1,477 | 177,369 |
Societe Generale Series A | | 44,790 | 1,076,485 |
Sodexo SA | | 4,620 | 347,542 |
Teleperformance | | 3,192 | 1,145,644 |
Thales SA | | 6,297 | 806,173 |
TotalEnergies SE | | 135,933 | 6,674,715 |
Ubisoft Entertainment SA (a) | | 4,800 | 217,022 |
Valeo SA | | 11,768 | 213,955 |
Veolia Environnement SA | | 35,026 | 1,021,939 |
VINCI SA | | 29,027 | 2,816,602 |
Vivendi SA | | 39,619 | 455,047 |
Wendel SA | | 1,212 | 120,757 |
Worldline SA (a)(b) | | 12,660 | 498,098 |
|
TOTAL FRANCE | | | 84,325,164 |
|
Germany - 4.6% | | | |
adidas AG | | 10,329 | 2,082,938 |
Allianz SE | | 22,117 | 4,990,350 |
BASF AG | | 49,768 | 2,620,930 |
Bayer AG | | 53,248 | 3,507,501 |
Bayerische Motoren Werke AG (BMW) | | 16,856 | 1,376,559 |
Bechtle AG | | 4,295 | 198,471 |
Beiersdorf AG | | 5,682 | 570,703 |
Brenntag SE | | 8,328 | 642,617 |
Carl Zeiss Meditec AG | | 2,244 | 281,857 |
Commerzbank AG (a) | | 57,821 | 377,474 |
Continental AG | | 6,016 | 412,343 |
Covestro AG (b) | | 10,824 | 466,033 |
Daimler Truck Holding AG (a) | | 22,459 | 604,029 |
Delivery Hero AG (a)(b) | | 8,902 | 312,932 |
Deutsche Bank AG | | 113,110 | 1,131,025 |
Deutsche Borse AG | | 10,329 | 1,798,223 |
Deutsche Lufthansa AG (a) | | 34,537 | 256,941 |
Deutsche Post AG | | 54,200 | 2,315,559 |
Deutsche Telekom AG | | 175,817 | 3,238,753 |
E.ON AG | | 120,422 | 1,253,227 |
Evonik Industries AG | | 11,799 | 308,619 |
Fresenius Medical Care AG & Co. KGaA | | 11,027 | 685,735 |
Fresenius SE & Co. KGaA | | 22,497 | 795,223 |
GEA Group AG | | 8,446 | 328,773 |
Hannover Reuck SE | | 3,312 | 514,786 |
HeidelbergCement AG | | 8,926 | 514,204 |
HelloFresh AG (a) | | 9,205 | 388,030 |
Henkel AG & Co. KGaA | | 4,729 | 300,108 |
Infineon Technologies AG | | 71,703 | 2,035,162 |
KION Group AG | | 3,993 | 222,114 |
Knorr-Bremse AG | | 3,847 | 274,347 |
Lanxess AG | | 5,049 | 195,174 |
LEG Immobilien AG | | 3,863 | 396,075 |
Mercedes-Benz Group AG (Germany) | | 46,438 | 3,241,428 |
Merck KGaA | | 6,968 | 1,292,755 |
MTU Aero Engines AG | | 2,908 | 586,444 |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | | 7,567 | 1,802,011 |
Nemetschek Se | | 2,981 | 236,555 |
Puma AG | | 5,788 | 425,873 |
Rational AG | | 281 | 171,423 |
RWE AG | | 34,609 | 1,436,945 |
SAP SE | | 56,560 | 5,732,130 |
Scout24 AG (b) | | 4,590 | 290,310 |
Siemens AG | | 41,501 | 5,102,755 |
Siemens Energy AG | | 22,001 | 423,789 |
Siemens Healthineers AG (b) | | 15,539 | 830,870 |
Symrise AG | | 7,236 | 861,043 |
TeamViewer AG (a)(b) | | 222 | 2,664 |
Telefonica Deutschland Holding AG | | 55,568 | 167,122 |
Uniper SE | | 4,573 | 117,547 |
United Internet AG | | 5,364 | 172,565 |
Volkswagen AG | | 1,743 | 377,990 |
Vonovia SE | | 39,352 | 1,567,823 |
Zalando SE (a)(b) | | 11,880 | 467,434 |
|
TOTAL GERMANY | | | 60,704,291 |
|
Greece - 0.1% | | | |
Alpha Bank SA (a) | | 125,291 | 141,033 |
Eurobank Ergasias Services and Holdings SA (a) | | 123,036 | 127,163 |
Ff Group (a)(c) | | 256 | 324 |
Hellenic Telecommunications Organization SA | | 11,428 | 219,853 |
Jumbo SA | | 4,961 | 80,407 |
OPAP SA | | 9,709 | 143,911 |
Public Power Corp. of Greece (a) | | 9,513 | 76,164 |
|
TOTAL GREECE | | | 788,855 |
|
Hong Kong - 1.7% | | | |
AIA Group Ltd. | | 655,800 | 6,442,422 |
Beijing Enterprises Holdings Ltd. | | 23,000 | 77,755 |
BOC Hong Kong (Holdings) Ltd. | | 201,500 | 729,402 |
BYD Electronic International Co. Ltd. | | 49,500 | 98,671 |
China Everbright International Ltd. | | 214,888 | 126,133 |
China Everbright Ltd. | | 4,000 | 3,833 |
China Jinmao Holdings Group Ltd. | | 268,000 | 88,080 |
China Merchants Holdings International Co. Ltd. | | 76,131 | 132,909 |
China Overseas Land and Investment Ltd. | | 208,500 | 644,115 |
China Power International Development Ltd. | | 278,805 | 134,807 |
China Resources Beer Holdings Co. Ltd. | | 82,000 | 481,655 |
China Resources Pharmaceutical Group Ltd. (b) | | 17,500 | 9,222 |
China Resources Power Holdings Co. Ltd. | | 108,000 | 203,076 |
China Taiping Insurance Group Ltd. | | 78,400 | 89,632 |
China Traditional Chinese Medicine Holdings Co. Ltd. | | 132,000 | 64,313 |
CITIC Pacific Ltd. | | 329,000 | 340,354 |
CLP Holdings Ltd. | | 91,500 | 892,892 |
CSPC Pharmaceutical Group Ltd. | | 501,760 | 512,973 |
Far East Horizon Ltd. | | 73,000 | 59,545 |
Fosun International Ltd. | | 156,500 | 164,934 |
Galaxy Entertainment Group Ltd. | | 112,000 | 639,091 |
Ganfeng Lithium Co. Ltd. (H Shares) (b) | | 8,900 | 106,526 |
Guangdong Investment Ltd. | | 160,000 | 204,855 |
Hang Lung Properties Ltd. | | 104,000 | 198,907 |
Hang Seng Bank Ltd. | | 41,500 | 734,777 |
Henderson Land Development Co. Ltd. | | 76,010 | 307,386 |
Hong Kong & China Gas Co. Ltd. | | 605,865 | 668,221 |
Hong Kong Exchanges and Clearing Ltd. | | 65,449 | 2,776,280 |
Hua Hong Semiconductor Ltd. (a)(b) | | 27,000 | 104,848 |
Lenovo Group Ltd. | | 404,000 | 392,285 |
Link (REIT) | | 115,058 | 993,846 |
MMG Ltd. (a) | | 164,000 | 69,155 |
MTR Corp. Ltd. | | 86,445 | 459,292 |
New World Development Co. Ltd. | | 80,267 | 307,005 |
Power Assets Holdings Ltd. | | 80,500 | 541,666 |
Shenzhen Investment Ltd. | | 13,881 | 2,995 |
Sino Land Ltd. | | 184,824 | 244,297 |
Sinotruk Hong Kong Ltd. | | 34,000 | 41,124 |
Sun Art Retail Group Ltd. | | 84,000 | 26,075 |
Sun Hung Kai Properties Ltd. | | 69,000 | 794,679 |
Swire Pacific Ltd. (A Shares) | | 23,000 | 131,006 |
Swire Properties Ltd. | | 55,400 | 132,769 |
Techtronic Industries Co. Ltd. | | 75,000 | 1,001,108 |
Wharf Holdings Ltd. | | 73,000 | 213,883 |
Yuexiu Property Co. Ltd. | | 74,800 | 77,830 |
|
TOTAL HONG KONG | | | 22,466,629 |
|
Hungary - 0.1% | | | |
MOL Hungarian Oil and Gas PLC Series A (For. Reg.) | | 21,182 | 180,689 |
OTP Bank PLC | | 12,462 | 375,439 |
Richter Gedeon PLC | | 8,057 | 160,697 |
|
TOTAL HUNGARY | | | 716,825 |
|
India - 3.8% | | | |
ACC Ltd. | | 4,475 | 135,206 |
Adani Enterprises Ltd. | | 13,815 | 417,723 |
Adani Green Energy Ltd. (a) | | 20,991 | 784,568 |
Adani Ports & Special Economic Zone Ltd. | | 26,256 | 291,333 |
Adani Total Gas Ltd. (a) | | 14,995 | 475,818 |
Adani Transmissions Ltd. (a) | | 14,369 | 518,981 |
Ambuja Cements Ltd. | | 47,206 | 228,133 |
Apollo Hospitals Enterprise Ltd. | | 5,103 | 295,141 |
Asian Paints Ltd. | | 20,548 | 865,096 |
Aurobindo Pharma Ltd. | | 19,117 | 156,123 |
Avenue Supermarts Ltd. (a)(b) | | 8,710 | 445,632 |
Axis Bank Ltd. (a) | | 123,426 | 1,162,075 |
Bajaj Auto Ltd. | | 3,464 | 167,926 |
Bajaj Finance Ltd. | | 14,510 | 1,249,279 |
Bajaj Finserv Ltd. | | 1,997 | 384,413 |
Balkrishna Industries Ltd. | | 4,401 | 122,403 |
Bandhan Bank Ltd. (b) | | 38,283 | 165,808 |
Berger Paints India Ltd. | | 11,152 | 104,437 |
Bharat Electronics Ltd. | | 62,503 | 193,215 |
Bharat Forge Ltd. | | 10,647 | 96,693 |
Bharat Petroleum Corp. Ltd. | | 45,222 | 212,556 |
Bharti Airtel Ltd. (a) | | 133,520 | 1,279,885 |
Biocon Ltd. (a) | | 27,255 | 130,572 |
Britannia Industries Ltd. | | 5,899 | 251,452 |
Cholamandalam Investment and Finance Co. Ltd. | | 22,198 | 212,335 |
Cipla Ltd./India (a) | | 24,518 | 312,548 |
Coal India Ltd. | | 89,861 | 212,829 |
Colgate-Palmolive Ltd. | | 6,821 | 147,019 |
Container Corp. of India Ltd. | | 15,107 | 126,449 |
Dabur India Ltd. | | 33,034 | 238,857 |
Divi's Laboratories Ltd. | | 6,926 | 404,944 |
DLF Ltd. | | 38,327 | 184,439 |
Dr. Reddy's Laboratories Ltd. | | 6,081 | 327,109 |
Eicher Motors Ltd. | | 7,214 | 245,803 |
GAIL India Ltd. | | 88,193 | 182,103 |
Godrej Consumer Products Ltd. (a) | | 18,852 | 190,946 |
Godrej Properties Ltd. (a) | | 7,362 | 149,555 |
Grasim Industries Ltd. | | 15,858 | 348,038 |
Havells India Ltd. | | 12,880 | 219,320 |
HCL Technologies Ltd. | | 57,914 | 810,194 |
HDFC Asset Management Co. Ltd. (b) | | 2,491 | 65,878 |
HDFC Standard Life Insurance Co. Ltd. (b) | | 48,584 | 367,939 |
Hero Motocorp Ltd. | | 6,363 | 206,449 |
Hindalco Industries Ltd. | | 84,884 | 527,827 |
Hindustan Petroleum Corp. Ltd. | | 38,113 | 133,791 |
Hindustan Unilever Ltd. | | 44,296 | 1,285,407 |
Housing Development Finance Corp. Ltd. | | 92,087 | 2,653,678 |
ICICI Bank Ltd. | | 276,803 | 2,657,710 |
ICICI Lombard General Insurance Co. Ltd. (b) | | 10,301 | 171,016 |
ICICI Prudential Life Insurance Co. Ltd. (b) | | 20,303 | 138,481 |
Indian Oil Corp. Ltd. | | 109,067 | 177,714 |
Indian Railway Catering & Tourism Corp. Ltd. | | 13,081 | 125,754 |
Indraprastha Gas Ltd. | | 12,594 | 57,698 |
Indus Towers Ltd. | | 31,463 | 85,433 |
Info Edge India Ltd. | | 3,955 | 238,042 |
Infosys Ltd. | | 181,970 | 3,683,564 |
InterGlobe Aviation Ltd. (a)(b) | | 5,368 | 129,121 |
Ipca Laboratories Ltd. | | 68 | 896 |
ITC Ltd. | | 156,502 | 526,839 |
JSW Steel Ltd. | | 44,731 | 420,498 |
Jubilant Foodworks Ltd. | | 24,505 | 172,840 |
Kotak Mahindra Bank Ltd. (a) | | 30,424 | 704,684 |
Larsen & Toubro Infotech Ltd. (b) | | 2,608 | 163,058 |
Larsen & Toubro Ltd. | | 37,005 | 812,297 |
Lupin Ltd. | | 10,694 | 103,524 |
Mahindra & Mahindra Ltd. | | 44,530 | 532,837 |
Marico Ltd. | | 27,633 | 187,588 |
Maruti Suzuki India Ltd. | | 7,118 | 712,049 |
MindTree Consulting Ltd. | | 3,435 | 156,994 |
Motherson Sumi Systems Ltd. | | 57,854 | 103,214 |
Mphasis BFL Ltd. | | 4,224 | 154,922 |
MRF Ltd. | | 102 | 96,361 |
Muthoot Finance Ltd. | | 5,429 | 88,921 |
Nestle India Ltd. | | 1,659 | 395,070 |
NTPC Ltd. | | 249,587 | 505,976 |
Oil & Natural Gas Corp. Ltd. | | 145,418 | 301,001 |
Page Industries Ltd. | | 283 | 167,610 |
Petronet LNG Ltd. | | 33,223 | 87,956 |
PI Industries Ltd. | | 3,830 | 141,530 |
Pidilite Industries Ltd. | | 7,947 | 250,900 |
Piramal Enterprises Ltd. | | 6,643 | 185,842 |
Power Grid Corp. of India Ltd. | | 160,426 | 474,825 |
Rec Ltd. | | 361 | 595 |
Reliance Industries Ltd. | | 154,322 | 5,584,707 |
SBI Cards & Payment Services Ltd. | | 13,606 | 146,585 |
SBI Life Insurance Co. Ltd. (b) | | 23,788 | 341,247 |
Shree Cement Ltd. | | 597 | 200,626 |
Shriram Transport Finance Co. Ltd. | | 10,813 | 167,760 |
Siemens Ltd. | | 3,197 | 94,095 |
SRF Ltd. | | 7,734 | 251,225 |
State Bank of India | | 98,467 | 631,653 |
Sun Pharmaceutical Industries Ltd. | | 44,600 | 538,473 |
Tata Consultancy Services Ltd. | | 49,644 | 2,285,245 |
Tata Consumer Products Ltd. | | 31,194 | 333,840 |
Tata Motors Ltd. (a) | | 87,696 | 495,667 |
Tata Power Co. Ltd./The | | 72,547 | 227,030 |
Tata Steel Ltd. | | 39,517 | 648,052 |
Tech Mahindra Ltd. | | 32,746 | 534,166 |
Titan Co. Ltd. | | 19,008 | 605,785 |
Torrent Pharmaceuticals Ltd. | | 2,387 | 87,272 |
Trent Ltd. | | 10,274 | 163,161 |
Ultratech Cement Ltd. | | 5,786 | 497,708 |
United Spirits Ltd. (a) | | 15,347 | 171,854 |
UPL Ltd. (a) | | 26,931 | 287,195 |
Vedanta Ltd. | | 60,857 | 319,740 |
Wipro Ltd. | | 69,244 | 454,410 |
Yes Bank Ltd. (a) | | 681,903 | 120,592 |
Zomato Ltd. (a) | | 78,948 | 73,124 |
|
TOTAL INDIA | | | 49,862,497 |
|
Indonesia - 0.6% | | | |
PT Adaro Energy Tbk | | 784,300 | 179,193 |
PT Aneka Tambang Tbk | | 468,600 | 83,744 |
PT Astra International Tbk | | 1,141,000 | 595,763 |
PT Bank Central Asia Tbk | | 3,058,400 | 1,715,370 |
PT Bank Jago Tbk (a) | | 233,600 | 187,636 |
PT Bank Mandiri (Persero) Tbk | | 1,054,300 | 647,377 |
PT Bank Negara Indonesia (Persero) Tbk | | 427,800 | 270,220 |
PT Bank Rakyat Indonesia (Persero) Tbk | | 3,763,510 | 1,253,953 |
PT Barito Pacific Tbk | | 1,619,400 | 94,625 |
PT Charoen Pokphand Indonesia Tbk | | 403,500 | 143,047 |
PT Gudang Garam Tbk | | 21,100 | 44,647 |
PT Indah Kiat Pulp & Paper Tbk | | 126,500 | 65,930 |
PT Indocement Tunggal Prakarsa Tbk | | 96,400 | 69,473 |
PT Indofood CBP Sukses Makmur Tbk | | 138,300 | 72,756 |
PT Indofood Sukses Makmur Tbk | | 267,300 | 116,316 |
PT Kalbe Farma Tbk | | 1,353,100 | 152,766 |
PT Merdeka Copper Gold Tbk (a) | | 680,961 | 248,161 |
PT Sarana Menara Nusantara Tbk | | 1,370,700 | 95,435 |
PT Semen Gresik (Persero) Tbk | | 166,700 | 73,560 |
PT Telkom Indonesia Persero Tbk | | 2,726,000 | 867,852 |
PT Tower Bersama Infrastructure Tbk | | 469,600 | 97,502 |
PT Unilever Indonesia Tbk | | 421,700 | 112,874 |
PT United Tractors Tbk | | 94,000 | 196,150 |
|
TOTAL INDONESIA | | | 7,384,350 |
|
Ireland - 0.4% | | | |
CRH PLC | | 38,013 | 1,502,459 |
CRH PLC sponsored ADR | | 3,658 | 144,784 |
DCC PLC (United Kingdom) | | 5,365 | 406,501 |
Flutter Entertainment PLC (a) | | 1,649 | 166,560 |
Flutter Entertainment PLC (Ireland) (a) | | 7,510 | 754,676 |
James Hardie Industries PLC CDI | | 24,366 | 702,430 |
Kerry Group PLC Class A | | 8,593 | 948,364 |
Kingspan Group PLC (Ireland) | | 8,346 | 776,905 |
Smurfit Kappa Group PLC | | 12,594 | 532,169 |
|
TOTAL IRELAND | | | 5,934,848 |
|
Isle of Man - 0.1% | | | |
Entain PLC (a) | | 31,082 | 584,041 |
NEPI Rockcastle PLC | | 23,690 | 144,948 |
|
TOTAL ISLE OF MAN | | | 728,989 |
|
Israel - 0.4% | | | |
Azrieli Group | | 1,950 | 168,778 |
Bank Hapoalim BM (Reg.) | | 60,310 | 563,182 |
Bank Leumi le-Israel BM | | 78,438 | 829,249 |
Check Point Software Technologies Ltd. (a) | | 5,731 | 723,768 |
CyberArk Software Ltd. (a) | | 2,169 | 340,837 |
Elbit Systems Ltd. (Israel) | | 1,449 | 316,055 |
Icl Group Ltd. | | 38,288 | 422,900 |
InMode Ltd. (a) | | 2,286 | 57,401 |
Israel Discount Bank Ltd. (Class A) | | 65,802 | 392,171 |
Kornit Digital Ltd. (a) | | 2,514 | 167,181 |
Mizrahi Tefahot Bank Ltd. | | 7,544 | 281,290 |
NICE Ltd. (a) | | 3,126 | 643,456 |
Teva Pharmaceutical Industries Ltd. sponsored ADR (a) | | 59,681 | 519,822 |
Wix.com Ltd. (a) | | 3,138 | 236,793 |
|
TOTAL ISRAEL | | | 5,662,883 |
|
Italy - 1.1% | | | |
Amplifon SpA | | 6,548 | 261,232 |
Assicurazioni Generali SpA | | 59,309 | 1,122,903 |
Atlantia SpA | | 26,143 | 623,655 |
DiaSorin SpA | | 1,289 | 168,848 |
Enel SpA | | 437,597 | 2,845,647 |
Eni SpA | | 136,712 | 1,911,068 |
FinecoBank SpA | | 34,422 | 478,513 |
Infrastrutture Wireless Italiane SpA (b) | | 17,930 | 191,319 |
Intesa Sanpaolo SpA | | 914,025 | 1,862,525 |
Mediobanca SpA | | 35,495 | 355,761 |
Moncler SpA | | 11,044 | 575,323 |
Nexi SpA (a)(b) | | 26,927 | 264,098 |
Poste Italiane SpA (b) | | 27,206 | 266,595 |
Prysmian SpA | | 14,163 | 460,650 |
Recordati SpA | | 5,673 | 273,373 |
Snam SpA | | 105,448 | 578,340 |
Telecom Italia SpA | | 572,552 | 167,197 |
Terna - Rete Elettrica Naziona | | 75,183 | 613,199 |
UniCredit SpA | | 116,197 | 1,075,412 |
|
TOTAL ITALY | | | 14,095,658 |
|
Japan - 13.3% | | | |
Advantest Corp. | | 11,100 | 757,554 |
AEON Co. Ltd. (d) | | 36,400 | 691,791 |
AGC, Inc. | | 10,500 | 393,639 |
Aisin Seiki Co. Ltd. | | 8,000 | 232,405 |
Ajinomoto Co., Inc. | | 25,400 | 659,931 |
Ana Holdings, Inc. (a) | | 7,300 | 137,610 |
Asahi Group Holdings | | 24,600 | 927,244 |
ASAHI INTECC Co. Ltd. | | 11,300 | 218,360 |
Asahi Kasei Corp. | | 67,100 | 550,535 |
Astellas Pharma, Inc. | | 101,200 | 1,540,843 |
Azbil Corp. | | 6,500 | 197,354 |
Bandai Namco Holdings, Inc. | | 10,800 | 731,192 |
Benefit One, Inc. | | 4,400 | 66,715 |
Bridgestone Corp. | | 31,200 | 1,143,595 |
Brother Industries Ltd. | | 12,300 | 213,769 |
Canon, Inc. | | 54,500 | 1,254,000 |
Capcom Co. Ltd. | | 9,300 | 245,400 |
Central Japan Railway Co. | | 7,600 | 956,727 |
Chiba Bank Ltd. | | 29,300 | 168,864 |
Chubu Electric Power Co., Inc. | | 34,600 | 349,289 |
Chugai Pharmaceutical Co. Ltd. | | 36,600 | 1,096,725 |
Concordia Financial Group Ltd. | | 56,600 | 205,973 |
Cosmos Pharmaceutical Corp. | | 1,200 | 110,625 |
CyberAgent, Inc. | | 20,400 | 215,523 |
Dai Nippon Printing Co. Ltd. | | 12,100 | 252,866 |
Dai-ichi Mutual Life Insurance Co. | | 54,100 | 1,083,299 |
Daifuku Co. Ltd. | | 5,500 | 338,188 |
Daiichi Sankyo Kabushiki Kaisha | | 95,100 | 2,394,515 |
Daikin Industries Ltd. | | 13,500 | 2,063,039 |
Daito Trust Construction Co. Ltd. | | 3,300 | 317,829 |
Daiwa House Industry Co. Ltd. | | 29,900 | 718,802 |
Daiwa House REIT Investment Corp. | | 121 | 294,514 |
Daiwa Securities Group, Inc. | | 79,300 | 388,659 |
DENSO Corp. | | 23,600 | 1,438,308 |
Dentsu Group, Inc. | | 11,200 | 403,667 |
Disco Corp. | | 1,600 | 391,601 |
East Japan Railway Co. | | 16,000 | 834,349 |
Eisai Co. Ltd. | | 12,700 | 553,097 |
ENEOS Holdings, Inc. | | 166,900 | 587,257 |
FANUC Corp. | | 10,400 | 1,593,572 |
Fast Retailing Co. Ltd. | | 3,200 | 1,473,300 |
Fuji Electric Co. Ltd. | | 6,800 | 298,185 |
FUJIFILM Holdings Corp. | | 19,700 | 1,082,934 |
Fujitsu Ltd. | | 10,700 | 1,617,296 |
GLP J-REIT | | 233 | 314,404 |
GMO Payment Gateway, Inc. | | 2,200 | 184,580 |
Hakuhodo DY Holdings, Inc. | | 12,000 | 141,619 |
Hamamatsu Photonics K.K. | | 7,800 | 348,997 |
Hankyu Hanshin Holdings, Inc. | | 11,700 | 308,782 |
Hikari Tsushin, Inc. | | 1,100 | 128,803 |
Hino Motors Ltd. | | 16,600 | 85,689 |
Hirose Electric Co. Ltd. | | 1,910 | 242,329 |
Hitachi Construction Machinery Co. Ltd. | | 5,500 | 124,527 |
Hitachi Ltd. | | 52,600 | 2,494,632 |
Hitachi Metals Ltd. (a) | | 12,700 | 198,180 |
Honda Motor Co. Ltd. | | 88,700 | 2,333,125 |
Hoshizaki Corp. | | 3,300 | 209,030 |
Hoya Corp. | | 20,100 | 1,994,767 |
Hulic Co. Ltd. | | 17,500 | 147,759 |
Ibiden Co. Ltd. | | 5,500 | 205,545 |
Idemitsu Kosan Co. Ltd. | | 11,366 | 299,552 |
Iida Group Holdings Co. Ltd. | | 7,500 | 119,285 |
INPEX Corp. | | 56,100 | 667,488 |
Isuzu Motors Ltd. | | 31,300 | 365,139 |
ITO EN Ltd. | | 2,900 | 119,177 |
Itochu Corp. | | 64,300 | 1,940,637 |
ITOCHU Techno-Solutions Corp. | | 5,200 | 121,762 |
Japan Airlines Co. Ltd. (a) | | 6,600 | 108,963 |
Japan Exchange Group, Inc. | | 28,000 | 416,931 |
Japan Post Bank Co. Ltd. | | 21,300 | 160,693 |
Japan Post Holdings Co. Ltd. | | 132,600 | 929,773 |
Japan Post Insurance Co. Ltd. | | 10,900 | 176,251 |
Japan Real Estate Investment Corp. | | 71 | 343,630 |
Japan Retail Fund Investment Corp. | | 380 | 302,035 |
Japan Tobacco, Inc. | | 62,700 | 1,066,640 |
JFE Holdings, Inc. | | 26,600 | 325,285 |
JSR Corp. | | 11,200 | 304,137 |
Kajima Corp. | | 24,400 | 271,925 |
Kakaku.com, Inc. | | 6,800 | 142,404 |
Kansai Electric Power Co., Inc. | | 38,200 | 334,861 |
Kansai Paint Co. Ltd. | | 9,400 | 129,456 |
Kao Corp. | | 26,500 | 1,062,080 |
KDDI Corp. | | 87,300 | 2,890,913 |
Keio Corp. | | 5,200 | 199,433 |
Keisei Electric Railway Co. | | 7,100 | 174,088 |
Keyence Corp. | | 10,600 | 4,261,245 |
Kikkoman Corp. | | 8,000 | 449,609 |
Kintetsu Group Holdings Co. Ltd. (a) | | 9,000 | 258,041 |
Kirin Holdings Co. Ltd. | | 44,200 | 644,335 |
Kobayashi Pharmaceutical Co. Ltd. | | 3,100 | 211,404 |
Kobe Bussan Co. Ltd. | | 7,200 | 175,531 |
Koei Tecmo Holdings Co. Ltd. | | 3,290 | 100,888 |
Koito Manufacturing Co. Ltd. | | 5,400 | 198,151 |
Komatsu Ltd. | | 47,500 | 1,069,058 |
Konami Holdings Corp. | | 5,100 | 313,616 |
Kose Corp. | | 2,000 | 205,322 |
Kubota Corp. | | 55,700 | 946,269 |
Kurita Water Industries Ltd. | | 5,200 | 177,405 |
Kyocera Corp. | | 17,700 | 929,373 |
Kyowa Hakko Kirin Co., Ltd. | | 14,000 | 295,075 |
Lasertec Corp. | | 4,100 | 547,766 |
Lawson, Inc. | | 2,900 | 106,663 |
Lion Corp. | | 11,800 | 121,581 |
LIXIL Group Corp. | | 13,700 | 240,960 |
M3, Inc. | | 23,730 | 757,793 |
Makita Corp. | | 12,200 | 360,594 |
Marubeni Corp. | | 84,600 | 923,462 |
Mazda Motor Corp. (a) | | 31,500 | 223,674 |
McDonald's Holdings Co. (Japan) Ltd. | | 4,800 | 190,430 |
Medipal Holdings Corp. | | 11,500 | 189,387 |
Meiji Holdings Co. Ltd. | | 6,500 | 324,005 |
Mercari, Inc. (a) | | 5,000 | 81,937 |
Minebea Mitsumi, Inc. | | 19,800 | 379,886 |
Misumi Group, Inc. | | 15,600 | 391,159 |
Mitsubishi Chemical Holdings Corp. | | 70,000 | 426,835 |
Mitsubishi Corp. | | 68,400 | 2,296,566 |
Mitsubishi Electric Corp. | | 100,500 | 1,052,666 |
Mitsubishi Estate Co. Ltd. | | 63,000 | 917,695 |
Mitsubishi Gas Chemical Co., Inc. | | 8,600 | 125,585 |
Mitsubishi Heavy Industries Ltd. | | 17,400 | 594,909 |
Mitsubishi UFJ Financial Group, Inc. | | 648,300 | 3,768,812 |
Mitsubishi UFJ Lease & Finance Co. Ltd. | | 30,100 | 135,434 |
Mitsui & Co. Ltd. | | 84,500 | 2,046,236 |
Mitsui Chemicals, Inc. | | 9,900 | 226,194 |
Mitsui Fudosan Co. Ltd. | | 49,200 | 1,042,733 |
Mitsui OSK Lines Ltd. | | 18,800 | 440,129 |
Miura Co. Ltd. | | 4,600 | 96,083 |
Mizuho Financial Group, Inc. | | 130,810 | 1,588,388 |
MonotaRO Co. Ltd. | | 13,400 | 230,186 |
MS&AD Insurance Group Holdings, Inc. | | 24,200 | 720,368 |
Murata Manufacturing Co. Ltd. | | 31,300 | 1,865,715 |
NEC Corp. | | 13,500 | 523,744 |
Nexon Co. Ltd. | | 26,700 | 607,989 |
NGK Insulators Ltd. | | 13,600 | 182,942 |
Nidec Corp. | | 24,400 | 1,577,438 |
Nihon M&A Center Holdings, Inc. | | 16,200 | 199,484 |
Nintendo Co. Ltd. | | 6,000 | 2,738,344 |
Nippon Building Fund, Inc. | | 83 | 430,879 |
Nippon Express Holdings, Inc. | | 4,100 | 240,386 |
Nippon Paint Holdings Co. Ltd. | | 45,900 | 363,589 |
Nippon Prologis REIT, Inc. | | 112 | 309,990 |
Nippon Sanso Holdings Corp. | | 7,900 | 142,164 |
Nippon Shinyaku Co. Ltd. | | 2,900 | 196,138 |
Nippon Steel & Sumitomo Metal Corp. | | 45,900 | 728,827 |
Nippon Telegraph & Telephone Corp. | | 64,900 | 1,912,561 |
Nippon Yusen KK | | 8,900 | 642,082 |
Nissan Chemical Corp. | | 6,700 | 353,912 |
Nissan Motor Co. Ltd. (a) | | 126,300 | 505,648 |
Nisshin Seifun Group, Inc. | | 11,500 | 153,305 |
Nissin Food Holdings Co. Ltd. | | 3,300 | 229,557 |
Nitori Holdings Co. Ltd. | | 4,300 | 442,381 |
Nitto Denko Corp. | | 7,840 | 526,228 |
Nomura Holdings, Inc. | | 166,800 | 642,256 |
Nomura Real Estate Holdings, Inc. | | 5,400 | 131,575 |
Nomura Real Estate Master Fund, Inc. | | 226 | 283,752 |
Nomura Research Institute Ltd. | | 18,400 | 520,286 |
NTT Data Corp. | | 34,200 | 630,577 |
Obayashi Corp. | | 35,100 | 241,388 |
OBIC Co. Ltd. | | 3,900 | 576,183 |
Odakyu Electric Railway Co. Ltd. | | 14,900 | 225,632 |
Oji Holdings Corp. | | 42,300 | 200,375 |
Olympus Corp. | | 60,100 | 1,057,828 |
OMRON Corp. | | 10,200 | 601,332 |
Ono Pharmaceutical Co. Ltd. | | 20,700 | 531,794 |
Open House Group Co. Ltd. | | 4,500 | 174,126 |
Oracle Corp. Japan | | 1,900 | 122,097 |
Oriental Land Co. Ltd. | | 10,600 | 1,603,464 |
ORIX Corp. | | 66,000 | 1,203,772 |
ORIX JREIT, Inc. | | 147 | 198,703 |
Osaka Gas Co. Ltd. | | 19,100 | 344,247 |
Otsuka Corp. | | 5,900 | 193,355 |
Otsuka Holdings Co. Ltd. | | 20,900 | 702,291 |
Pan Pacific International Holdings Ltd. | | 22,390 | 342,866 |
Panasonic Holdings Corp. | | 119,500 | 1,065,127 |
Persol Holdings Co. Ltd. | | 9,300 | 184,509 |
Pola Orbis Holdings, Inc. | | 5,200 | 59,951 |
Rakuten Group, Inc. | | 43,300 | 304,394 |
Recruit Holdings Co. Ltd. | | 73,700 | 2,673,955 |
Renesas Electronics Corp. (a) | | 69,200 | 738,915 |
Resona Holdings, Inc. | | 111,400 | 484,415 |
Ricoh Co. Ltd. | | 36,800 | 268,710 |
Rinnai Corp. | | 1,900 | 121,447 |
ROHM Co. Ltd. | | 4,900 | 342,318 |
Ryohin Keikaku Co. Ltd. | | 13,300 | 119,529 |
Santen Pharmaceutical Co. Ltd. | | 19,000 | 154,559 |
SBI Holdings, Inc. Japan | | 12,800 | 286,299 |
SCSK Corp. | | 10,600 | 168,522 |
Secom Co. Ltd. | | 11,400 | 802,041 |
Seiko Epson Corp. | | 14,600 | 205,678 |
Sekisui Chemical Co. Ltd. | | 19,800 | 268,115 |
Sekisui House Ltd. | | 35,100 | 609,615 |
Seven & i Holdings Co. Ltd. | | 41,100 | 1,817,315 |
SG Holdings Co. Ltd. | | 18,100 | 318,970 |
Sharp Corp. | | 9,900 | 83,767 |
Shimadzu Corp. | | 13,000 | 424,998 |
SHIMANO, Inc. | | 4,000 | 708,738 |
SHIMIZU Corp. | | 28,100 | 147,346 |
Shin-Etsu Chemical Co. Ltd. | | 19,300 | 2,652,486 |
Shionogi & Co. Ltd. | | 14,400 | 801,013 |
Shiseido Co. Ltd. | | 21,900 | 1,035,245 |
Shizuoka Bank Ltd. | | 25,100 | 162,399 |
SMC Corp. | | 3,100 | 1,501,083 |
SoftBank Corp. | | 155,100 | 1,805,033 |
SoftBank Group Corp. | | 65,400 | 2,689,918 |
Sohgo Security Services Co., Ltd. | | 4,200 | 116,671 |
Sompo Holdings, Inc. | | 17,000 | 692,070 |
Sony Group Corp. | | 68,400 | 5,902,994 |
Square Enix Holdings Co. Ltd. | | 4,500 | 179,666 |
Stanley Electric Co. Ltd. | | 7,000 | 120,702 |
Subaru Corp. | | 33,400 | 506,835 |
Sumco Corp. | | 18,600 | 267,871 |
Sumitomo Chemical Co. Ltd. | | 78,800 | 335,074 |
Sumitomo Corp. | | 62,400 | 987,395 |
Sumitomo Dainippon Pharma Co., Ltd. | | 8,300 | 73,933 |
Sumitomo Electric Industries Ltd. | | 42,000 | 451,535 |
Sumitomo Metal Mining Co. Ltd. | | 13,500 | 592,066 |
Sumitomo Mitsui Financial Group, Inc. | | 70,800 | 2,139,147 |
Sumitomo Mitsui Trust Holdings, Inc. | | 18,400 | 571,090 |
Sumitomo Realty & Development Co. Ltd. | | 16,200 | 429,761 |
Suntory Beverage & Food Ltd. | | 8,100 | 319,148 |
Suzuki Motor Corp. | | 20,100 | 605,917 |
Sysmex Corp. | | 9,200 | 603,498 |
T&D Holdings, Inc. | | 27,800 | 357,242 |
Taisei Corp. | | 10,300 | 279,006 |
Taisho Pharmaceutical Holdings Co. Ltd. | | 1,800 | 70,898 |
Takeda Pharmaceutical Co. Ltd. | | 85,877 | 2,491,854 |
TDK Corp. | | 20,876 | 644,896 |
Terumo Corp. | | 34,800 | 1,035,827 |
TIS, Inc. | | 11,200 | 251,545 |
Tobu Railway Co. Ltd. | | 10,100 | 227,030 |
Toho Co. Ltd. | | 6,000 | 222,645 |
Tokio Marine Holdings, Inc. | | 34,100 | 1,843,743 |
Tokyo Century Corp. | | 2,500 | 77,005 |
Tokyo Electric Power Co., Inc. (a) | | 79,700 | 275,105 |
Tokyo Electron Ltd. | | 8,100 | 3,417,768 |
Tokyo Gas Co. Ltd. | | 20,000 | 383,089 |
Tokyu Corp. | | 25,700 | 314,280 |
Toppan, Inc. | | 14,200 | 234,721 |
Toray Industries, Inc. | | 76,100 | 360,659 |
Toshiba Corp. | | 21,200 | 880,401 |
Tosoh Corp. | | 14,200 | 196,081 |
Toto Ltd. | | 7,900 | 266,221 |
Toyo Suisan Kaisha Ltd. | | 4,700 | 145,119 |
Toyota Industries Corp. | | 7,900 | 473,817 |
Toyota Motor Corp. | | 575,200 | 9,855,311 |
Toyota Tsusho Corp. | | 11,300 | 405,978 |
Trend Micro, Inc. | | 7,200 | 401,450 |
Tsuruha Holdings, Inc. | | 2,100 | 107,327 |
Unicharm Corp. | | 22,100 | 768,903 |
USS Co. Ltd. | | 15,500 | 258,045 |
Welcia Holdings Co. Ltd. | | 5,100 | 104,545 |
West Japan Railway Co. | | 11,600 | 430,580 |
Yakult Honsha Co. Ltd. | | 6,900 | 357,286 |
Yamaha Corp. | | 7,600 | 290,373 |
Yamaha Motor Co. Ltd. | | 16,400 | 338,589 |
Yamato Holdings Co. Ltd. | | 15,800 | 295,650 |
Yaskawa Electric Corp. | | 12,700 | 431,234 |
Yokogawa Electric Corp. | | 13,300 | 212,035 |
Z Holdings Corp. | | 145,800 | 572,387 |
ZOZO, Inc. | | 6,400 | 134,000 |
|
TOTAL JAPAN | | | 177,125,314 |
|
Korea (South) - 3.3% | | | |
Alteogen, Inc. (a) | | 1,271 | 57,014 |
AMOREPACIFIC Corp. | | 1,455 | 205,954 |
AMOREPACIFIC Group, Inc. | | 2,393 | 93,643 |
BGF Retail Co. Ltd. | | 495 | 70,429 |
Celltrion Healthcare Co. Ltd. | | 4,717 | 236,289 |
Celltrion Pharm, Inc. | | 800 | 57,835 |
Celltrion, Inc. | | 5,375 | 739,809 |
Cheil Worldwide, Inc. | | 4,492 | 89,205 |
CJ CheilJedang Corp. | | 463 | 144,826 |
CJ Corp. | | 1,017 | 69,113 |
CJ ENM Co. Ltd. | | 439 | 43,858 |
CJ Logistics Corp. (a) | | 432 | 41,609 |
Coway Co. Ltd. | | 3,224 | 179,616 |
Daewoo Shipbuilding & Marine Engineering Co. Ltd. (a) | | 25 | 513 |
Db Insurance Co. Ltd. | | 2,485 | 132,009 |
Doosan Bobcat, Inc. | | 2,772 | 89,592 |
Doosan Heavy Industries & Construction Co. Ltd. (a) | | 19,266 | 304,895 |
Douzone Bizon Co. Ltd. | | 405 | 12,895 |
E-Mart, Inc. | | 1,144 | 117,750 |
Ecopro BM Co. Ltd. | | 602 | 221,222 |
F&F Co. Ltd. | | 960 | 105,420 |
Green Cross Corp. | | 288 | 42,521 |
GS Engineering & Construction Corp. | | 2,999 | 98,231 |
GS Holdings Corp. | | 2,573 | 88,408 |
Hana Financial Group, Inc. | | 16,313 | 602,427 |
Hankook Tire Co. Ltd. | | 4,228 | 115,428 |
Hanmi Pharm Co. Ltd. | | 323 | 79,314 |
Hanon Systems | | 11,205 | 99,740 |
Hanwha Solutions Corp. (a) | | 6,342 | 158,552 |
HD Hyundai Co. Ltd. | | 2,225 | 101,630 |
HLB, Inc. (a) | | 5,463 | 132,261 |
HMM Co. Ltd. | | 14,770 | 325,647 |
Hotel Shilla Co. | | 1,862 | 117,862 |
HYBE Co. Ltd. (a) | | 845 | 165,065 |
Hyundai Engineering & Construction Co. Ltd. | | 4,024 | 139,242 |
Hyundai Glovis Co. Ltd. | | 1,029 | 167,694 |
Hyundai Mobis | | 3,602 | 582,883 |
Hyundai Motor Co. | | 7,160 | 1,033,304 |
Hyundai Steel Co. | | 4,543 | 153,558 |
Iljin Materials Co. Ltd. | | 1,295 | 88,269 |
Industrial Bank of Korea | | 14,277 | 126,005 |
Kakao Corp. | | 16,987 | 1,180,292 |
Kakao Games Corp. (a) | | 1,469 | 68,356 |
KakaoBank Corp. (a) | | 4,804 | 157,945 |
Kangwon Land, Inc. (a) | | 4,290 | 89,673 |
KB Financial Group, Inc. | | 21,422 | 991,340 |
Kia Corp. | | 14,304 | 933,214 |
Korea Aerospace Industries Ltd. | | 4,353 | 149,292 |
Korea Electric Power Corp. | | 13,330 | 241,959 |
Korea Investment Holdings Co. Ltd. | | 2,344 | 129,263 |
Korea Shipbuilding & Offshore Engineering Co. Ltd. (a) | | 2,021 | 144,610 |
Korea Zinc Co. Ltd. | | 492 | 223,422 |
Korean Air Lines Co. Ltd. (a) | | 9,426 | 220,923 |
KRAFTON, Inc. (a) | | 1,130 | 220,804 |
KT&G Corp. | | 6,375 | 416,413 |
Kumho Petro Chemical Co. Ltd. | | 938 | 112,815 |
L&F Co. Ltd. | | 1,174 | 197,566 |
LG Chemical Ltd. | | 2,342 | 954,101 |
LG Corp. | | 4,523 | 259,807 |
LG Display Co. Ltd. | | 12,664 | 164,591 |
LG Electronics, Inc. | | 5,614 | 505,740 |
LG Energy Solution | | 1,149 | 373,376 |
LG Household & Health Care Ltd. | | 536 | 381,832 |
LG Innotek Co. Ltd. | | 758 | 204,581 |
LG Uplus Corp. | | 13,125 | 144,223 |
Lotte Chemical Corp. | | 948 | 145,538 |
Lotte Shopping Co. Ltd. | | 534 | 39,346 |
Meritz Financial Holdings Co. | | 1,583 | 47,167 |
Meritz Fire & Marine Insurance Co. Ltd. | | 2,327 | 80,982 |
Meritz Securities Co. Ltd. | | 16,864 | 86,718 |
Mirae Asset Securities Co. Ltd. | | 13,723 | 86,346 |
NAVER Corp. | | 6,708 | 1,486,321 |
NCSOFT Corp. | | 850 | 279,995 |
Netmarble Corp. (b) | | 1,298 | 97,050 |
NH Investment & Securities Co. Ltd. | | 8,755 | 74,324 |
Orion Corp./Republic of Korea | | 1,085 | 80,440 |
Pan Ocean Co., Ltd. (Korea) | | 14,306 | 74,386 |
Pearl Abyss Corp. (a) | | 1,612 | 85,390 |
POSCO | | 4,034 | 916,172 |
POSCO Chemtech Co. Ltd. | | 1,628 | 171,070 |
S-Oil Corp. | | 2,461 | 200,283 |
S1 Corp. | | 1,425 | 77,229 |
Samsung Biologics Co. Ltd. (a)(b) | | 1,017 | 667,235 |
Samsung C&T Corp. | | 4,531 | 407,759 |
Samsung Electro-Mechanics Co. Ltd. | | 3,092 | 398,085 |
Samsung Electronics Co. Ltd. | | 258,964 | 13,727,725 |
Samsung Engineering Co. Ltd. (a) | | 8,370 | 169,865 |
Samsung Fire & Marine Insurance Co. Ltd. | | 1,581 | 260,670 |
Samsung Heavy Industries Co. Ltd. (a) | | 34,269 | 162,707 |
Samsung Life Insurance Co. Ltd. | | 3,738 | 191,140 |
Samsung SDI Co. Ltd. | | 2,988 | 1,415,778 |
Samsung SDS Co. Ltd. | | 1,913 | 221,747 |
Samsung Securities Co. Ltd. | | 3,566 | 110,781 |
SD Biosensor, Inc. | | 1,881 | 66,934 |
Seegene, Inc. | | 1,688 | 53,241 |
Shin Poong Pharmaceutical Co. | | 499 | 11,839 |
Shinhan Financial Group Co. Ltd. | | 23,852 | 788,259 |
Shinsegae Co. Ltd. | | 3 | 581 |
SK Biopharmaceuticals Co. Ltd. (a) | | 1,540 | 110,660 |
SK Bioscience Co. Ltd. (a) | | 1,164 | 122,354 |
SK Chemicals Co. Ltd. | | 529 | 52,482 |
SK Hynix, Inc. | | 29,701 | 2,588,802 |
SK IE Technology Co. Ltd. (a)(b) | | 1,212 | 118,751 |
SK Innovation Co., Ltd. | | 2,664 | 421,737 |
SK Square Co. Ltd. (a) | | 5,282 | 217,012 |
SK Telecom Co. Ltd. | | 1,469 | 65,912 |
SK, Inc. | | 2,236 | 466,934 |
SKC Co. Ltd. | | 1,122 | 130,439 |
Woori Financial Group, Inc. | | 27,330 | 314,946 |
Yuhan Corp. | | 3,395 | 162,683 |
|
TOTAL KOREA (SOUTH) | | | 43,353,490 |
|
Kuwait - 0.2% | | | |
Agility Public Warehousing Co. KSC | | 82,924 | 338,189 |
Boubyan Bank KSC | | 66,597 | 213,154 |
Kuwait Finance House KSCP | | 282,801 | 908,838 |
Mabanee Co. SAKC | | 40,503 | 110,343 |
Mobile Telecommunication Co. | | 109,038 | 242,267 |
National Bank of Kuwait | | 387,177 | 1,328,908 |
|
TOTAL KUWAIT | | | 3,141,699 |
|
Luxembourg - 0.2% | | | |
Allegro.eu SA (a)(b) | | 17,758 | 91,338 |
ArcelorMittal SA (Netherlands) | | 34,593 | 1,008,652 |
Aroundtown SA | | 51,560 | 259,271 |
Eurofins Scientific SA | | 7,293 | 677,795 |
InPost SA (a) | | 9,132 | 55,987 |
Reinet Investments SCA | | 7,546 | 153,054 |
Tenaris SA | | 24,535 | 374,948 |
|
TOTAL LUXEMBOURG | | | 2,621,045 |
|
Malaysia - 0.4% | | | |
AMMB Holdings Bhd (a) | | 83,300 | 70,346 |
Axiata Group Bhd | | 130,360 | 104,776 |
CIMB Group Holdings Bhd | | 356,338 | 424,742 |
Dialog Group Bhd | | 182,600 | 104,419 |
DiGi.com Bhd | | 182,800 | 159,837 |
Fraser & Neave Holdings Bhd | | 5,200 | 27,406 |
Genting Bhd | | 128,400 | 135,893 |
Genting Malaysia Bhd | | 197,200 | 137,078 |
Hap Seng Consolidated Bhd | | 27,900 | 47,107 |
Hartalega Holdings Bhd | | 96,000 | 95,473 |
Hong Leong Bank Bhd | | 37,000 | 177,574 |
Hong Leong Credit Bhd | | 10,100 | 44,872 |
IHH Healthcare Bhd | | 101,000 | 152,341 |
Inari Amertron Bhd | | 167,900 | 107,605 |
IOI Corp. Bhd | | 152,500 | 160,969 |
Kossan Rubber Industries Bhd | | 1,400 | 591 |
Kuala Lumpur Kepong Bhd | | 24,000 | 162,706 |
Malayan Banking Bhd | | 254,517 | 529,349 |
Malaysia Airports Holdings Bhd (a) | | 49,100 | 77,181 |
Maxis Bhd | | 143,800 | 125,006 |
MISC Bhd | | 92,900 | 166,205 |
Nestle (Malaysia) Bhd | | 5,500 | 168,108 |
Petronas Chemicals Group Bhd | | 135,900 | 318,312 |
Petronas Dagangan Bhd | | 13,900 | 69,190 |
Petronas Gas Bhd | | 36,600 | 142,572 |
PPB Group Bhd | | 29,640 | 115,095 |
Press Metal Bhd | | 168,100 | 230,451 |
Public Bank Bhd | | 780,900 | 839,348 |
QL Resources Bhd | | 50,900 | 58,789 |
RHB Bank Bhd | | 106,535 | 152,631 |
Sime Darby Bhd | | 126,400 | 67,563 |
Sime Darby Plantation Bhd | | 100,116 | 120,116 |
Supermax Corp. Bhd | | 1,702 | 434 |
Telekom Malaysia Bhd | | 58,700 | 67,018 |
Tenaga Nasional Bhd | | 125,800 | 261,078 |
Top Glove Corp. Bhd | | 268,700 | 102,031 |
Westports Holdings Bhd | | 46,400 | 41,321 |
|
TOTAL MALAYSIA | | | 5,765,533 |
|
Mexico - 0.6% | | | |
Alfa SA de CV Series A | | 166,800 | 111,737 |
America Movil S.A.B. de CV Series L | | 1,663,400 | 1,618,853 |
Arca Continental S.A.B. de CV | | 26,700 | 169,426 |
Becle S.A.B. de CV | | 31,600 | 78,774 |
CEMEX S.A.B. de CV unit (a) | | 844,580 | 371,662 |
Coca-Cola FEMSA S.A.B. de CV unit | | 30,860 | 168,270 |
Fibra Uno Administracion SA de CV | | 171,900 | 188,524 |
Fomento Economico Mexicano S.A.B. de CV unit | | 104,400 | 785,002 |
Gruma S.A.B. de CV Series B | | 11,870 | 140,993 |
Grupo Aeroportuario del Pacifico S.A.B. de CV Series B | | 19,400 | 298,541 |
Grupo Aeroportuario del Sureste S.A.B. de CV Series B | | 11,505 | 251,096 |
Grupo Bimbo S.A.B. de CV Series A | | 82,300 | 253,678 |
Grupo Carso SA de CV Series A1 | | 25,400 | 82,972 |
Grupo Financiero Banorte S.A.B. de CV Series O | | 140,900 | 930,127 |
Grupo Financiero Inbursa S.A.B. de CV Series O (a) | | 116,900 | 198,151 |
Grupo Mexico SA de CV Series B | | 169,700 | 794,342 |
Grupo Televisa SA de CV | | 120,900 | 224,423 |
Industrias Penoles SA de CV | | 7,920 | 87,213 |
Kimberly-Clark de Mexico SA de CV Series A | | 72,300 | 100,940 |
Megacable Holdings S.A.B. de CV unit | | 15,100 | 43,014 |
Operadora de Sites Mexicanos, SA de CV | | 89,400 | 109,173 |
Orbia Advance Corp. S.A.B. de CV | | 56,900 | 136,907 |
Promotora y Operadora de Infraestructura S.A.B. de CV | | 15,030 | 109,566 |
Wal-Mart de Mexico SA de CV Series V | | 288,500 | 1,020,173 |
|
TOTAL MEXICO | | | 8,273,557 |
|
Multi-National - 0.1% | | | |
HK Electric Investments & HK Electric Investments Ltd. unit | | 211,000 | 208,268 |
HKT Trust/HKT Ltd. unit | | 249,000 | 356,643 |
Unibail-Rodamco SE & WFD Unibail-Rodamco NV unit (a) | | 6,826 | 481,745 |
|
TOTAL MULTI-NATIONAL | | | 1,046,656 |
|
Netherlands - 3.3% | | | |
ABN AMRO Bank NV rights (a)(e) | | 23,350 | 15,026 |
ABN AMRO Group NV GDR (b) | | 23,350 | 290,268 |
Adyen BV (a)(b) | | 1,077 | 1,806,445 |
AEGON NV | | 99,365 | 515,176 |
AerCap Holdings NV (a)(d) | | 7,244 | 338,367 |
Airbus Group NV | | 31,936 | 3,496,095 |
Akzo Nobel NV | | 9,940 | 862,260 |
Argenx SE (a) | | 2,502 | 720,848 |
ASM International NV (Netherlands) | | 2,562 | 769,861 |
ASML Holding NV (Netherlands) | | 22,426 | 12,727,619 |
CNH Industrial NV | | 55,329 | 783,807 |
Davide Campari Milano NV | | 27,568 | 311,055 |
Euronext NV (b) | | 4,511 | 361,431 |
EXOR NV | | 6,180 | 428,860 |
Ferrari NV (Italy) | | 6,830 | 1,438,089 |
Heineken Holding NV | | 6,237 | 486,874 |
Heineken NV (Bearer) | | 14,034 | 1,369,873 |
IMCD NV | | 3,046 | 484,992 |
ING Groep NV (Certificaten Van Aandelen) | | 211,455 | 2,003,369 |
JDE Peet's BV | | 5,368 | 157,922 |
Just Eat Takeaway.com NV (a)(b) | | 10,074 | 273,636 |
Koninklijke Ahold Delhaize NV | | 56,920 | 1,678,911 |
Koninklijke DSM NV | | 9,458 | 1,589,981 |
Koninklijke KPN NV | | 179,504 | 619,395 |
Koninklijke Philips Electronics NV | | 49,783 | 1,300,885 |
NN Group NV | | 14,415 | 706,070 |
Prosus NV | | 50,341 | 2,427,879 |
QIAGEN NV (Germany) (a) | | 12,796 | 590,114 |
Randstad NV | | 6,483 | 342,815 |
Stellantis NV (Italy) | | 110,177 | 1,479,198 |
STMicroelectronics NV (France) | | 37,276 | 1,377,242 |
Universal Music Group NV | | 38,904 | 902,822 |
Wolters Kluwer NV | | 14,247 | 1,438,702 |
Wolters Kluwer NV rights (a)(e) | | 14,247 | 15,481 |
X5 Retail Group NV GDR (c) | | 5,899 | 1,815 |
Yandex NV Class A (a)(c) | | 15,310 | 74,544 |
|
TOTAL NETHERLANDS | | | 44,187,727 |
|
New Zealand - 0.2% | | | |
Auckland International Airport Ltd. (a) | | 67,219 | 337,641 |
Fisher & Paykel Healthcare Corp. | | 30,976 | 425,676 |
Mercury Nz Ltd. | | 39,440 | 152,911 |
Meridian Energy Ltd. | | 70,719 | 214,636 |
Ryman Healthcare Group Ltd. | | 21,229 | 125,639 |
Spark New Zealand Ltd. | | 101,529 | 321,105 |
Xero Ltd. (a) | | 7,215 | 475,773 |
|
TOTAL NEW ZEALAND | | | 2,053,381 |
|
Norway - 0.5% | | | |
Adevinta ASA Class B (a) | | 16,742 | 129,339 |
Aker BP ASA | | 6,479 | 232,135 |
DNB Bank ASA | | 49,304 | 955,379 |
Equinor ASA | | 52,871 | 1,787,018 |
Gjensidige Forsikring ASA | | 10,660 | 227,905 |
Mowi ASA | | 23,136 | 653,524 |
Norsk Hydro ASA | | 72,550 | 609,240 |
Orkla ASA | | 39,746 | 322,525 |
Schibsted ASA: | | | |
(A Shares) | | 4,660 | 97,109 |
(B Shares) | | 4,608 | 88,577 |
Telenor ASA | | 36,720 | 517,879 |
Yara International ASA | | 9,048 | 460,075 |
|
TOTAL NORWAY | | | 6,080,705 |
|
Peru - 0.0% | | | |
Compania de Minas Buenaventura SA sponsored ADR | | 12,595 | 118,897 |
Philippines - 0.2% | | | |
Aboitiz Equity Ventures, Inc. | | 110,990 | 107,551 |
AC Energy Corp. | | 492,400 | 67,636 |
Ayala Corp. | | 15,500 | 217,742 |
Ayala Land, Inc. | | 431,600 | 263,007 |
Bank of the Philippine Islands (BPI) | | 100,720 | 182,401 |
BDO Unibank, Inc. | | 112,850 | 278,407 |
Globe Telecom, Inc. | | 1,230 | 53,388 |
GT Capital Holdings, Inc. | | 4,317 | 41,369 |
International Container Terminal Services, Inc. | | 53,580 | 219,641 |
JG Summit Holdings, Inc. | | 153,041 | 162,540 |
Jollibee Food Corp. | | 19,960 | 81,862 |
Manila Electric Co. | | 14,720 | 98,930 |
Metro Pacific Investments Corp. | | 957,200 | 69,117 |
Metropolitan Bank & Trust Co. | | 93,613 | 91,011 |
Monde Nissin Corp. (b) | | 206,900 | 50,537 |
PLDT, Inc. | | 4,275 | 151,867 |
SM Investments Corp. | | 12,595 | 204,311 |
SM Prime Holdings, Inc. | | 534,100 | 355,427 |
Universal Robina Corp. | | 52,860 | 103,239 |
|
TOTAL PHILIPPINES | | | 2,799,983 |
|
Poland - 0.2% | | | |
Bank Polska Kasa Opieki SA | | 10,954 | 240,717 |
CD Projekt RED SA | | 3,577 | 96,811 |
Cyfrowy Polsat SA | | 11,681 | 63,607 |
Dino Polska SA (a)(b) | | 2,486 | 160,824 |
KGHM Polska Miedz SA (Bearer) | | 7,321 | 236,821 |
LPP SA | | 55 | 116,225 |
mBank SA (a) | | 1,020 | 68,270 |
Orange Polska SA | | 31,581 | 48,272 |
PGE Polska Grupa Energetyczna SA (a) | | 37,978 | 84,461 |
Polish Oil & Gas Co. SA | | 87,864 | 123,103 |
Polski Koncern Naftowy Orlen SA | | 18,026 | 304,539 |
Powszechna Kasa Oszczednosci Bank SA (a) | | 53,314 | 393,486 |
Powszechny Zaklad Ubezpieczen SA | | 35,813 | 247,602 |
Santander Bank Polska SA | | 2,351 | 143,169 |
|
TOTAL POLAND | | | 2,327,907 |
|
Portugal - 0.1% | | | |
Energias de Portugal SA | | 146,809 | 684,227 |
Galp Energia SGPS SA Class B | | 25,782 | 313,810 |
Jeronimo Martins SGPS SA | | 16,166 | 336,522 |
|
TOTAL PORTUGAL | | | 1,334,559 |
|
Qatar - 0.3% | | | |
Barwa Real Estate Co. (a) | | 102,191 | 95,267 |
Industries Qatar QSC (a) | | 83,411 | 430,826 |
Masraf al Rayan (a) | | 253,550 | 375,269 |
Mesaieed Petrochemical Holding Co. (a) | | 241,448 | 171,717 |
Ooredoo QSC | | 54,867 | 112,830 |
Qatar Electricity & Water Co. | | 26,239 | 123,206 |
Qatar Fuel Co. (a) | | 25,788 | 129,799 |
Qatar Gas Transport Co. Ltd. (Nakilat) (a) | | 144,727 | 135,914 |
Qatar International Islamic Bank QSC (a) | | 43,427 | 137,731 |
Qatar Islamic Bank (a) | | 64,168 | 431,516 |
Qatar National Bank SAQ (a) | | 248,269 | 1,585,022 |
The Commercial Bank of Qatar (a) | | 117,544 | 248,176 |
|
TOTAL QATAR | | | 3,977,273 |
|
Russia - 0.0% | | | |
Alrosa Co. Ltd. (c) | | 120,680 | 26,183 |
Gazprom OAO (c) | | 601,730 | 82,114 |
Inter Rao Ues JSC (c) | | 1,756,400 | 12,628 |
LUKOIL PJSC (c) | | 21,149 | 8,537 |
Magnit OJSC GDR (Reg. S) (c) | | 18,175 | 89 |
MMC Norilsk Nickel PJSC (c) | | 2,499 | 21,674 |
MMC Norilsk Nickel PJSC sponsored ADR (c) | | 6,705 | 4,979 |
Mobile TeleSystems OJSC sponsored ADR (c) | | 21,752 | 21,665 |
Moscow Exchange MICEX-RTS OAO (c) | | 72,930 | 18,283 |
Novatek PJSC GDR (Reg. S) (c) | | 4,511 | 1,152 |
Novolipetsk Steel OJSC (c) | | 71,070 | 890 |
PhosAgro OJSC GDR (Reg. S) (c) | | 6,484 | 133 |
Polyus PJSC (c) | | 1,749 | 5,364 |
Rosneft Oil Co. OJSC (c) | | 55,210 | 12,041 |
Sberbank of Russia (c) | | 551,355 | 4,421 |
Severstal PAO (c) | | 7,553 | 220 |
Severstal PAO GDR (Reg. S) (c) | | 2,375 | 56 |
Surgutneftegas OJSC (c) | | 351,800 | 5,614 |
Tatneft PAO (c) | | 71,609 | 11,615 |
United Co. RUSAL International PJSC (a)(c) | | 141,950 | 22,310 |
VTB Bank OJSC (c) | | 152,910,000 | 7,619 |
|
TOTAL RUSSIA | | | 267,587 |
|
Saudi Arabia - 1.3% | | | |
Abdullah Al Othaim Markets Co. | | 3,079 | 91,776 |
Advanced Polypropylene Co. | | 7,512 | 134,386 |
Al Rajhi Bank | | 66,500 | 3,131,039 |
Alinma Bank | | 52,128 | 576,065 |
Almarai Co. Ltd. | | 11,783 | 163,356 |
Arab National Bank | | 31,069 | 291,572 |
Bank Al-Jazira | | 23,491 | 198,222 |
Bank Albilad | | 26,745 | 369,359 |
Banque Saudi Fransi | | 32,183 | 465,052 |
Bupa Arabia for Cooperative Insurance Co. (a) | | 3,319 | 147,067 |
Dar Al Arkan Real Estate Development Co. (a) | | 25,752 | 74,287 |
Dr Sulaiman Al Habib Medical Services Group Co. | | 2,861 | 152,554 |
Emaar The Economic City (a) | | 18,873 | 55,148 |
Etihad Etisalat Co. | | 19,153 | 220,851 |
Jarir Marketing Co. | | 3,439 | 176,039 |
Mobile Telecommunications Co. Saudi Arabia (a) | | 20,333 | 75,568 |
Mouwasat Medical Services Co. | | 2,424 | 155,749 |
National Industrialization Co. (a) | | 15,152 | 83,379 |
Rabigh Refining & Petrochemical Co. (a) | | 10,472 | 80,408 |
Riyad Bank | | 72,964 | 793,679 |
Sabic Agriculture-Nutrients Co. | | 11,494 | 498,274 |
Sahara International Petrochemical Co. | | 19,755 | 301,792 |
Saudi Arabian Mining Co. (a) | | 23,458 | 863,070 |
Saudi Arabian Oil Co. (b) | | 119,293 | 1,428,030 |
Saudi Basic Industries Corp. | | 48,984 | 1,710,809 |
Saudi Cement Co. | | 2,169 | 33,424 |
Saudi Electricity Co. | | 45,063 | 324,985 |
Saudi Industrial Investment Group | | 20,511 | 180,458 |
Saudi Kayan Petrochemical Co. (a) | | 37,565 | 189,087 |
Saudi Research & Marketing Group (a) | | 1,881 | 132,595 |
Saudi Telecom Co. | | 32,696 | 1,011,181 |
The Co. for Cooperative Insurance | | 2,761 | 50,792 |
The Saudi British Bank | | 45,270 | 541,314 |
The Saudi National Bank | | 119,135 | 2,509,242 |
The Savola Group | | 12,237 | 116,471 |
Yanbu National Petrochemical Co. | | 13,426 | 218,708 |
|
TOTAL SAUDI ARABIA | | | 17,545,788 |
|
Singapore - 0.8% | | | |
Ascendas Real Estate Investment Trust | | 185,358 | 381,370 |
BOC Aviation Ltd. Class A (b) | | 9,600 | 75,306 |
CapitaLand Investment Ltd. | | 130,945 | 397,052 |
CapitaMall Trust | | 266,723 | 446,919 |
City Developments Ltd. | | 20,600 | 126,301 |
DBS Group Holdings Ltd. | | 97,526 | 2,366,042 |
Genting Singapore Ltd. | | 341,600 | 198,330 |
Keppel Corp. Ltd. | | 76,600 | 377,776 |
Mapletree Commercial Trust | | 103,100 | 138,662 |
Mapletree Logistics Trust (REIT) | | 164,627 | 211,434 |
Oversea-Chinese Banking Corp. Ltd. | | 181,552 | 1,611,926 |
Singapore Airlines Ltd. (a) | | 63,200 | 249,113 |
Singapore Exchange Ltd. | | 41,500 | 292,008 |
Singapore Technologies Engineering Ltd. | | 111,900 | 329,558 |
Singapore Telecommunications Ltd. | | 441,700 | 881,543 |
United Overseas Bank Ltd. | | 63,403 | 1,357,221 |
UOL Group Ltd. | | 24,800 | 130,313 |
Venture Corp. Ltd. | | 15,700 | 192,732 |
Wilmar International Ltd. | | 96,300 | 306,975 |
|
TOTAL SINGAPORE | | | 10,070,581 |
|
South Africa - 1.0% | | | |
Absa Group Ltd. | | 43,652 | 471,597 |
African Rainbow Minerals Ltd. | | 7,072 | 116,338 |
Anglo American Platinum Ltd. | | 2,907 | 321,348 |
AngloGold Ashanti Ltd. | | 22,889 | 468,722 |
Aspen Pharmacare Holdings Ltd. | | 21,989 | 235,280 |
Bid Corp. Ltd. | | 18,306 | 384,426 |
Bidvest Group Ltd./The | | 15,171 | 207,973 |
Capitec Bank Holdings Ltd. | | 4,303 | 600,655 |
Clicks Group Ltd. | | 13,563 | 264,805 |
Discovery Ltd. (a) | | 25,908 | 248,759 |
Exxaro Resources Ltd. | | 14,146 | 202,149 |
FirstRand Ltd. | | 267,510 | 1,152,080 |
Gold Fields Ltd. | | 48,071 | 651,342 |
Growthpoint Properties Ltd. | | 158,672 | 140,733 |
Harmony Gold Mining Co. Ltd. | | 27,372 | 111,590 |
Impala Platinum Holdings Ltd. | | 44,653 | 577,605 |
Kumba Iron Ore Ltd. | | 3,830 | 127,150 |
Mr Price Group Ltd. | | 13,961 | 189,229 |
MTN Group Ltd. | | 91,198 | 967,246 |
MultiChoice Group Ltd. | | 17,364 | 141,650 |
Naspers Ltd. Class N | | 11,757 | 1,185,764 |
Nedbank Group Ltd. | | 26,570 | 371,033 |
Northam Platinum Holdings Ltd. (a) | | 17,904 | 213,404 |
Old Mutual Ltd. | | 268,503 | 215,406 |
Pepkor Holdings Ltd. (b) | | 57,759 | 77,714 |
Remgro Ltd. | | 24,334 | 218,586 |
Sanlam Ltd. | | 98,677 | 408,774 |
Sasol Ltd. (a) | | 30,870 | 756,220 |
Shoprite Holdings Ltd. | | 27,517 | 397,456 |
Sibanye-Stillwater Ltd. | | 145,422 | 503,110 |
Spar Group Ltd./The | | 10,566 | 110,832 |
Standard Bank Group Ltd. | | 71,805 | 760,954 |
Tiger Brands Ltd. | | 7,533 | 73,343 |
Vodacom Group Ltd. | | 33,084 | 317,764 |
Woolworths Holdings Ltd. | | 54,539 | 204,169 |
|
TOTAL SOUTH AFRICA | | | 13,395,206 |
|
Spain - 1.5% | | | |
ACS Actividades de Construccion y Servicios SA | | 12,667 | 324,342 |
Aena SME SA (a)(b) | | 3,803 | 539,682 |
Amadeus IT Holding SA Class A (a) | | 24,535 | 1,537,435 |
Banco Bilbao Vizcaya Argentaria SA | | 361,714 | 1,898,004 |
Banco Santander SA (Spain) | | 940,238 | 2,747,705 |
CaixaBank SA | | 240,984 | 777,871 |
Cellnex Telecom SA (b) | | 27,672 | 1,289,800 |
EDP Renovaveis SA | | 15,904 | 376,402 |
Enagas SA | | 14,144 | 305,831 |
Endesa SA | | 17,565 | 368,118 |
Ferrovial SA | | 26,438 | 677,986 |
Grifols SA | | 15,419 | 258,249 |
Iberdrola SA | | 315,683 | 3,627,451 |
Industria de Diseno Textil SA | | 59,465 | 1,246,819 |
Naturgy Energy Group SA | | 10,246 | 308,223 |
Red Electrica Corporacion SA | | 24,951 | 502,370 |
Repsol SA | | 79,207 | 1,181,601 |
Siemens Gamesa Renewable Energy SA (a) | | 13,183 | 209,986 |
Telefonica SA | | 286,683 | 1,394,610 |
|
TOTAL SPAIN | | | 19,572,485 |
|
Sweden - 2.0% | | | |
Alfa Laval AB | | 17,062 | 474,943 |
ASSA ABLOY AB (B Shares) | | 54,423 | 1,375,386 |
Atlas Copco AB: | | | |
(A Shares) | | 37,955 | 1,720,761 |
(B Shares) | | 19,378 | 766,938 |
Boliden AB | | 14,866 | 644,607 |
Electrolux AB (B Shares) | | 11,319 | 172,619 |
Embracer Group AB (a) | | 30,523 | 204,016 |
Epiroc AB: | | | |
(A Shares) | | 34,590 | 701,245 |
(B Shares) | | 22,462 | 391,869 |
EQT AB | | 16,784 | 475,018 |
Ericsson (B Shares) | | 157,133 | 1,253,485 |
Essity AB (B Shares) | | 33,094 | 872,721 |
Evolution AB (b) | | 9,343 | 958,576 |
Fastighets AB Balder (a) | | 5,744 | 284,714 |
Getinge AB (B Shares) | | 12,666 | 366,399 |
H&M Hennes & Mauritz AB (B Shares) | | 39,492 | 497,168 |
Hexagon AB (B Shares) | | 105,891 | 1,366,304 |
Husqvarna AB (B Shares) | | 22,689 | 216,887 |
Industrivarden AB: | | | |
(A Shares) | | 7,399 | 189,581 |
(C Shares) | | 8,431 | 212,288 |
Investor AB: | | | |
(A Shares) | | 35,410 | 739,592 |
(B Shares) | | 88,386 | 1,700,803 |
Kinnevik AB (B Shares) (a) | | 14,195 | 277,831 |
L E Lundbergforetagen AB | | 4,172 | 195,109 |
Latour Investment AB (B Shares) | | 7,771 | 205,874 |
Lifco AB | | 12,769 | 267,838 |
Lundin Petroleum AB | | 10,941 | 452,365 |
Nibe Industrier AB (B Shares) | | 77,297 | 757,851 |
Sagax AB | | 9,140 | 233,476 |
Sandvik AB | | 60,671 | 1,148,400 |
Securitas AB (B Shares) | | 16,507 | 194,895 |
Sinch AB (a)(b) | | 29,205 | 129,068 |
Skandinaviska Enskilda Banken AB (A Shares) | | 87,998 | 986,818 |
Skanska AB (B Shares) | | 18,238 | 348,386 |
SKF AB (B Shares) | | 20,802 | 339,753 |
Svenska Cellulosa AB SCA (B Shares) | | 32,487 | 628,714 |
Svenska Handelsbanken AB (A Shares) | | 78,435 | 791,120 |
Swedbank AB (A Shares) | | 48,831 | 772,469 |
Swedish Match Co. AB | | 82,758 | 659,149 |
Tele2 AB (B Shares) | | 26,824 | 355,533 |
Telia Co. AB | | 143,875 | 597,170 |
Volvo AB: | | | |
(A Shares) | | 14,010 | 230,333 |
(B Shares) | | 73,877 | 1,178,592 |
|
TOTAL SWEDEN | | | 26,336,664 |
|
Switzerland - 6.4% | | | |
ABB Ltd. (Reg.) | | 90,129 | 2,704,047 |
Adecco SA (Reg.) | | 8,818 | 340,286 |
Alcon, Inc. (Switzerland) | | 27,245 | 1,945,317 |
Bachem Holding AG (B Shares) | | 330 | 143,995 |
Baloise Holdings AG | | 2,545 | 442,680 |
Barry Callebaut AG | | 197 | 453,407 |
Clariant AG (Reg.) | | 11,185 | 190,965 |
Coca-Cola HBC AG | | 11,791 | 239,049 |
Compagnie Financiere Richemont SA Series A | | 28,319 | 3,290,405 |
Credit Suisse Group AG | | 144,815 | 982,906 |
Ems-Chemie Holding AG | | 397 | 354,174 |
Geberit AG (Reg.) | | 1,961 | 1,118,307 |
Givaudan SA | | 502 | 1,995,210 |
Holcim AG | | 28,620 | 1,399,390 |
Julius Baer Group Ltd. | | 11,984 | 572,690 |
Kuehne & Nagel International AG | | 2,986 | 835,322 |
Lindt & Spruengli AG | | 6 | 711,348 |
Lindt & Spruengli AG (participation certificate) | | 54 | 605,610 |
Logitech International SA (Reg.) | | 9,264 | 602,888 |
Lonza Group AG | | 4,061 | 2,394,505 |
Nestle SA (Reg. S) | | 152,669 | 19,708,665 |
Novartis AG | | 118,903 | 10,507,376 |
Partners Group Holding AG | | 1,235 | 1,308,479 |
Roche Holding AG: | | | |
(Bearer) | | 1,751 | 703,456 |
(participation certificate) | | 38,091 | 14,124,678 |
Schindler Holding AG: | | | |
(participation certificate) | | 2,313 | 444,387 |
(Reg.) | | 1,002 | 192,358 |
SGS SA (Reg.) | | 343 | 881,346 |
Sika AG | | 7,712 | 2,355,694 |
Sonova Holding AG | | 2,918 | 1,052,307 |
Straumann Holding AG | | 5,501 | 648,522 |
Swatch Group AG (Bearer) | | 1,561 | 400,619 |
Swatch Group AG (Bearer) (Reg.) | | 2,984 | 147,213 |
Swiss Life Holding AG | | 1,721 | 1,006,295 |
Swiss Prime Site AG | | 4,167 | 407,302 |
Swiss Re Ltd. | | 16,375 | 1,342,862 |
Swisscom AG | | 1,405 | 830,778 |
Temenos Group AG | | 3,455 | 348,768 |
UBS Group AG | | 190,964 | 3,241,927 |
VAT Group AG (b) | | 1,473 | 455,616 |
Vifor Pharma AG | | 2,638 | 462,383 |
Zurich Insurance Group Ltd. | | 8,166 | 3,717,734 |
|
TOTAL SWITZERLAND | | | 85,611,266 |
|
Taiwan - 4.2% | | | |
Accton Technology Corp. | | 30,000 | 234,127 |
Acer, Inc. | | 161,000 | 149,452 |
Advantech Co. Ltd. | | 20,798 | 258,678 |
ASE Technology Holding Co. Ltd. | | 181,500 | 579,375 |
Asia Cement Corp. | | 134,000 | 217,876 |
ASMedia Technology, Inc. | | 2,000 | 94,183 |
ASUSTeK Computer, Inc. | | 39,000 | 469,367 |
AU Optronics Corp. | | 448,000 | 256,036 |
Catcher Technology Co. Ltd. | | 36,000 | 176,257 |
Cathay Financial Holding Co. Ltd. | | 429,436 | 903,422 |
Chang Hwa Commercial Bank | | 218,549 | 136,708 |
Cheng Shin Rubber Industry Co. Ltd. | | 114,000 | 128,548 |
China Development Financial Ho | | 835,313 | 504,011 |
China Steel Corp. | | 635,000 | 769,650 |
Chunghwa Telecom Co. Ltd. | | 205,000 | 909,268 |
Compal Electronics, Inc. | | 225,000 | 168,930 |
CTBC Financial Holding Co. Ltd. | | 990,000 | 974,328 |
Delta Electronics, Inc. | | 106,000 | 885,340 |
E Ink Holdings, Inc. | | 47,000 | 268,864 |
E.SUN Financial Holdings Co. Ltd. | | 645,471 | 737,620 |
ECLAT Textile Co. Ltd. | | 10,000 | 164,177 |
eMemory Technology, Inc. | | 4,000 | 168,202 |
Evergreen Marine Corp. (Taiwan) | | 138,358 | 665,451 |
Far Eastern New Century Corp. | | 176,000 | 178,513 |
Far EasTone Telecommunications Co. Ltd. | | 83,000 | 233,340 |
Feng Tay Enterprise Co. Ltd. | | 22,200 | 143,006 |
First Financial Holding Co. Ltd. | | 551,209 | 517,943 |
Formosa Chemicals & Fibre Corp. | | 196,000 | 528,155 |
Formosa Petrochemical Corp. | | 58,000 | 178,988 |
Formosa Plastics Corp. | | 210,000 | 746,978 |
Foxconn Technology Co. Ltd. | | 51,000 | 101,113 |
Fubon Financial Holding Co. Ltd. | | 411,259 | 1,033,216 |
Giant Manufacturing Co. Ltd. | | 15,000 | 125,478 |
GlobalWafers Co. Ltd. | | 12,000 | 209,248 |
HIWIN Technologies Corp. | | 12,946 | 95,921 |
Hon Hai Precision Industry Co. Ltd. (Foxconn) | | 677,800 | 2,323,498 |
Hotai Motor Co. Ltd. | | 16,000 | 312,191 |
Hua Nan Financial Holdings Co. Ltd. | | 454,700 | 363,852 |
Innolux Corp. | | 522,000 | 237,834 |
Inventec Corp. | | 153,000 | 130,780 |
Largan Precision Co. Ltd. | | 6,000 | 340,676 |
Lite-On Technology Corp. | | 111,000 | 243,338 |
MediaTek, Inc. | | 83,000 | 2,289,425 |
Mega Financial Holding Co. Ltd. | | 592,000 | 832,704 |
Micro-Star International Co. Ltd. | | 36,000 | 145,452 |
momo.com, Inc. | | 2,000 | 52,824 |
Nan Ya Plastics Corp. | | 281,000 | 821,425 |
Nan Ya Printed Circuit Board Corp. | | 13,000 | 172,769 |
Nanya Technology Corp. | | 66,000 | 144,504 |
Nien Made Enterprise Co. Ltd. | | 7,000 | 73,768 |
Novatek Microelectronics Corp. | | 31,000 | 410,315 |
Oneness Biotech Co. Ltd. (a) | | 14,000 | 91,794 |
Pegatron Corp. | | 110,000 | 260,750 |
Pou Chen Corp. | | 153,000 | 159,644 |
President Chain Store Corp. | | 33,000 | 305,508 |
Quanta Computer, Inc. | | 150,000 | 422,713 |
Realtek Semiconductor Corp. | | 26,000 | 353,005 |
Ruentex Development Co. Ltd. | | 61,500 | 161,053 |
Shin Kong Financial Holding Co. Ltd. | | 626,393 | 207,241 |
Sinopac Financial Holdings Co. | | 555,100 | 342,035 |
Synnex Technology International Corp. | | 80,000 | 208,332 |
Taishin Financial Holdings Co. Ltd. | | 563,463 | 368,774 |
Taiwan Cement Corp. | | 291,535 | 452,825 |
Taiwan Cooperative Financial Holding Co. Ltd. | | 508,259 | 489,028 |
Taiwan High Speed Rail Corp. | | 88,000 | 83,417 |
Taiwan Mobile Co. Ltd. | | 88,000 | 323,483 |
Taiwan Semiconductor Manufacturing Co. Ltd. | | 1,336,000 | 24,171,950 |
The Shanghai Commercial & Savings Bank Ltd. | | 183,899 | 303,540 |
Unified-President Enterprises Corp. | | 255,000 | 590,304 |
Unimicron Technology Corp. | | 65,000 | 456,174 |
United Microelectronics Corp. | | 651,000 | 1,034,751 |
Vanguard International Semiconductor Corp. | | 47,000 | 165,464 |
Voltronic Power Technology Corp. | | 3,000 | 131,326 |
Wan Hai Lines Ltd. | | 32,300 | 156,653 |
Win Semiconductors Corp. | | 18,000 | 117,224 |
Winbond Electronics Corp. | | 156,000 | 140,919 |
Wistron Corp. | | 12,763 | 12,303 |
Wiwynn Corp. | | 4,629 | 158,380 |
WPG Holding Co. Ltd. | | 102,400 | 187,962 |
Yageo Corp. | | 22,396 | 302,460 |
Yang Ming Marine Transport Corp. (a) | | 96,000 | 400,729 |
Yuanta Financial Holding Co. Ltd. | | 492,080 | 433,368 |
|
TOTAL TAIWAN | | | 55,800,233 |
|
Thailand - 0.5% | | | |
Advanced Info Service PCL (For. Reg.) | | 29,400 | 183,973 |
Advanced Information Service PCL NVDR | | 35,000 | 219,016 |
Airports of Thailand PCL: | | | |
(For. Reg.) (a) | | 171,900 | 332,483 |
NVDR (a) | | 26,900 | 52,029 |
Asset World Corp. PCL: | | | |
(For. Reg.) | | 326,600 | 45,734 |
NVDR | | 71,400 | 9,998 |
B. Grimm Power PCL: | | | |
(For. Reg.) | | 25,000 | 23,599 |
NVDR | | 14,900 | 14,065 |
Bangkok Commercial Asset Management PCL: | | | |
(For. Reg.) | | 50,700 | 28,298 |
NVDR | | 69,700 | 38,903 |
Bangkok Dusit Medical Services PCL: | | | |
(For. Reg.) | | 292,100 | 218,840 |
NVDR | | 225,500 | 168,943 |
Bangkok Expressway and Metro PCL: | | | |
(For. Reg.) | | 154,900 | 37,141 |
NVDR | | 199,500 | 47,835 |
Berli Jucker PCL: | | | |
unit | | 50,900 | 50,733 |
(For. Reg.) | | 20,600 | 20,532 |
BTS Group Holdings PCL: | | | |
(For. Reg.) | | 53,600 | 13,871 |
NVDR | | 319,700 | 83,665 |
Bumrungrad Hospital PCL: | | | |
NVDR | | 15,300 | 71,352 |
(For. Reg.) | | 10,800 | 50,366 |
Carabao Group PCL NVDR | | 16,900 | 53,777 |
Central Pattana PCL: | | | |
(For. Reg.) | | 74,500 | 130,757 |
NVDR | | 27,100 | 47,564 |
Central Retail Corp. PCL: | | | |
(For. Reg.) | | 96,317 | 110,162 |
NVDR | | 14,600 | 16,699 |
Charoen Pokphand Foods PCL: | | | |
(For. Reg.) | | 110,100 | 77,396 |
(NVDR) | | 109,900 | 77,255 |
CP ALL PCL: | | | |
(For. Reg.) | | 143,900 | 271,552 |
NVDR | | 177,200 | 334,392 |
Delta Electronics PCL: | | | |
(For. Reg.) | | 10,100 | 105,848 |
NVDR | | 7,400 | 77,552 |
Electricity Generating PCL: | | | |
(For. Reg.) | | 6,900 | 33,414 |
NVDR | | 10,500 | 50,847 |
Energy Absolute PCL: | | | |
(For. Reg.) | | 54,700 | 139,667 |
NVDR | | 25,500 | 65,480 |
Global Power Synergy Public Co. Ltd.: | | | |
(For. Reg.) | | 24,100 | 46,490 |
NVDR | | 14,000 | 27,007 |
Gulf Energy Development PCL: | | | |
(For. Reg.) | | 68,700 | 96,997 |
NVDR | | 82,000 | 115,775 |
Home Product Center PCL: | | | |
(For. Reg.) | | 208,400 | 90,684 |
NVDR | | 115,500 | 50,259 |
Indorama Ventures PCL: | | | |
(For. Reg.) | | 76,800 | 100,660 |
NVDR | | 43,500 | 57,014 |
Intouch Holdings PCL: | | | |
(For. Reg.) | | 22,700 | 46,250 |
NVDR | | 37,500 | 76,404 |
Krung Thai Bank PCL: | | | |
(For. Reg.) | | 95,600 | 42,183 |
NVDR | | 65,000 | 28,681 |
Krungthai Card PCL: | | | |
(For. Reg.) | | 31,000 | 51,868 |
NVDR | | 27,100 | 45,342 |
Land & House PCL: | | | |
NVDR | | 156,100 | 43,421 |
(For. Reg.) | | 249,000 | 69,262 |
Minor International PCL: | | | |
unit (a) | | 47,441 | 47,985 |
warrants 2/15/24 (a) | | 671 | 95 |
(For. Reg.) (a) | | 98,681 | 99,813 |
Muangthai Leasing PCL: | | | |
(For. Reg.) | | 23,700 | 31,761 |
NVDR | | 29,900 | 40,070 |
Osotspa PCL: | | | |
(For. Reg.) | | 17,500 | 17,763 |
NVDR | | 55,300 | 56,130 |
PTT Exploration and Production PCL: | | | |
(For. Reg.) | | 33,000 | 144,515 |
NVDR | | 42,700 | 186,994 |
PTT Global Chemical PCL: | | | |
(For. Reg.) | | 29,000 | 42,082 |
NVDR | | 96,800 | 140,465 |
PTT Oil & Retail Business PCL NVDR | | 171,200 | 124,394 |
PTT PCL: | | | |
(For. Reg.) | | 314,700 | 342,324 |
NVDR | | 233,100 | 253,561 |
Ratch Group PCL: | | | |
unit | | 45,900 | 58,921 |
(For. Reg.) | | 15,300 | 19,640 |
SCB X PCL: | | | |
(For. Reg.) | | 15,800 | 52,248 |
NVDR unit | | 7,350 | 24,305 |
SCG Packaging PCL NVDR | | 68,800 | 110,327 |
Siam Cement PCL: | | | |
(For. Reg.) | | 25,900 | 278,616 |
NVDR | | 16,500 | 177,497 |
Siam Commercial Bank PCL: | | | |
(For. Reg.) | | 15,800 | 53,098 |
(NVDR) | | 7,350 | 24,700 |
Sri Trang Gloves Thailand PCL: | | | |
(For. Reg.) | | 23,800 | 16,630 |
NVDR | | 39,500 | 27,981 |
Srisawad Corp. PCL: | | | |
warrants 8/29/25 (a) | | 712 | 148 |
(For. Reg.) | | 23,500 | 36,321 |
NVDR | | 18,400 | 28,615 |
Thai Oil PCL: | | | |
(For. Reg.) | | 20,400 | 33,408 |
NVDR | | 40,800 | 66,816 |
Thai Union Frozen Products PCL: | | | |
(For. Reg.) | | 95,300 | 46,909 |
NVDR | | 48,800 | 24,021 |
True Corp. PCL: | | | |
(For. Reg.) | | 174,800 | 24,501 |
NVDR | | 343,900 | 48,202 |
|
TOTAL THAILAND | | | 6,972,891 |
|
Turkey - 0.1% | | | |
Akbank TAS | | 200,051 | 120,179 |
Aselsan A/S | | 34,414 | 56,784 |
Bim Birlesik Magazalar A/S JSC | | 27,928 | 157,149 |
Eregli Demir ve Celik Fabrikalari T.A.S. | | 77,834 | 175,920 |
Ford Otomotiv Sanayi A/S | | 3,258 | 65,585 |
Koc Holding A/S | | 34,802 | 94,223 |
Turk Sise ve Cam Fabrikalari A/S | | 60,592 | 73,943 |
Turkcell Iletisim Hizmet A/S | | 78,924 | 115,025 |
Turkiye Garanti Bankasi A/S | | 106,495 | 107,440 |
Turkiye Is Bankasi A/S Series C | | 66,060 | 46,848 |
Turkiye Petrol Rafinerileri A/S (a) | | 7,915 | 124,843 |
|
TOTAL TURKEY | | | 1,137,939 |
|
United Arab Emirates - 0.4% | | | |
Abu Dhabi Commercial Bank PJSC | | 150,782 | 417,898 |
Abu Dhabi Islamic Bank | | 74,309 | 177,627 |
Abu Dhabi National Oil Co. for Distribution PJSC | | 179,268 | 201,570 |
Aldar Properties PJSC (a) | | 205,412 | 315,971 |
Dubai Islamic Bank Pakistan Ltd. (a) | | 157,571 | 276,700 |
Emaar Properties PJSC (a) | | 211,278 | 366,985 |
Emirates NBD Bank PJSC (a) | | 136,519 | 566,808 |
Emirates Telecommunications Corp. | | 188,637 | 1,797,497 |
First Abu Dhabi Bank PJSC | | 239,223 | 1,461,500 |
|
TOTAL UNITED ARAB EMIRATES | | | 5,582,556 |
|
United Kingdom - 8.9% | | | |
3i Group PLC | | 54,101 | 885,376 |
Abrdn PLC | | 132,246 | 310,531 |
Admiral Group PLC | | 10,444 | 328,749 |
Anglo American PLC (United Kingdom) | | 69,332 | 3,070,783 |
Antofagasta PLC | | 21,355 | 408,818 |
Ashtead Group PLC | | 24,142 | 1,248,316 |
Associated British Foods PLC | | 19,253 | 385,267 |
AstraZeneca PLC (United Kingdom) | | 83,992 | 11,207,996 |
Auto Trader Group PLC (b) | | 52,440 | 413,865 |
Aveva Group PLC | | 6,193 | 166,443 |
Aviva PLC | | 202,992 | 1,089,078 |
BAE Systems PLC | | 171,895 | 1,587,735 |
Barclays PLC | | 923,818 | 1,698,109 |
Barratt Developments PLC | | 53,786 | 329,065 |
Berkeley Group Holdings PLC | | 5,996 | 304,096 |
BP PLC | | 1,027,925 | 4,962,612 |
BP PLC sponsored ADR | | 7,171 | 205,951 |
British American Tobacco PLC (United Kingdom) | | 117,526 | 4,925,790 |
British Land Co. PLC | | 46,811 | 301,529 |
BT Group PLC | | 480,499 | 1,065,548 |
Bunzl PLC | | 18,159 | 700,586 |
Burberry Group PLC | | 21,827 | 430,766 |
Compass Group PLC | | 94,729 | 1,998,957 |
Croda International PLC | | 7,485 | 726,992 |
Diageo PLC | | 126,491 | 6,310,489 |
GlaxoSmithKline PLC | | 272,793 | 6,149,457 |
Halma PLC | | 20,722 | 636,073 |
Hargreaves Lansdown PLC | | 19,985 | 228,795 |
Hikma Pharmaceuticals PLC | | 9,046 | 212,494 |
HSBC Holdings PLC (United Kingdom) | | 1,101,535 | 6,883,633 |
Imperial Brands PLC | | 47,991 | 998,958 |
Informa PLC (a) | | 79,960 | 567,228 |
InterContinental Hotel Group PLC | | 9,553 | 609,861 |
Intertek Group PLC | | 8,714 | 543,013 |
J Sainsbury PLC | | 98,990 | 288,829 |
JD Sports Fashion PLC | | 140,486 | 231,475 |
Johnson Matthey PLC | | 10,024 | 275,743 |
Kingfisher PLC | | 114,788 | 361,992 |
Land Securities Group PLC | | 37,638 | 352,991 |
Legal & General Group PLC | | 322,291 | 1,004,612 |
Lloyds Banking Group PLC | | 3,870,839 | 2,198,496 |
London Stock Exchange Group PLC | | 17,837 | 1,758,581 |
M&G PLC | | 137,155 | 364,139 |
Melrose Industries PLC | | 252,048 | 366,250 |
Mondi PLC | | 24,099 | 452,723 |
Mondi PLC | | 3,634 | 68,518 |
National Grid PLC | | 193,991 | 2,882,120 |
NatWest Group PLC | | 316,851 | 850,044 |
Next PLC | | 7,260 | 543,779 |
NMC Health PLC (a) | | 2,259 | 23 |
Ocado Group PLC (a) | | 27,110 | 310,048 |
Pearson PLC | | 39,768 | 386,140 |
Persimmon PLC | | 17,168 | 447,128 |
Phoenix Group Holdings PLC | | 36,716 | 278,102 |
Prudential PLC | | 148,795 | 1,852,267 |
Reckitt Benckiser Group PLC | | 38,734 | 3,020,694 |
RELX PLC (London Stock Exchange) | | 105,031 | 3,128,924 |
Rentokil Initial PLC | | 101,054 | 694,066 |
Rio Tinto PLC | | 60,889 | 4,302,183 |
Rolls-Royce Holdings PLC (a) | | 452,472 | 463,857 |
Sage Group PLC | | 54,839 | 503,235 |
Schroders PLC | | 6,384 | 225,357 |
Segro PLC | | 65,186 | 1,091,350 |
Severn Trent PLC | | 13,282 | 522,003 |
Shell PLC (London) | | 417,385 | 11,205,074 |
Smith & Nephew PLC | | 48,241 | 781,917 |
Smiths Group PLC | | 21,423 | 392,026 |
Spirax-Sarco Engineering PLC | | 3,999 | 603,431 |
SSE PLC | | 57,315 | 1,331,188 |
St. James's Place PLC | | 30,334 | 487,455 |
Standard Chartered PLC (United Kingdom) | | 144,272 | 986,290 |
Taylor Wimpey PLC | | 195,675 | 307,749 |
Tesco PLC | | 424,522 | 1,442,237 |
Unilever PLC | | 139,557 | 6,488,021 |
United Utilities Group PLC | | 35,383 | 508,468 |
Vodafone Group PLC | | 1,308,703 | 1,981,323 |
Vodafone Group PLC sponsored ADR (d) | | 15,783 | 239,744 |
Whitbread PLC | | 12,042 | 420,348 |
|
TOTAL UNITED KINGDOM | | | 118,293,899 |
|
United States of America - 0.2% | | | |
360 DigiTech, Inc. ADR | | 3,962 | 57,172 |
Coca-Cola European Partners PLC | | 11,126 | 555,744 |
Dada Nexus Ltd. ADR (a) | | 2,589 | 19,754 |
DiDi Global, Inc. ADR | | 10,011 | 18,821 |
Fiverr International Ltd. (a) | | 1,481 | 78,863 |
Legend Biotech Corp. ADR (a) | | 2,703 | 108,525 |
Li Auto, Inc. ADR (a)(d) | | 30,236 | 678,193 |
NICE Ltd. sponsored ADR (a) | | 278 | 57,382 |
Southern Copper Corp. | | 4,575 | 284,885 |
Yum China Holdings, Inc. (d) | | 23,248 | 971,766 |
|
TOTAL UNITED STATES OF AMERICA | | | 2,831,105 |
|
TOTAL COMMON STOCKS | | | |
(Cost $1,308,294,994) | | | 1,270,506,555 |
|
Nonconvertible Preferred Stocks - 0.9% | | | |
Brazil - 0.4% | | | |
Alpargatas SA (PN) | | 12,139 | 48,124 |
Banco Bradesco SA (PN) | | 282,495 | 1,027,369 |
Braskem SA Class A | | 9,000 | 73,217 |
Centrais Eletricas Brasileiras SA (Electrobras) (PN-B) | | 10,155 | 82,469 |
Companhia Energetica de Minas Gerais (CEMIG) (PN) | | 57,785 | 171,463 |
Gerdau SA | | 61,900 | 350,194 |
Itau Unibanco Holding SA | | 258,650 | 1,248,794 |
Itausa-Investimentos Itau SA (PN) | | 238,274 | 443,877 |
Petroleo Brasileiro SA - Petrobras (PN) (non-vtg.) | | 252,800 | 1,548,313 |
|
TOTAL BRAZIL | | | 4,993,820 |
|
Chile - 0.0% | | | |
Sociedad Quimica y Minera de Chile SA (PN-B) | | 7,351 | 545,662 |
Colombia - 0.0% | | | |
Bancolombia SA (PN) | | 22,815 | 221,348 |
Germany - 0.3% | | | |
Bayerische Motoren Werke AG (BMW) (non-vtg.) | | 4,406 | 324,584 |
Fuchs Petrolub AG | | 3,678 | 116,009 |
Henkel AG & Co. KGaA | | 10,682 | 685,905 |
Porsche Automobil Holding SE (Germany) | | 8,320 | 686,233 |
Sartorius AG (non-vtg.) | | 1,437 | 538,774 |
Volkswagen AG | | 10,085 | 1,561,828 |
|
TOTAL GERMANY | | | 3,913,333 |
|
Korea (South) - 0.2% | | | |
AMOREPACIFIC Corp. | | 600 | 35,869 |
Hyundai Motor Co. | | 1,106 | 81,640 |
Hyundai Motor Co. Series 2 | | 2,956 | 220,079 |
LG Chemical Ltd. | | 716 | 140,481 |
LG Household & Health Care Ltd. | | 92 | 36,017 |
Samsung Electronics Co. Ltd. | | 44,749 | 2,086,839 |
|
TOTAL KOREA (SOUTH) | | | 2,600,925 |
|
Russia - 0.0% | | | |
Surgutneftegas OJSC (c) | | 352,900 | 8,007 |
TOTAL NONCONVERTIBLE PREFERRED STOCKS | | | |
(Cost $13,693,748) | | | 12,283,095 |
| | Principal Amount | Value |
|
Government Obligations - 0.4% | | | |
United States of America - 0.4% | | | |
U.S. Treasury Bills, yield at date of purchase 1.23% 1/26/23 (Cost $4,855,367)(f) | | 4,900,000 | 4,840,545 |
| | Shares | Value |
|
Money Market Funds - 2.9% | | | |
Fidelity Cash Central Fund 0.32% (g) | | 33,410,700 | 33,417,383 |
Fidelity Securities Lending Cash Central Fund 0.32% (g)(h) | | 5,217,224 | 5,217,746 |
TOTAL MONEY MARKET FUNDS | | | |
(Cost $38,635,129) | | | 38,635,129 |
TOTAL INVESTMENT IN SECURITIES - 99.9% | | | |
(Cost $1,365,479,238) | | | 1,326,265,324 |
NET OTHER ASSETS (LIABILITIES) - 0.1% | | | 1,677,195 |
NET ASSETS - 100% | | | $1,327,942,519 |
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) | 286 | June 2022 | $28,551,380 | $(536,385) | $(536,385) |
ICE E-mini MSCI Emerging Markets Index Contracts (United States) | 244 | June 2022 | 12,900,280 | 127,498 | 127,498 |
TME S&P/TSX 60 Index Contracts (Canada) | 19 | June 2022 | 3,703,421 | (92,268) | (92,268) |
TOTAL FUTURES CONTRACTS | | | | | $(501,155) |
The notional amount of futures purchased as a percentage of Net Assets is 3.4%
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 $31,294,067 or 2.4% of net assets.
(c) Level 3 security
(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 $2,355,073.
(g) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
(h) Investment made with cash collateral received from securities on loan.
Affiliated Central Funds
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Fund | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain/Loss | Change in Unrealized appreciation (depreciation) | Value, end of period | % ownership, end of period |
Fidelity Cash Central Fund 0.32% | $35,973,953 | $204,089,784 | $206,646,354 | $28,000 | $-- | $-- | $33,417,383 | 0.1% |
Fidelity Securities Lending Cash Central Fund 0.32% | 6,771,783 | 26,342,480 | 27,896,517 | 15,576 | -- | -- | 5,217,746 | 0.0% |
Total | $42,745,736 | $230,432,264 | $234,542,871 | $43,576 | $-- | $-- | $38,635,129 | |
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, 2022, 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 | $80,531,817 | $13,416,098 | $67,016,837 | $98,882 |
Consumer Discretionary | 139,820,821 | 10,782,996 | 129,031,206 | 6,619 |
Consumer Staples | 113,812,183 | 10,545,634 | 103,264,645 | 1,904 |
Energy | 73,131,563 | 25,604,521 | 47,397,962 | 129,080 |
Financials | 262,463,520 | 66,732,988 | 195,689,963 | 40,569 |
Health Care | 123,346,866 | 2,893,397 | 120,453,469 | -- |
Industrials | 153,121,972 | 16,763,352 | 136,358,620 | -- |
Information Technology | 147,832,610 | 8,936,814 | 138,895,796 | -- |
Materials | 113,627,605 | 25,696,572 | 87,831,598 | 99,435 |
Real Estate | 32,118,425 | 2,253,627 | 29,694,224 | 170,574 |
Utilities | 42,982,268 | 6,551,448 | 36,418,192 | 12,628 |
Government Obligations | 4,840,545 | -- | 4,840,545 | -- |
Money Market Funds | 38,635,129 | 38,635,129 | -- | -- |
Total Investments in Securities: | $1,326,265,324 | $228,812,576 | $1,096,893,057 | $559,691 |
Derivative Instruments: | | | | |
Assets | | | | |
Futures Contracts | $127,498 | $127,498 | $-- | $-- |
Total Assets | $127,498 | $127,498 | $-- | $-- |
Liabilities | | | | |
Futures Contracts | $(628,653) | $(628,653) | $-- | $-- |
Total Liabilities | $(628,653) | $(628,653) | $-- | $-- |
Total Derivative Instruments: | $(501,155) | $(501,155) | $-- | $-- |
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, 2022. 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) | $127,498 | $(628,653) |
Total Equity Risk | 127,498 | (628,653) |
Total Value of Derivatives | $127,498 | $(628,653) |
(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, 2022 (Unaudited) |
Assets | | |
Investment in securities, at value (including securities loaned of $5,129,473) — See accompanying schedule: Unaffiliated issuers (cost $1,326,844,109) | $1,287,630,195 | |
Fidelity Central Funds (cost $38,635,129) | 38,635,129 | |
Total Investment in Securities (cost $1,365,479,238) | | $1,326,265,324 |
Foreign currency held at value (cost $2,147,408) | | 2,127,886 |
Receivable for investments sold | | 37,841 |
Receivable for fund shares sold | | 2,260,077 |
Dividends receivable | | 4,056,296 |
Reclaims receivable | | 1,480,584 |
Distributions receivable from Fidelity Central Funds | | 11,335 |
Other receivables | | 12,126 |
Total assets | | 1,336,251,469 |
Liabilities | | |
Payable to custodian bank | $1,514 | |
Payable for investments purchased | | |
Regular delivery | 6,486 | |
Delayed delivery | 30,507 | |
Payable for fund shares redeemed | 1,380,181 | |
Payable for daily variation margin on futures contracts | 378,853 | |
Other payables and accrued expenses | 1,293,905 | |
Collateral on securities loaned | 5,217,504 | |
Total liabilities | | 8,308,950 |
Net Assets | | $1,327,942,519 |
Net Assets consist of: | | |
Paid in capital | | $1,385,911,937 |
Total accumulated earnings (loss) | | (57,969,418) |
Net Assets | | $1,327,942,519 |
Net Asset Value, offering price and redemption price per share ($1,327,942,519 ÷ 110,602,864 shares) | | $12.01 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
| | Six months ended April 30, 2022 (Unaudited) |
Investment Income | | |
Dividends | | $17,981,939 |
Non-Cash dividends | | 1,432,629 |
Interest | | 6,124 |
Income from Fidelity Central Funds (including $15,576 from security lending) | | 43,576 |
Income before foreign taxes withheld | | 19,464,268 |
Less foreign taxes withheld | | (1,694,925) |
Total income | | 17,769,343 |
Expenses | | |
Independent trustees' fees and expenses | $1,968 | |
Total expenses before reductions | 1,968 | |
Expense reductions | (42) | |
Total expenses after reductions | | 1,926 |
Net investment income (loss) | | 17,767,417 |
Realized and Unrealized Gain (Loss) | | |
Net realized gain (loss) on: | | |
Investment securities: | | |
Unaffiliated issuers (net of foreign taxes of $28,406) | (8,483,344) | |
Foreign currency transactions | 32,427 | |
Futures contracts | (4,730,712) | |
Total net realized gain (loss) | | (13,181,629) |
Change in net unrealized appreciation (depreciation) on: | | |
Investment securities: | | |
Unaffiliated issuers (net of decrease in deferred foreign taxes of $230,678) | (185,284,182) | |
Assets and liabilities in foreign currencies | (260,095) | |
Futures contracts | (1,315,258) | |
Total change in net unrealized appreciation (depreciation) | | (186,859,535) |
Net gain (loss) | | (200,041,164) |
Net increase (decrease) in net assets resulting from operations | | $(182,273,747) |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
| Six months ended April 30, 2022 (Unaudited) | Year ended October 31, 2021 |
Increase (Decrease) in Net Assets | | |
Operations | | |
Net investment income (loss) | $17,767,417 | $24,595,144 |
Net realized gain (loss) | (13,181,629) | (4,206,679) |
Change in net unrealized appreciation (depreciation) | (186,859,535) | 160,024,832 |
Net increase (decrease) in net assets resulting from operations | (182,273,747) | 180,413,297 |
Distributions to shareholders | (29,150,134) | (10,454,288) |
Share transactions | | |
Proceeds from sales of shares | 423,813,259 | 773,112,753 |
Reinvestment of distributions | 19,695,566 | 7,447,910 |
Cost of shares redeemed | (176,294,423) | (253,488,031) |
Net increase (decrease) in net assets resulting from share transactions | 267,214,402 | 527,072,632 |
Total increase (decrease) in net assets | 55,790,521 | 697,031,641 |
Net Assets | | |
Beginning of period | 1,272,151,998 | 575,120,357 |
End of period | $1,327,942,519 | $1,272,151,998 |
Other Information | | |
Shares | | |
Sold | 32,085,709 | 56,476,027 |
Issued in reinvestment of distributions | 1,491,705 | 587,374 |
Redeemed | (13,451,601) | (18,694,973) |
Net increase (decrease) | 20,125,813 | 38,368,428 |
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, | | | | |
| 2022 | 2021 | 2020 | 2019 | 2018 | 2017 A |
Selected Per–Share Data | | | | | | |
Net asset value, beginning of period | $14.06 | $11.04 | $11.59 | $10.60 | $11.79 | $10.00 |
Income from Investment Operations | | | | | | |
Net investment income (loss)B,C | .17 | .35 | .27 | .37 | .36 | .19 |
Net realized and unrealized gain (loss) | (1.91) | 2.87 | (.52) | .81 | (1.35) | 1.60 |
Total from investment operations | (1.74) | 3.22 | (.25) | 1.18 | (.99) | 1.79 |
Distributions from net investment income | (.31) | (.20) | (.30) | (.19) | (.15) | – |
Distributions from net realized gain | – | – | – | – | (.05) | – |
Total distributions | (.31) | (.20) | (.30) | (.19) | (.20) | – |
Net asset value, end of period | $12.01 | $14.06 | $11.04 | $11.59 | $10.60 | $11.79 |
Total ReturnD,E | (12.59)% | 29.31% | (2.24)% | 11.40% | (8.53)% | 17.90% |
Ratios to Average Net AssetsC,F,G | | | | | | |
Expenses before reductionsH | - %I | -% | -% | -% | -% | - %I |
Expenses net of fee waivers, if anyH | - %I | -% | -% | -% | -% | - %I |
Expenses net of all reductionsH | - %I | -% | -% | -% | -% | - %I |
Net investment income (loss) | 2.64%I | 2.56% | 2.46% | 3.35% | 3.13% | 2.64%I |
Supplemental Data | | | | | | |
Net assets, end of period (000 omitted) | $1,327,943 | $1,272,152 | $575,120 | $378,587 | $244,871 | $7,993 |
Portfolio turnover rateJ | 5%I | 5% | 4% | 4% | 4%K | 18%I |
A For the period March 9, 2017 (commencement of operations) through October 31, 2017.
B Calculated based on average shares outstanding during the period.
C Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any such underlying funds is not included in the Fund's net investment income (loss) ratio.
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 adviser, 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 Amount represents less than .005%.
I Annualized
J Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
K 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, 2022
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% |
(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 – unadjusted quoted prices in active markets for identical investments
- Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
- Level 3 – unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value 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, 2022 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. Commissions paid to certain brokers with whom the investment adviser, or its affiliates, places trades on behalf of a fund include an amount in addition to trade execution, which may be rebated back to a fund. Any such rebates are included in net realized gain (loss) on investments in the Statement of Operations. 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. Funds may file withholding tax reclaims in certain jurisdictions to recover a portion of amounts previously withheld. Any withholding tax reclaims income is included in the Statement of Operations in foreign taxes withheld. Any receivables for withholding tax reclaims are included in the Statement of Assets and Liabilities in reclaims receivable.
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), 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 | $153,668,663 |
Gross unrealized depreciation | (204,986,075) |
Net unrealized appreciation (depreciation) | $(51,317,412) |
Tax cost | $1,377,081,581 |
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.
Short-term | $(413,841) |
Long-term | (7,113,317) |
Total capital loss carryforward | $(7,527,158) |
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 and in-kind transactions, as applicable, are noted in the table below.
| Purchases ($) | Sales ($) |
Fidelity Flex International Index Fund | 274,277,340 | 29,032,375 |
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. During the period there were no interfund trades.
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 $42.
10. Other.
A 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, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a 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, 2021 to April 30, 2022).
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. In addition, if these transactional costs were included, your costs would have been higher.
| Annualized Expense Ratio-A | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses Paid During Period-B November 1, 2021 to April 30, 2022 |
Fidelity Flex International Index Fund | - %-C | | | |
Actual | | $1,000.00 | $874.10 | $--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, 2020 through November 30, 2021. 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-0622
1.9881634.105
Fidelity® Total International Index Fund
Semi-Annual Report
April 30, 2022


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. © 2022 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.
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Note to Shareholders:
Early in 2020, the outbreak and spread of COVID-19 emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and corporate earnings. On March 11, 2020, the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread. The pandemic prompted a number of measures to limit the spread of COVID-19, 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. To help stem the turmoil, the U.S. government took unprecedented action – in concert with the U.S. Federal Reserve and central banks around the world – to help support consumers, businesses, and the broader economy, and to limit disruption to the financial system.
In general, the overall impact of the pandemic lessened in 2021, amid a resilient economy and widespread distribution of three COVID-19 vaccines granted emergency use authorization from the U.S. Food and Drug Administration (FDA) early in the year. Still, the situation remains dynamic, and the extent and duration of its influence on financial markets and the economy is highly uncertain, due in part to a recent spike in cases based on highly contagious variants of the coronavirus.
Extreme events such as the COVID-19 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 continue to take extra steps to be responsive to customer needs. We encourage you to visit us online, where we offer ongoing updates, commentary, and analysis on the markets and our funds.
Investment Summary (Unaudited)
Top Ten Stocks as of April 30, 2022
| % of fund's net assets |
Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan, Semiconductors & Semiconductor Equipment) | 1.6 |
Nestle SA (Reg. S) (Switzerland, Food Products) | 1.3 |
Tencent Holdings Ltd. (Cayman Islands, Interactive Media & Services) | 1.0 |
Roche Holding AG (participation certificate) (Switzerland, Pharmaceuticals) | 0.9 |
Samsung Electronics Co. Ltd. (Korea (South), Technology Hardware, Storage & Peripherals) | 0.9 |
ASML Holding NV (Netherlands) (Netherlands, Semiconductors & Semiconductor Equipment) | 0.9 |
AstraZeneca PLC (United Kingdom) (United Kingdom, Pharmaceuticals) | 0.8 |
Shell PLC (London) (United Kingdom, Oil, Gas & Consumable Fuels) | 0.8 |
Novartis AG (Switzerland, Pharmaceuticals) | 0.7 |
Novo Nordisk A/S Series B (Denmark, Pharmaceuticals) | 0.7 |
| 9.6 |
Market Sectors as of April 30, 2022
| % of fund's net assets |
Financials | 21.1 |
Industrials | 11.7 |
Information Technology | 10.8 |
Consumer Discretionary | 10.8 |
Materials | 9.2 |
Health Care | 9.2 |
Consumer Staples | 8.1 |
Energy | 5.9 |
Communication Services | 5.6 |
Utilities | 3.4 |
Real Estate | 2.5 |
Geographic Diversification (% of fund's net assets)
As of April 30, 2022 |
| Japan | 14.1% |
| United Kingdom | 9.2% |
| Canada | 8.1% |
| Switzerland | 6.1% |
| France | 5.8% |
| Australia | 5.2% |
| Germany | 4.8% |
| Cayman Islands | 4.7% |
| Taiwan | 4.4% |
| Other* | 37.6% |

* 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, 2022
| % of fund's net assets |
Stocks and Equity Futures | 100.0 |
Schedule of Investments April 30, 2022 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 97.4% | | | |
| | Shares | Value |
Australia - 5.2% | | | |
Abacus Property Group unit | | 133,034 | $305,312 |
Accent Group Ltd. | | 148,620 | 149,628 |
Adbri Ltd. | | 107,008 | 218,386 |
AGL Energy Ltd. | | 203,227 | 1,235,394 |
Allkem Ltd. (a) | | 178,190 | 1,485,075 |
ALS Ltd. | | 148,559 | 1,345,217 |
Altium Ltd. | | 33,667 | 758,426 |
Alumina Ltd. | | 731,233 | 920,620 |
AMP Ltd. (a) | | 931,431 | 752,527 |
Ampol Ltd. | | 72,158 | 1,696,523 |
Ansell Ltd. | | 39,188 | 750,577 |
APA Group unit | | 335,727 | 2,697,609 |
Appen Ltd. | | 41,648 | 190,246 |
ARB Corp. Ltd. | | 19,966 | 553,407 |
Arena (REIT) unit | | 93,952 | 317,954 |
Aristocrat Leisure Ltd. | | 180,205 | 4,181,178 |
ASX Ltd. | | 56,579 | 3,420,748 |
Atlas Arteria Ltd. unit | | 290,094 | 1,409,298 |
Aub Group Ltd. | | 26,473 | 428,619 |
Aurizon Holdings Ltd. | | 541,889 | 1,530,358 |
Austal Ltd. | | 170,330 | 242,444 |
Australia & New Zealand Banking Group Ltd. | | 833,929 | 15,868,995 |
Australian Agricultural Co. Ltd. (a) | | 71,591 | 86,849 |
Australian Strategic Materials Ltd. (a) | | 22,913 | 101,431 |
AVZ Minerals Ltd. (a) | | 729,530 | 490,091 |
Bank of Queensland Ltd. | | 190,044 | 1,078,227 |
Bapcor Ltd. | | 99,949 | 473,785 |
Beach Energy Ltd. | | 699,942 | 798,016 |
Bega Cheese Ltd. | | 114,275 | 403,295 |
Bellevue Gold Ltd. (a) | | 214,402 | 144,308 |
Bendigo & Adelaide Bank Ltd. | | 151,867 | 1,132,294 |
Betmakers Technology Group Ltd. (a) | | 235,649 | 94,119 |
BHP Group Ltd. | | 1,517,044 | 50,692,681 |
Blackmores Ltd. | | 5,213 | 263,966 |
BlueScope Steel Ltd. | | 146,995 | 2,089,622 |
Boral Ltd. | | 130,591 | 325,776 |
BrainChip Holdings Ltd. (a)(b) | | 383,802 | 254,843 |
Brambles Ltd. | | 432,763 | 3,195,660 |
Bravura Solutions Ltd. | | 81,172 | 107,656 |
Breville Group Ltd. | | 25,035 | 414,893 |
Brickworks Ltd. | | 32,102 | 533,199 |
BWP Trust | | 170,528 | 495,654 |
Capricorn Metals Ltd. (a) | | 62,717 | 182,452 |
carsales.com Ltd. | | 83,567 | 1,233,707 |
Centuria Capital Group unit | | 311,993 | 606,010 |
Centuria Industrial REIT | | 198,768 | 553,931 |
Centuria Office REIT unit | | 161,143 | 248,436 |
Chalice Mining Ltd. (a) | | 96,086 | 461,282 |
Challenger Ltd. | | 163,384 | 826,650 |
Champion Iron Ltd. | | 98,713 | 500,397 |
Charter Hall Group unit | | 144,385 | 1,551,765 |
Charter Hall Long Wale REIT unit | | 190,688 | 715,663 |
Charter Hall Retail REIT | | 218,368 | 682,129 |
Charter Hall Social Infrastruc | | 103,193 | 292,122 |
Cimic Group Ltd. | | 20,969 | 323,790 |
City Chic Collective Ltd. (a) | | 47,483 | 98,831 |
Cleanaway Waste Management Ltd. | | 597,300 | 1,338,871 |
Clinuvel Pharmaceuticals Ltd. | | 13,521 | 155,508 |
Cochlear Ltd. | | 20,442 | 3,292,541 |
Codan Ltd./Australia | | 36,460 | 181,822 |
Coles Group Ltd. | | 394,932 | 5,192,827 |
Collins Foods Ltd. | | 47,402 | 339,428 |
Commonwealth Bank of Australia | | 510,074 | 37,073,971 |
Computershare Ltd. | | 161,664 | 2,850,148 |
Corporate Travel Management Ltd. (a) | | 33,960 | 612,727 |
Costa Group Holdings Ltd. | | 201,308 | 470,798 |
Credit Corp. Group Ltd. | | 24,982 | 477,694 |
Cromwell Property Group unit | | 558,536 | 335,212 |
Crown Ltd. (a) | | 107,428 | 972,670 |
CSL Ltd. | | 144,075 | 27,496,749 |
CSR Ltd. | | 182,502 | 781,581 |
Data#3 Ltd. | | 28,894 | 117,342 |
De Grey Mining Ltd. (a) | | 333,913 | 280,943 |
Deterra Royalties Ltd. | | 160,432 | 543,493 |
Dexus unit | | 317,458 | 2,482,069 |
Dexus Industria (REIT) | | 47,557 | 113,775 |
Dicker Data Ltd. | | 11,199 | 103,558 |
Domain Holdings Australia Ltd. | | 83,048 | 202,249 |
Dominos Pizza Enterprises Ltd. | | 18,371 | 963,029 |
Downer EDI Ltd. | | 234,166 | 905,990 |
Eagers Automotive Ltd. | | 48,619 | 449,402 |
Elders Ltd. | | 61,707 | 620,348 |
EML Payments Ltd. (a) | | 70,842 | 76,693 |
Endeavour Group Ltd. | | 393,105 | 2,151,881 |
Event Hospitality & Entertainment Ltd. (a) | | 19,989 | 204,698 |
Evolution Mining Ltd. | | 557,053 | 1,576,239 |
Flight Centre Travel Group Ltd. (a)(b) | | 52,219 | 815,495 |
Fortescue Metals Group Ltd. | | 508,177 | 7,680,118 |
G8 Education Ltd. | | 297,462 | 229,235 |
GDI Property Group unit | | 141,746 | 112,734 |
Genworth Mortgage Insurance Ltd. | | 106,265 | 223,421 |
Gold Road Resources Ltd. | | 282,072 | 308,088 |
Goodman Group unit | | 503,147 | 8,374,326 |
GrainCorp Ltd. | | 82,395 | 595,417 |
Growthpoint Properties Australia Ltd. | | 103,245 | 317,565 |
GUD Holdings Ltd. | | 44,549 | 400,157 |
GWA Group Ltd. | | 43,695 | 69,794 |
Harvey Norman Holdings Ltd. | | 182,283 | 649,304 |
Healius Ltd. | | 167,246 | 526,262 |
HomeCo Daily Needs (REIT) unit | | 393,491 | 389,841 |
HUB24 Ltd. | | 21,129 | 352,886 |
IDP Education Ltd. | | 61,139 | 1,134,214 |
IGO Ltd. | | 207,791 | 1,889,313 |
Iluka Resources Ltd. | | 131,568 | 1,030,559 |
Imdex Ltd. | | 74,861 | 131,332 |
Imugene Ltd. (a) | | 1,512,660 | 226,355 |
Incitec Pivot Ltd. | | 590,134 | 1,591,604 |
Ingenia Communities Group unit | | 117,256 | 386,019 |
Inghams Group Ltd. | | 150,420 | 325,672 |
Insignia Financial Ltd. | | 229,248 | 551,075 |
Insurance Australia Group Ltd. | | 728,213 | 2,325,396 |
Invocare Ltd. | | 47,488 | 407,438 |
ioneer Ltd. (a) | | 519,723 | 241,412 |
IPH Ltd. | | 81,761 | 433,445 |
Iress Ltd. | | 62,699 | 482,314 |
Irongate Group | | 155,589 | 210,390 |
JB Hi-Fi Ltd. (b) | | 36,044 | 1,334,939 |
Johns Lyng Group Ltd. | | 53,606 | 335,509 |
Jumbo Interactive Ltd. | | 13,442 | 163,425 |
Karoon Energy Ltd. (a) | | 132,077 | 189,676 |
Kelsian Group Ltd. | | 58,410 | 323,616 |
Kogan.Com Ltd. (b) | | 27,952 | 75,982 |
Lendlease Group unit | | 200,620 | 1,718,584 |
Lifestyle Communities Ltd. | | 37,447 | 394,669 |
Link Administration Holdings Ltd. | | 160,409 | 567,943 |
Liontown Resources Ltd. (a) | | 481,366 | 482,505 |
Lovisa Holdings Ltd. | | 15,484 | 177,282 |
Lynas Rare Earths Ltd. (a) | | 267,748 | 1,680,163 |
Macquarie Group Ltd. | | 101,378 | 14,594,689 |
Magellan Financial Group Ltd. | | 45,961 | 519,958 |
Magellan Financial Group Ltd. warrants 4/16/27 (a) | | 4,999 | 5,439 |
Mayne Pharma Group Ltd. (a) | | 356,519 | 71,241 |
McMillan Shakespeare Ltd. | | 32,076 | 267,517 |
Medibank Private Ltd. | | 828,645 | 1,862,085 |
Megaport Ltd. (a) | | 41,028 | 243,743 |
Mesoblast Ltd. (a)(b) | | 164,527 | 123,651 |
Metcash Ltd. | | 354,626 | 1,190,470 |
Mineral Resources Ltd. | | 52,217 | 2,121,745 |
Mirvac Group unit | | 1,190,248 | 2,011,628 |
Monadelphous Group Ltd. | | 24,351 | 181,396 |
Nanosonics Ltd. (a) | | 77,091 | 213,023 |
National Australia Bank Ltd. | | 974,593 | 22,248,687 |
National Storage REIT unit | | 347,937 | 630,201 |
Nearmap Ltd. (a) | | 111,209 | 94,150 |
Netwealth Group Ltd. | | 37,179 | 336,639 |
New Hope Corp. Ltd. | | 168,332 | 414,568 |
Newcrest Mining Ltd. | | 18,690 | 353,243 |
Newcrest Mining Ltd. | | 255,952 | 4,806,613 |
NEXTDC Ltd. (a) | | 136,156 | 1,057,094 |
NIB Holdings Ltd. | | 118,323 | 589,180 |
Nickel Mines Ltd. | | 287,905 | 263,880 |
Nine Entertainment Co. Holdings Ltd. | | 429,142 | 804,334 |
Northern Star Resources Ltd. | | 334,655 | 2,300,348 |
Novonix Ltd. (a) | | 76,328 | 270,432 |
NRW Holdings Ltd. | | 116,870 | 159,338 |
Nufarm Ltd. | | 100,803 | 453,483 |
Omni Bridgeway Ltd. (a) | | 65,850 | 154,713 |
oOh!media Ltd. | | 157,597 | 172,530 |
Orica Ltd. | | 119,746 | 1,375,980 |
Origin Energy Ltd. | | 513,473 | 2,456,019 |
Orora Ltd. | | 231,794 | 649,564 |
OZ Minerals Ltd. | | 102,137 | 1,772,888 |
Paladin Energy Ltd. (Australia) (a) | | 841,814 | 463,272 |
Pendal Group Ltd. | | 127,460 | 469,222 |
Perpetual Trustees Australia Ltd. | | 21,416 | 492,348 |
Perseus Mining Ltd. (Australia) | | 366,240 | 509,633 |
PEXA Group Ltd. | | 30,782 | 386,018 |
Pilbara Minerals Ltd. (a) | | 689,898 | 1,338,192 |
Pinnacle Investment Management Group Ltd. | | 34,241 | 223,787 |
Platinum Asset Management Ltd. | | 159,435 | 208,624 |
PointsBet Holdings Ltd. (a) | | 53,073 | 108,153 |
PolyNovo Ltd. (a) | | 169,993 | 111,295 |
Premier Investments Ltd. | | 26,818 | 475,214 |
Pro Medicus Ltd. | | 12,501 | 408,829 |
Qantas Airways Ltd. (a) | | 254,032 | 984,330 |
QBE Insurance Group Ltd. | | 446,399 | 3,851,211 |
Qube Holdings Ltd. | | 546,775 | 1,129,886 |
Ramelius Resources Ltd. | | 258,993 | 275,056 |
Ramsay Health Care Ltd. | | 52,450 | 2,976,394 |
REA Group Ltd. | | 15,983 | 1,431,884 |
Redbubble Ltd. (a) | | 57,816 | 45,410 |
Reece Ltd. | | 87,375 | 1,061,572 |
Regis Resources Ltd. | | 359,265 | 526,346 |
Reliance Worldwide Corp. Ltd. | | 263,213 | 722,308 |
Rio Tinto Ltd. | | 110,232 | 8,719,781 |
Rural Funds Group unit | | 68,645 | 147,571 |
Sandfire Resources NL | | 137,537 | 545,123 |
Santos Ltd. | | 966,072 | 5,398,478 |
Sayona Mining Ltd. (a)(b) | | 1,760,436 | 382,954 |
Scentre Group unit | | 1,543,143 | 3,215,159 |
SEEK Ltd. | | 100,994 | 1,979,017 |
Select Harvests Ltd. | | 56,802 | 262,491 |
Seven Group Holdings Ltd. | | 46,083 | 642,946 |
Shopping Centres Australasia Property Group unit | | 321,616 | 688,337 |
Sigma Healthcare Ltd. | | 524,060 | 184,823 |
Silver Lake Resources Ltd. (a) | | 276,182 | 360,782 |
Sims Ltd. | | 54,225 | 784,034 |
Smartgroup Corp. Ltd. | | 61,833 | 387,244 |
Sonic Healthcare Ltd. | | 134,139 | 3,464,305 |
South32 Ltd. | | 1,394,327 | 4,643,579 |
Southern Cross Media Group Ltd. | | 52,408 | 63,343 |
St Barbara Ltd. | | 268,435 | 250,924 |
Steadfast Group Ltd. | | 274,342 | 993,224 |
Stockland Corp. Ltd. unit | | 716,573 | 2,074,070 |
Suncorp Group Ltd. | | 370,654 | 2,975,978 |
Super Retail Group Ltd. | | 64,379 | 476,346 |
Tabcorp Holdings Ltd. | | 683,088 | 2,612,278 |
Tassal Group Ltd. | | 62,585 | 165,945 |
Technology One Ltd. | | 107,813 | 778,005 |
Telix Pharmaceuticals Ltd. (a)(b) | | 60,945 | 194,705 |
Telstra Corp. Ltd. | | 1,193,145 | 3,386,920 |
Temple & Webster Group Ltd. (a) | | 25,897 | 105,700 |
The GPT Group unit | | 570,597 | 2,028,407 |
The Star Entertainment Group Ltd. (a) | | 254,031 | 561,074 |
Transurban Group unit | | 904,483 | 9,082,469 |
Treasury Wine Estates Ltd. | | 223,340 | 1,766,996 |
Tyro Payments Ltd. (a) | | 124,576 | 106,480 |
United Malt Group Ltd. | | 99,290 | 290,112 |
Uniti Group Ltd. (a) | | 215,898 | 745,541 |
Vicinity Centres unit | | 1,148,163 | 1,498,139 |
Viva Energy Group Ltd. (c) | | 280,626 | 550,589 |
Vulcan Energy Resources Ltd. (a)(b) | | 32,326 | 186,976 |
Washington H. Soul Pattinson & Co. Ltd. | | 64,251 | 1,252,003 |
Waypoint (REIT) unit | | 323,125 | 609,117 |
Webjet Ltd. | | 120,952 | 501,851 |
Wesfarmers Ltd. | | 337,136 | 11,665,947 |
West African Resources Ltd. (a) | | 273,082 | 260,518 |
Western Areas NL (a) | | 96,805 | 261,653 |
Westgold Resources Ltd. | | 170,916 | 197,344 |
Westpac Banking Corp. | | 1,094,557 | 18,322,875 |
Whitehaven Coal Ltd. | | 262,484 | 901,383 |
WiseTech Global Ltd. | | 43,107 | 1,336,438 |
Woodside Petroleum Ltd. | | 290,136 | 6,312,226 |
Woolworths Group Ltd. | | 365,896 | 9,898,608 |
WorleyParsons Ltd. | | 90,960 | 884,588 |
Zip Co. Ltd. (a)(b) | | 153,184 | 112,674 |
|
TOTAL AUSTRALIA | | | 442,319,324 |
|
Austria - 0.2% | | | |
Andritz AG | | 20,351 | 865,143 |
AT&S Austria Technologie & Systemtechnik AG | | 7,602 | 389,268 |
BAWAG Group AG (c) | | 22,354 | 1,061,454 |
CA Immobilien Anlagen AG | | 15,841 | 447,392 |
DO & CO Restaurants & Catering AG (a) | | 1,729 | 152,154 |
Erste Group Bank AG | | 103,826 | 3,232,703 |
IMMOFINANZ Immobilien Anlagen AG (b) | | 23,102 | 554,049 |
Lenzing AG | | 4,593 | 416,993 |
Oesterreichische Post AG | | 13,734 | 442,422 |
OMV AG | | 43,932 | 2,245,700 |
Raiffeisen International Bank-Holding AG | | 46,855 | 533,365 |
S IMMO AG | | 14,648 | 351,586 |
S&T AG (b) | | 16,374 | 276,822 |
Schoeller-Bleckmann Oilfield Equipment AG (a) | | 4,330 | 247,756 |
Telekom Austria AG | | 36,419 | 259,658 |
UNIQA Insurance Group AG | | 38,799 | 295,806 |
Verbund AG | | 20,168 | 2,155,744 |
Vienna Insurance Group AG | | 10,702 | 265,464 |
Voestalpine AG | | 33,635 | 875,279 |
Wienerberger AG | | 35,337 | 997,487 |
|
TOTAL AUSTRIA | | | 16,066,245 |
|
Bailiwick of Guernsey - 0.0% | | | |
BMO Commercial Property Trust Ltd. | | 239,351 | 353,289 |
Burford Capital Ltd. | | 57,209 | 489,174 |
Picton Property Income Ltd. | | 162,738 | 207,387 |
Regional REIT Ltd. (c) | | 130,746 | 139,657 |
Sirius Real Estate Ltd. | | 354,037 | 538,143 |
UK Commercial Property REIT Ltd. | | 231,627 | 255,206 |
|
TOTAL BAILIWICK OF GUERNSEY | | | 1,982,856 |
|
Bailiwick of Jersey - 0.5% | | | |
Boohoo.Com PLC (a) | | 284,911 | 288,437 |
Breedon Group PLC | | 633,228 | 626,390 |
Centamin PLC | | 342,693 | 392,767 |
Experian PLC | | 273,635 | 9,449,808 |
Ferguson PLC | | 65,742 | 8,247,281 |
Glencore Xstrata PLC | | 2,963,580 | 18,260,592 |
IWG PLC (a) | | 255,227 | 774,852 |
JTC PLC (c) | | 43,161 | 419,099 |
Man Group PLC | | 416,098 | 1,212,729 |
Petrofac Ltd. (a) | | 104,246 | 175,731 |
Sanne Group PLC | | 46,694 | 527,755 |
TP ICAP Group PLC | | 248,549 | 411,103 |
WPP PLC | | 347,449 | 4,330,906 |
Yellow Cake PLC (a)(c) | | 43,327 | 212,651 |
|
TOTAL BAILIWICK OF JERSEY | | | 45,330,101 |
|
Belgium - 0.6% | | | |
Ackermans & Van Haaren SA | | 6,692 | 1,193,024 |
Aedifica SA | | 11,524 | 1,365,973 |
Ageas | | 51,456 | 2,462,250 |
Agfa-Gevaert NV (a) | | 35,896 | 143,705 |
Anheuser-Busch InBev SA NV | | 259,996 | 14,960,043 |
Barco NV | | 24,054 | 541,693 |
Befimmo SCA Sicafi | | 6,227 | 310,835 |
Bekaert SA | | 12,505 | 463,546 |
Bpost SA | | 38,958 | 236,046 |
Cofinimmo SA | | 8,412 | 1,129,608 |
Colruyt NV (b) | | 15,532 | 570,348 |
Compagnie D'entreprises CFE SA | | 3,736 | 488,100 |
D'ieteren Group | | 7,084 | 1,137,072 |
Econocom Group SA | | 66,804 | 255,251 |
ELIA GROUP SA/NV | | 8,436 | 1,342,829 |
Euronav NV | | 51,913 | 600,260 |
Fagron NV | | 18,048 | 338,541 |
Galapagos NV (a) | | 15,916 | 934,480 |
Gimv NV | | 6,514 | 373,794 |
Groupe Bruxelles Lambert SA | | 29,795 | 2,811,471 |
Intervest Offices & Warehouses NV | | 10,896 | 321,804 |
Ion Beam Applications SA | | 3,881 | 63,320 |
KBC Ancora | | 11,792 | 477,087 |
KBC Group NV | | 74,387 | 5,060,687 |
Kinepolis Group NV (a) | | 4,430 | 245,140 |
Melexis NV | | 6,444 | 553,118 |
Mithra Pharmaceuticals SA (a)(b) | | 5,337 | 52,012 |
Montea SICAFI SCA | | 4,144 | 494,774 |
Ontex Group NV (a) | | 30,087 | 208,454 |
Orange Belgium | | 9,765 | 189,266 |
Proximus | | 46,186 | 807,253 |
Recticel SA | | 9,728 | 212,559 |
Retail Estates NV | | 4,319 | 328,966 |
Sofina SA | | 4,477 | 1,372,008 |
Solvay SA Class A | | 22,317 | 2,098,629 |
Telenet Group Holding NV | | 12,518 | 373,067 |
Tessenderlo Group (a) | | 5,833 | 204,205 |
Titan Cement International Trading SA | | 20,492 | 287,100 |
UCB SA | | 37,535 | 4,266,704 |
Umicore SA | | 60,032 | 2,307,838 |
VGP NV | | 2,311 | 601,083 |
Warehouses de Pauw | | 41,023 | 1,578,163 |
Warehouses de Pauw rights (a)(d) | | 41,023 | 38,084 |
Xior Student Housing NV | | 6,492 | 346,778 |
|
TOTAL BELGIUM | | | 54,146,968 |
|
Bermuda - 0.3% | | | |
Alibaba Health Information Technology Ltd. (a) | | 1,280,000 | 721,184 |
Alibaba Pictures Group Ltd. (a) | | 4,760,000 | 401,637 |
Beijing Enterprises Water Group Ltd. | | 1,758,000 | 568,691 |
Brightoil Petroleum Holdings Ltd. (a)(e) | | 26,000 | 0 |
Brookfield Asset Management Reinsurance Partners Ltd. | | 6,286 | 314,386 |
BW LPG Ltd. (c) | | 25,038 | 157,446 |
Cafe de Coral Holdings Ltd. | | 104,000 | 163,278 |
CGN New Energy Holdings Co. Ltd. (c) | | 380,000 | 166,292 |
China Foods Ltd. | | 312,000 | 111,449 |
China Gas Holdings Ltd. | | 908,600 | 1,107,554 |
China Resource Gas Group Ltd. | | 292,000 | 1,097,158 |
China Ruyi Holdings Ltd. (a) | | 929,600 | 222,802 |
China Water Affairs Group Ltd. | | 278,000 | 305,223 |
China Youzan Ltd. (a) | | 4,000,000 | 64,500 |
Chinese Estates Holdings Ltd. | | 93,000 | 27,023 |
Chow Sang Sang Holdings International Ltd. | | 291,000 | 322,179 |
CK Infrastructure Holdings Ltd. | | 202,000 | 1,358,129 |
CMBC Capital Holdings Ltd. | | 171,000 | 39,025 |
Cosco Shipping Ports Ltd. | | 549,086 | 391,519 |
Credicorp Ltd. (United States) | | 19,991 | 2,776,550 |
Digital China Holdings Ltd. (H Shares) | | 209,000 | 98,318 |
FLEX LNG Ltd. | | 8,074 | 227,441 |
Frontline Ltd. (a)(b) | | 30,442 | 252,125 |
Gemdale Properties and Investment Corp. Ltd. | | 1,710,000 | 181,368 |
Golden Ocean Group Ltd. | | 42,771 | 532,462 |
GOME Retail Holdings Ltd. (a) | | 3,932,000 | 190,465 |
Grand Pharmaceutical Group Ltd. | | 365,500 | 223,887 |
Haitong International Securities Group Ltd. | | 666,030 | 105,435 |
Hi Sun Technology (China) Ltd. (a) | | 1,221,000 | 147,108 |
Hiscox Ltd. | | 105,519 | 1,252,962 |
Hongkong Land Holdings Ltd. | | 337,739 | 1,575,540 |
Hopson Development Holdings Ltd. | | 231,000 | 445,390 |
Huabao International Holdings Ltd. | | 282,000 | 153,849 |
Jardine Matheson Holdings Ltd. | | 64,558 | 3,419,561 |
Johnson Electric Holdings Ltd. | | 114,927 | 130,502 |
K Wah International Holdings Ltd. | | 524,902 | 196,712 |
Kerry Logistics Network Ltd. | | 170,500 | 392,089 |
Kerry Properties Ltd. | | 158,000 | 427,254 |
Kunlun Energy Co. Ltd. | | 1,240,000 | 1,029,060 |
Lancashire Holdings Ltd. | | 70,789 | 375,174 |
Luk Fook Holdings International Ltd. | | 202,000 | 462,360 |
Luye Pharma Group Ltd. (a)(c) | | 1,058,000 | 330,014 |
Man Wah Holdings Ltd. | | 600,400 | 561,930 |
Nine Dragons Paper (Holdings) Ltd. | | 556,000 | 491,023 |
NWS Holdings Ltd. | | 454,367 | 411,330 |
Pacific Basin Shipping Ltd. | | 1,888,000 | 866,235 |
PAX Global Technology Ltd. | | 216,000 | 186,200 |
Pou Sheng International (Holdings) Ltd. | | 736,000 | 85,170 |
Realord Group Holdings Ltd. (a)(b) | | 172,000 | 292,469 |
Shanghai Industrial Urban Development Group Ltd. | | 1,639,400 | 142,803 |
Shangri-La Asia Ltd. (a) | | 256,000 | 193,828 |
Shenzhen International Holdings Ltd. | | 508,009 | 544,072 |
Sihuan Pharmaceutical Holdings Group Ltd. | | 1,708,000 | 269,593 |
Sinopec Kantons Holdings Ltd. | | 352,000 | 119,757 |
Skyfame Realty Holdings Ltd. | | 2,532,000 | 26,988 |
Skyworth Group Ltd. | | 499,589 | 261,554 |
SMI Corp. Ltd. (a)(e)�� | | 7,200 | 2,147 |
Vtech Holdings Ltd. | | 56,000 | 396,139 |
Yue Yuen Industrial (Holdings) Ltd. | | 246,500 | 362,573 |
Yuexiu Transport Infrastructure Ltd. | | 276,000 | 176,129 |
|
TOTAL BERMUDA | | | 27,855,041 |
|
Brazil - 1.2% | | | |
3R Petroleum Oleo e Gas SA (a) | | 123,700 | 1,156,697 |
AES Brasil Energia SA | | 120,039 | 268,294 |
Aliansce Sonae Shopping Centers SA | | 38,572 | 164,619 |
Alupar Investimento SA unit | | 84,900 | 451,293 |
Ambev SA | | 1,384,763 | 4,066,942 |
Americanas SA | | 209,059 | 1,014,860 |
Anima Holding SA (a) | | 115,300 | 129,434 |
Arezzo Industria e Comercio SA | | 27,200 | 492,235 |
Atacadao SA | | 152,000 | 632,417 |
Auren Energia SA | | 127,389 | 377,739 |
B3 SA - Brasil Bolsa Balcao | | 1,825,334 | 4,910,434 |
Banco Bradesco SA | | 630,030 | 1,900,049 |
Banco BTG Pactual SA unit | | 371,400 | 1,734,570 |
Banco do Brasil SA | | 249,300 | 1,675,127 |
Banco Inter SA unit | | 101,020 | 309,969 |
Banco Santander SA (Brasil) unit | | 119,900 | 769,997 |
BB Seguridade Participacoes SA | | 266,500 | 1,370,786 |
BR Malls Participacoes SA | | 327,705 | 629,036 |
BRF SA (a) | | 203,272 | 558,346 |
CCR SA | | 347,984 | 873,488 |
Centrais Eletricas Brasileiras SA (Electrobras) | | 94,076 | 770,274 |
Cielo SA | | 304,900 | 209,683 |
Cogna Educacao (a) | | 811,554 | 402,170 |
Companhia Brasileira de Aluminio | | 39,000 | 135,208 |
Companhia de Saneamento Basico do Estado de Sao Paulo (SABESP) | | 100,500 | 905,200 |
Companhia Siderurgica Nacional SA (CSN) | | 214,187 | 912,817 |
Compania de Locacao das Americas | | 104,300 | 497,033 |
Compania de Saneamento do Parana unit | | 179,300 | 716,990 |
Cosan SA | | 282,164 | 1,198,524 |
CVC Brasil Operadora e Agencia de Viagens SA (a) | | 86,306 | 231,478 |
Cyrela Brazil Realty SA | | 73,600 | 210,649 |
Dexco SA | | 127,160 | 331,021 |
EDP Energias do Brasil SA | | 90,800 | 388,989 |
Embraer SA (a) | | 207,188 | 595,504 |
Energisa SA unit | | 48,700 | 469,274 |
Eneva SA (a) | | 239,300 | 664,084 |
ENGIE Brasil Energia SA | | 69,581 | 589,699 |
Equatorial Energia SA | | 297,000 | 1,540,283 |
Fleury SA | | 61,200 | 178,502 |
Gol Linhas Aereas Inteligentes SA: | | | |
rights 5/13/22 (a) | | 16,145 | 65 |
warrants 7/23/24 (a) | | 900 | 1,074 |
GPA | | 55,561 | 228,472 |
Grendene SA | | 101,400 | 193,819 |
Grupo de Moda Soma SA | | 132,816 | 324,521 |
Grupo SBF SA | | 34,200 | 166,920 |
Hapvida Participacoes e Investimentos SA (c) | | 1,307,235 | 2,318,885 |
Hypera SA | | 129,000 | 976,381 |
Iguatemi SA unit (a) | | 78,110 | 331,623 |
IRB Brasil Resseguros SA | | 234,913 | 131,617 |
JBS SA | | 269,900 | 2,066,306 |
Klabin SA unit | | 209,000 | 876,760 |
Light SA | | 89,200 | 161,117 |
Localiza Rent A Car SA | | 186,508 | 1,997,135 |
Locaweb Servicos de Internet SA (a)(c) | | 130,900 | 189,839 |
Lojas Renner SA | | 299,637 | 1,439,412 |
M. Dias Branco SA | | 38,857 | 186,034 |
Magazine Luiza SA | | 927,768 | 915,767 |
Marfrig Global Foods SA | | 103,200 | 391,387 |
Minerva SA | | 82,400 | 218,836 |
MRV Engenharia e Participacoes SA | | 120,400 | 251,323 |
Multiplan Empreendimentos Imobiliarios SA | | 68,496 | 341,514 |
Natura & Co. Holding SA (a) | | 277,252 | 1,042,509 |
Odontoprev SA | | 93,390 | 191,731 |
Omega Energia SA (a) | | 103,651 | 223,909 |
Pet Center Comercio e Participacoes SA | | 109,700 | 337,934 |
Petro Rio SA (a) | | 222,300 | 1,200,540 |
Petroleo Brasileiro SA - Petrobras (ON) | | 1,065,588 | 7,207,448 |
Qualicorp Consultoria E Corret | | 73,000 | 195,938 |
Raia Drogasil SA | | 319,600 | 1,353,013 |
Rede D'Oregon Sao Luiz SA (c) | | 122,500 | 910,087 |
Rumo SA | | 382,400 | 1,266,171 |
Santos Brasil Participacoes SA | | 229,800 | 329,551 |
Sao Martinho SA | | 64,900 | 609,231 |
Sendas Distribuidora SA | | 257,405 | 795,548 |
Simpar SA | | 155,100 | 366,107 |
SLC Agricola SA | | 27,610 | 295,481 |
Smartfit Escola de Ginastica e Danca SA (a) | | 67,800 | 246,161 |
Sul America SA unit | | 109,520 | 588,366 |
Suzano Papel e Celulose SA | | 230,289 | 2,310,832 |
Telefonica Brasil SA | | 142,400 | 1,532,025 |
TIM SA | | 218,380 | 595,427 |
Totvs SA | | 154,800 | 1,001,013 |
Transmissora Alianca de Energia Eletrica SA unit | | 53,200 | 473,252 |
Ultrapar Participacoes SA | | 241,200 | 637,645 |
Vale SA | | 1,232,683 | 20,766,830 |
Via S/A (a) | | 472,100 | 283,607 |
Vibra Energia SA | | 347,742 | 1,485,515 |
Weg SA | | 495,480 | 3,016,606 |
YDUQS Participacoes SA | | 86,500 | 282,038 |
|
TOTAL BRAZIL | | | 97,687,036 |
|
British Virgin Islands - 0.0% | | | |
First Pacific Co. Ltd. | | 1,086,000 | 437,882 |
VK Co. Ltd. unit (a)(e) | | 39,795 | 15,418 |
|
TOTAL BRITISH VIRGIN ISLANDS | | | 453,300 |
|
Canada - 8.0% | | | |
Advantage Energy Ltd. (a) | | 58,810 | 491,209 |
Aecon Group, Inc. | | 21,776 | 253,755 |
AG Growth International, Inc. | | 4,878 | 147,671 |
Agnico Eagle Mines Ltd. (Canada) | | 137,614 | 8,010,567 |
Air Canada (a) | | 57,797 | 1,012,285 |
Alamos Gold, Inc. | | 124,212 | 964,960 |
Algonquin Power & Utilities Corp. | | 190,176 | 2,753,492 |
Alimentation Couche-Tard, Inc. Class A (multi-vtg.) | | 257,189 | 11,449,530 |
Allied Properties (REIT) | | 23,665 | 768,723 |
AltaGas Ltd. | | 82,865 | 1,895,126 |
Altius Minerals Corp. | | 9,979 | 166,543 |
Altus Group Ltd. | | 12,586 | 471,344 |
ARC Resources Ltd. | | 210,456 | 2,917,698 |
Argonaut Gold, Inc. (a) | | 83,206 | 139,254 |
Aritzia, Inc. (a) | | 28,840 | 1,027,074 |
Artis (REIT) | | 26,390 | 269,313 |
ATCO Ltd. Class I (non-vtg.) | | 21,584 | 769,003 |
ATS Automation Tooling System, Inc. (a) | | 23,912 | 697,825 |
Aurinia Pharmaceuticals, Inc. (Canada) (a) | | 25,230 | 259,617 |
Aurora Cannabis, Inc. (a)(b) | | 63,122 | 191,629 |
AutoCanada, Inc. (a)(b) | | 9,108 | 211,987 |
Aya Gold & Silver, Inc. (a) | | 20,522 | 128,437 |
B2Gold Corp. | | 309,537 | 1,313,180 |
Badger Infrastructure Solution | | 12,617 | 292,185 |
Ballard Power Systems, Inc. (a)(b) | | 68,210 | 566,536 |
Bank of Montreal | | 191,283 | 20,281,522 |
Bank of Nova Scotia | | 360,153 | 22,806,559 |
Barrick Gold Corp. (Canada) | | 534,342 | 11,916,785 |
Bausch Health Cos., Inc. (Canada) (a) | | 98,256 | 1,866,990 |
Baytex Energy Corp. (a) | | 162,035 | 828,685 |
BCE, Inc. | | 19,047 | 1,012,657 |
Birchcliff Energy Ltd. | | 83,322 | 609,681 |
BlackBerry Ltd. (a) | | 151,004 | 863,955 |
Boardwalk (REIT) | | 9,704 | 425,808 |
Bombardier, Inc. Class B (sub. vtg.) (a) | | 680,419 | 667,363 |
Boralex, Inc. Class A | | 26,705 | 800,537 |
Boyd Group Services, Inc. | | 7,131 | 882,598 |
Brookfield Asset Management, Inc. (Canada) Class A | | 424,102 | 21,154,755 |
Brookfield Infrastructure Corp. Class A | | 28,161 | 1,998,112 |
Brookfield Renewable Corp. | | 47,169 | 1,693,773 |
BRP, Inc. (b) | | 11,311 | 916,309 |
BSR Real Estate Investment Trust | | 19,300 | 375,578 |
CAE, Inc. (a) | | 92,239 | 2,193,517 |
Cameco Corp. | | 120,675 | 3,115,860 |
Canaccord Genuity Group, Inc. | | 39,829 | 350,343 |
Canacol Energy Ltd. | | 76,702 | 170,164 |
Canada Goose Holdings, Inc. (a) | | 16,384 | 357,103 |
Canadian Apartment Properties (REIT) unit | | 22,378 | 876,551 |
Canadian Imperial Bank of Commerce | | 132,494 | 14,647,412 |
Canadian National Railway Co. | | 211,930 | 24,923,819 |
Canadian Natural Resources Ltd. | | 352,452 | 21,814,081 |
Canadian Pacific Railway Ltd. | | 278,791 | 20,393,096 |
Canadian Tire Ltd. Class A (non-vtg.) | | 16,516 | 2,274,944 |
Canadian Utilities Ltd. Class A (non-vtg.) | | 37,645 | 1,131,709 |
Canadian Western Bank, Edmonton | | 25,241 | 636,797 |
Canfor Corp. (a) | | 21,679 | 413,110 |
Capital Power Corp. | | 40,931 | 1,345,197 |
Capstone Copper Corp. (a) | | 96,990 | 441,670 |
Cargojet, Inc. | | 3,937 | 459,973 |
Cascades, Inc. | | 27,255 | 267,957 |
CCL Industries, Inc. Class B | | 51,116 | 2,228,628 |
Celestica, Inc. (sub. vtg.) (a) | | 39,225 | 440,905 |
Cenovus Energy, Inc. (Canada) | | 396,512 | 7,330,526 |
Centerra Gold, Inc. | | 67,557 | 625,270 |
CGI, Inc. Class A (sub. vtg.) (a) | | 64,379 | 5,133,682 |
Choice Properties REIT | | 37,945 | 448,375 |
CI Financial Corp. | | 55,608 | 725,049 |
Cineplex, Inc. (a)(b) | | 17,158 | 175,767 |
Cogeco Communications, Inc. | | 4,694 | 385,488 |
Colliers International Group, Inc. | | 10,906 | 1,204,232 |
Constellation Software, Inc. | | 6,007 | 9,454,227 |
Converge Technology Solutions Corp. (a) | | 67,159 | 451,160 |
Corus Entertainment, Inc. Class B (non-vtg.) (b) | | 57,210 | 187,486 |
Crescent Point Energy Corp. | | 183,085 | 1,268,405 |
Cronos Group, Inc. (a)(b) | | 67,138 | 202,253 |
Denison Mines Corp. (a) | | 286,037 | 369,612 |
Descartes Systems Group, Inc. (Canada) (a) | | 24,177 | 1,501,641 |
Docebo, Inc. (a) | | 6,179 | 264,591 |
Dollarama, Inc. | | 88,464 | 4,918,148 |
Dream Industrial (REIT) | | 22,192 | 258,430 |
DREAM Unlimited Corp. | | 9,565 | 343,987 |
Dundee Precious Metals, Inc. | | 57,288 | 331,781 |
Dye & Durham Ltd. | | 16,526 | 272,850 |
ECN Capital Corp. | | 62,476 | 283,042 |
Eldorado Gold Corp. (a) | | 60,150 | 584,340 |
Element Fleet Management Corp. | | 120,164 | 1,072,885 |
Emera, Inc. | | 72,768 | 3,513,641 |
Empire Co. Ltd. Class A (non-vtg.) | | 50,615 | 1,671,735 |
Enbridge, Inc. | | 601,598 | 26,252,741 |
Endeavour Silver Corp. (a) | | 61,289 | 233,773 |
Enerflex Ltd. | | 34,296 | 236,533 |
Energy Fuels, Inc. (a) | | 44,718 | 336,956 |
Enerplus Corp. | | 73,964 | 906,234 |
Enghouse Systems Ltd. | | 16,407 | 461,437 |
Equinox Gold Corp. (a) | | 76,510 | 545,543 |
Equitable Group, Inc. | | 8,888 | 398,858 |
ERO Copper Corp. (a) | | 21,743 | 312,609 |
Exchange Income Corp. | | 4,668 | 150,616 |
Extendicare, Inc. | | 24,719 | 139,888 |
Fairfax Financial Holdings Ltd. (sub. vtg.) | | 7,347 | 4,036,918 |
Fiera Capital Corp. | | 28,214 | 215,451 |
Finning International, Inc. | | 47,878 | 1,346,912 |
First Capital (REIT) unit | | 52,743 | 702,884 |
First Majestic Silver Corp. (b) | | 74,088 | 765,304 |
First National Financial Corp. | | 8,515 | 240,739 |
First Quantum Minerals Ltd. | | 177,233 | 5,081,144 |
FirstService Corp. | | 12,951 | 1,614,830 |
Fortis, Inc. | | 135,713 | 6,603,682 |
Fortuna Silver Mines, Inc. (a) | | 96,469 | 337,170 |
Franco-Nevada Corp. | | 57,477 | 8,692,353 |
Freehold Royalties Ltd. | | 49,266 | 574,479 |
George Weston Ltd. | | 22,556 | 2,806,134 |
GFL Environmental, Inc. | | 47,331 | 1,425,843 |
Gibson Energy, Inc. | | 50,373 | 959,112 |
Gildan Activewear, Inc. | | 58,509 | 1,982,561 |
goeasy Ltd. | | 3,974 | 356,706 |
GoGold Resources, Inc. (a) | | 68,661 | 135,222 |
Granite (REIT) | | 9,057 | 670,753 |
Great-West Lifeco, Inc. | | 77,181 | 2,129,214 |
H&R (REIT) unit | | 37,451 | 372,571 |
Headwater Exploration, Inc. (a) | | 66,688 | 344,173 |
Home Capital Group, Inc. | | 17,500 | 436,461 |
HudBay Minerals, Inc. | | 83,499 | 534,929 |
Hut 8 Mining Corp. (a)(b) | | 46,386 | 165,374 |
Hydro One Ltd. (c) | | 93,050 | 2,515,570 |
iA Financial Corp, Inc. | | 31,655 | 1,655,133 |
IAMGOLD Corp. (a) | | 151,858 | 429,101 |
IGM Financial, Inc. | | 25,389 | 804,566 |
Imperial Oil Ltd. | | 71,047 | 3,577,099 |
Innergex Renewable Energy, Inc. | | 48,743 | 652,613 |
Intact Financial Corp. | | 51,832 | 7,251,195 |
Interfor Corp. | | 18,579 | 529,610 |
InterRent REIT | | 28,813 | 316,469 |
Intertape Polymer Group, Inc. | | 19,479 | 602,725 |
Ivanhoe Mines Ltd. (a) | | 186,310 | 1,493,787 |
Jamieson Wellness, Inc. (c) | | 15,449 | 388,435 |
K92 Mining, Inc. (a)(b) | | 91,831 | 654,072 |
Kelt Exploration Ltd. (a) | | 42,150 | 217,534 |
Keyera Corp. | | 62,312 | 1,545,856 |
Killam Apartment (REIT) | | 25,708 | 404,436 |
Kinaxis, Inc. (a) | | 7,639 | 845,335 |
Kinross Gold Corp. | | 371,622 | 1,877,419 |
Knight Therapeutics, Inc. (a) | | 46,978 | 194,911 |
Labrador Iron Ore Royalty Corp. | | 16,901 | 457,306 |
Lassonde Industries, Inc. Class A (sub. vtg.) | | 1,440 | 154,083 |
Laurentian Bank of Canada | | 21,572 | 656,068 |
Lifeworks, Inc. | | 24,873 | 365,936 |
Lightspeed Commerce, Inc. (Canada) (a) | | 32,259 | 720,940 |
Linamar Corp. | | 14,348 | 568,269 |
Lithium Americas Corp. (a)(b) | | 31,538 | 794,925 |
Loblaw Companies Ltd. | | 49,073 | 4,488,824 |
Lundin Gold, Inc. (a) | | 22,222 | 179,035 |
Lundin Mining Corp. | | 196,799 | 1,796,950 |
MAG Silver Corp. (a) | | 30,196 | 445,189 |
Magna International, Inc. Class A (sub. vtg.) | | 87,014 | 5,243,937 |
Manulife Financial Corp. (b) | | 578,393 | 11,309,876 |
Maple Leaf Foods, Inc. | | 26,956 | 593,613 |
Martinrea International, Inc. | | 30,018 | 179,222 |
MDA Ltd. (a) | | 14,370 | 98,884 |
MEG Energy Corp. (a) | | 83,405 | 1,253,039 |
Methanex Corp. | | 19,548 | 979,797 |
Metro, Inc. | | 72,156 | 3,966,010 |
Mind Medicine (MindMed), Inc. (a) | | 115,372 | 92,502 |
Minto Apartment (REIT) (c) | | 17,666 | 270,357 |
Morguard North American Resources (REIT) | | 10,443 | 149,981 |
MTY Food Group, Inc. | | 7,141 | 288,664 |
Mullen Group Ltd. | | 40,959 | 391,847 |
National Bank of Canada | | 98,770 | 6,898,100 |
New Gold, Inc. (a) | | 206,554 | 300,670 |
NexGen Energy Ltd. (a) | | 131,076 | 645,865 |
Nfi Group, Inc. | | 20,775 | 190,665 |
North West Co., Inc. | | 25,106 | 700,228 |
Northland Power, Inc. | | 69,231 | 2,089,352 |
Northwest Healthcare Properties REIT | | 24,024 | 247,786 |
Novagold Resources, Inc. (a) | | 101,276 | 631,472 |
Nutrien Ltd. | | 171,670 | 16,869,669 |
Nuvei Corp. (a)(c) | | 24,940 | 1,394,691 |
NuVista Energy Ltd. (a) | | 71,093 | 606,530 |
OceanaGold Corp. (a) | | 208,216 | 518,656 |
Onex Corp. (sub. vtg.) | | 22,037 | 1,324,124 |
Open Text Corp. | | 77,281 | 3,095,090 |
Orla Mining Ltd. (a) | | 42,882 | 181,923 |
Osisko Gold Royalties Ltd. | | 57,583 | 708,666 |
Osisko Mining, Inc. (a) | | 93,634 | 295,191 |
Pan American Silver Corp. | | 65,819 | 1,630,337 |
Paramount Resources Ltd. Class A | | 22,750 | 550,045 |
Parex Resources, Inc. | | 35,713 | 696,107 |
Park Lawn Corp. | | 14,149 | 374,252 |
Parkland Corp. (b) | | 49,970 | 1,419,379 |
Pason Systems, Inc. | | 25,190 | 317,853 |
Pembina Pipeline Corp. | | 163,170 | 6,174,206 |
Peyto Exploration & Development Corp. | | 50,216 | 511,678 |
Power Corp. of Canada (sub. vtg.) | | 160,064 | 4,709,780 |
PrairieSky Royalty Ltd. | | 73,947 | 1,014,818 |
Premium Brands Holdings Corp. | | 13,762 | 1,123,542 |
Primaris Real Estate Investmen | | 9,362 | 100,714 |
Primo Water Corp. | | 41,515 | 607,780 |
Quebecor, Inc. Class B (sub. vtg.) | | 46,796 | 1,101,189 |
Real Matters, Inc. (a) | | 22,449 | 79,685 |
Restaurant Brands International, Inc. | | 86,223 | 4,925,782 |
Richelieu Hardware Ltd. | | 17,191 | 488,036 |
RioCan (REIT) | | 48,595 | 907,858 |
Ritchie Bros. Auctioneers, Inc. | | 34,988 | 1,927,179 |
Rogers Communications, Inc. Class B (non-vtg.) | | 105,773 | 5,761,876 |
Rogers Sugar, Inc. | | 82,659 | 393,139 |
Royal Bank of Canada | | 422,548 | 42,677,463 |
Russel Metals, Inc. | | 22,471 | 598,923 |
Sabina Gold & Silver Corp. (a) | | 135,249 | 138,971 |
Sandstorm Gold Ltd. | | 52,264 | 388,934 |
Saputo, Inc. | | 78,203 | 1,671,626 |
Seabridge Gold, Inc. (a) | | 22,302 | 394,254 |
Secure Energy Services, Inc. | | 117,294 | 601,695 |
Shaw Communications, Inc. Class B | | 135,996 | 4,050,291 |
Shopify, Inc. Class A (a) | | 34,185 | 14,623,192 |
Sienna Senior Living, Inc. | | 26,218 | 283,476 |
Sierra Wireless, Inc. (a) | | 10,046 | 158,199 |
Silvercorp Metals, Inc. | | 94,553 | 285,576 |
SilverCrest Metals, Inc. (a) | | 45,994 | 346,929 |
Slate Grocery REIT | | 15,681 | 192,862 |
Sleep Country Canada Holdings, Inc. (c) | | 14,229 | 276,461 |
Smart (REIT) (b) | | 36,671 | 893,189 |
SNC-Lavalin Group, Inc. | | 54,915 | 1,221,283 |
Softchoice Corp. | | 6,368 | 112,375 |
Solaris Resources, Inc. (a) | | 11,962 | 119,653 |
Spin Master Corp. (a)(c) | | 12,090 | 434,888 |
Sprott, Inc. | | 8,629 | 397,378 |
SSR Mining, Inc. | | 67,006 | 1,474,012 |
Stantec, Inc. | | 34,755 | 1,595,378 |
Stelco Holdings, Inc. | | 12,310 | 449,318 |
Stella-Jones, Inc. | | 18,833 | 520,431 |
Summit Industrial Income REIT | | 34,545 | 546,955 |
Sun Life Financial, Inc. | | 170,825 | 8,498,366 |
Suncor Energy, Inc. | | 436,997 | 15,708,965 |
SunOpta, Inc. (a) | | 22,933 | 125,902 |
Superior Plus Corp. | | 43,827 | 386,533 |
Tamarack Valley Energy Ltd. | | 121,358 | 475,173 |
TC Energy Corp. | | 292,909 | 15,493,065 |
Teck Resources Ltd. Class B (sub. vtg.) | | 142,680 | 5,628,788 |
TELUS Corp. | | 130,325 | 3,260,534 |
TFI International, Inc. (Canada) | | 25,621 | 2,061,008 |
The Toronto-Dominion Bank | | 543,203 | 39,235,439 |
Thomson Reuters Corp. | | 52,656 | 5,264,575 |
Timbercreek Financial Corp. | | 85,564 | 606,771 |
TMX Group Ltd. | | 16,190 | 1,648,301 |
Torex Gold Resources, Inc. (a) | | 27,198 | 304,447 |
Toromont Industries Ltd. | | 24,855 | 2,188,029 |
Tourmaline Oil Corp. | | 90,595 | 4,665,680 |
TransAlta Corp. | | 144,142 | 1,546,162 |
TransAlta Renewables, Inc. | | 39,994 | 554,776 |
Transcontinental, Inc. Class A | | 29,936 | 374,710 |
Tricon Residential, Inc. | | 75,911 | 1,098,498 |
Trisura Group Ltd. (a) | | 14,224 | 342,023 |
Turquoise Hill Resources Ltd. (a) | | 29,511 | 805,169 |
Vermilion Energy, Inc. | | 55,630 | 1,083,890 |
Village Farms International, Inc. (a) | | 35,154 | 151,514 |
Well Health Technologies Corp. (a)(b) | | 56,378 | 197,486 |
Wesdome Gold Mines, Inc. (a) | | 47,331 | 483,018 |
West Fraser Timber Co. Ltd. (b) | | 28,917 | 2,541,563 |
Westshore Terminals Investment Corp. | | 14,152 | 379,289 |
Wheaton Precious Metals Corp. | | 135,878 | 6,090,262 |
Whitecap Resources, Inc. | | 183,105 | 1,500,872 |
Winpak Ltd. | | 11,215 | 370,938 |
WSP Global, Inc. | | 35,566 | 4,147,821 |
Yamana Gold, Inc. | | 300,196 | 1,656,786 |
|
TOTAL CANADA | | | 676,483,254 |
|
Cayman Islands - 4.7% | | | |
3SBio, Inc. (c) | | 681,000 | 480,440 |
51job, Inc. sponsored ADR (a)(b) | | 8,853 | 538,705 |
AAC Technology Holdings, Inc. | | 216,500 | 505,697 |
Advanced Energy Solution Holding Co. Ltd. | | 9,000 | 274,409 |
Agile Property Holdings Ltd. | | 390,000 | 186,767 |
Agora, Inc. ADR (a)(b) | | 13,309 | 98,087 |
Airtac International Group | | 39,673 | 1,077,256 |
AK Medical Holdings Ltd. (c) | | 158,000 | 85,550 |
Akeso, Inc. (a)(c) | | 89,000 | 166,036 |
Alchip Technologies Ltd. | | 20,000 | 586,236 |
Alibaba Group Holding Ltd. (a) | | 4,556,464 | 55,578,332 |
Alphamab Oncology (a)(c) | | 126,000 | 127,306 |
Anta Sports Products Ltd. | | 322,000 | 3,700,583 |
Apex International Co. Ltd. | | 66,000 | 209,808 |
Ascentage Pharma Group International (a)(c) | | 50,600 | 86,149 |
Asia Cement (China) Holdings Corp. | | 169,000 | 109,008 |
ASM Pacific Technology Ltd. | | 98,500 | 992,662 |
Autohome, Inc. ADR Class A | | 27,211 | 791,024 |
Baidu, Inc. sponsored ADR (a) | | 83,463 | 10,363,601 |
Baozun, Inc. sponsored ADR (a)(b) | | 15,647 | 119,543 |
BeiGene Ltd. ADR (a) | | 14,344 | 2,295,040 |
Bilibili, Inc. ADR (a)(b) | | 50,840 | 1,237,446 |
Bit Digital, Inc. (a) | | 15,624 | 31,717 |
BizLink Holding, Inc. | | 38,062 | 381,102 |
Bosideng International Holdings Ltd. | | 1,062,000 | 529,695 |
Budweiser Brewing Co. APAC Ltd. (c) | | 535,500 | 1,332,430 |
Burning Rock Biotech Ltd. ADR (a) | | 12,119 | 66,776 |
C&D International Investment Group Ltd. | | 145,000 | 355,869 |
Canaan, Inc. ADR (a)(b) | | 26,224 | 99,651 |
Chailease Holding Co. Ltd. | | 386,397 | 3,072,343 |
China Conch Environment Protection Holdings Ltd. (a) | | 517,500 | 436,085 |
China Conch Venture Holdings Ltd. | | 517,500 | 1,343,830 |
China Dongxiang Group Co. Ltd. | | 951,000 | 54,197 |
China East Education Holdings Ltd. (c) | | 144,500 | 73,551 |
China Education Group Holdings Ltd. | | 285,000 | 242,888 |
China Evergrande Group (e) | | 1,220,190 | 256,571 |
China Feihe Ltd. (c) | | 1,082,000 | 1,028,731 |
China Harmony Auto Holding Ltd. | | 258,500 | 120,992 |
China Hongqiao Group Ltd. | | 758,000 | 943,126 |
China Huishan Dairy Holdings Co. Ltd. (a)(e) | | 51,000 | 0 |
China Liansu Group Holdings Ltd. | | 329,000 | 411,425 |
China Literature Ltd. (a)(c) | | 130,200 | 547,116 |
China Medical System Holdings Ltd. | | 485,000 | 694,397 |
China Meidong Auto Holding Ltd. | | 164,000 | 539,785 |
China Mengniu Dairy Co. Ltd. | | 940,000 | 5,073,201 |
China Modern Dairy Holdings Ltd. | | 1,097,000 | 159,639 |
China New Higher Education Group Ltd. (c) | | 305,000 | 106,872 |
China Overseas Property Holdings Ltd. | | 490,000 | 580,016 |
China Resources Cement Holdings Ltd. | | 790,000 | 655,492 |
China Resources Land Ltd. | | 942,000 | 4,207,173 |
China Resources Medical Holdin | | 292,000 | 162,029 |
China Resources Microelectronics Ltd. (A Shares) | | 23,382 | 170,027 |
China Resources Mixc Lifestyle Services Ltd. (c) | | 193,400 | 929,155 |
China SCE Property Holdings Ltd. | | 635,000 | 113,618 |
China State Construction International Holdings Ltd. | | 611,750 | 789,549 |
China Yuhua Education Corp. Ltd. (c) | | 490,000 | 85,273 |
ChinaSoft International Ltd. | | 856,000 | 692,625 |
Chindata Group Holdings Ltd. ADR (a) | | 35,966 | 224,428 |
Chow Tai Fook Jewellery Group Ltd. | | 630,400 | 1,057,006 |
CIFI Ever Sunshine Services Group Ltd. | | 252,000 | 333,750 |
CIFI Holdings Group Co. Ltd. | | 1,128,911 | 543,026 |
Cimc Enric Holdings Ltd. | | 274,000 | 287,466 |
CK Asset Holdings Ltd. | | 603,488 | 4,091,130 |
CK Hutchison Holdings Ltd. | | 793,500 | 5,568,725 |
CMGE Technology Group Ltd. | | 622,000 | 163,241 |
COFCO Meat Holdings Ltd. | | 954,000 | 388,164 |
Comba Telecom Systems Holdings Ltd. (a) | | 624,000 | 104,775 |
Country Garden Holdings Co. Ltd. | | 2,455,081 | 1,698,123 |
Country Garden Services Holdings Co. Ltd. | | 612,000 | 2,579,445 |
CStone Pharmaceuticals Co. Ltd. (a)(c)(e) | | 129,000 | 82,855 |
CT Environmental Group Ltd. (e) | | 26,000 | 0 |
Dali Foods Group Co. Ltd. (c) | | 654,500 | 333,077 |
Daqo New Energy Corp. ADR (a) | | 18,067 | 751,045 |
Differ Group Holding Co. Ltd. | | 1,004,000 | 262,431 |
Dongyue Group Co. Ltd. | | 428,000 | 503,877 |
ENN Energy Holdings Ltd. | | 237,900 | 3,186,689 |
ESR Cayman Ltd. (a)(c) | | 569,800 | 1,729,690 |
Fanhua, Inc. ADR | | 12,015 | 73,051 |
Far East Consortium International Ltd. | | 639,374 | 199,253 |
FIH Mobile Ltd. (a) | | 831,000 | 103,147 |
FinVolution Group ADR | | 77,396 | 291,009 |
Fu Shou Yuan International Group Ltd. | | 374,000 | 258,282 |
Fufeng Group Ltd. | | 468,000 | 234,457 |
Fulgent Sun International Holding Co. Ltd. | | 50,000 | 259,938 |
Futu Holdings Ltd. ADR (a)(b) | | 16,310 | 521,757 |
GDS Holdings Ltd. ADR (a)(b) | | 27,963 | 878,597 |
Geely Automobile Holdings Ltd. | | 1,724,000 | 2,665,629 |
General Interface Solution Holding Ltd. | | 101,000 | 310,814 |
Genscript Biotech Corp. (a) | | 332,000 | 937,768 |
Glory Sun Financial Group Ltd. (a) | | 3,552,000 | 34,398 |
Grab Holdings Ltd. (a) | | 334,034 | 985,400 |
Greentown China Holdings Ltd. | | 247,000 | 433,757 |
Greentown Service Group Co. Ltd. | | 508,000 | 505,729 |
Haidilao International Holding Ltd. (b)(c) | | 367,000 | 712,347 |
Haitian International Holdings Ltd. | | 198,000 | 487,363 |
Hansoh Pharmaceutical Group Co. Ltd. (c) | | 356,000 | 586,378 |
Health & Happiness H&H International Holdings Ltd. | | 71,000 | 78,034 |
Hello Group, Inc. ADR | | 66,414 | 353,322 |
Hengan International Group Co. Ltd. | | 209,000 | 987,698 |
HKBN Ltd. | | 286,500 | 334,729 |
Hope Education Group Co. Ltd. (c) | | 658,000 | 39,807 |
Huazhu Group Ltd. ADR | | 55,241 | 1,670,488 |
HUTCHMED China Ltd. sponsored ADR (a) | | 29,685 | 447,947 |
HUYA, Inc. ADR (a) | | 36,242 | 149,679 |
Hygeia Healthcare Holdings Co. (c) | | 109,600 | 529,627 |
I-Mab ADR (a)(b) | | 11,801 | 147,985 |
iClick Interactive Asia Group Ltd. (A Shares) ADR (a) | | 23,130 | 23,824 |
iDreamSky Technology Holdings Ltd. (a)(c) | | 356,800 | 182,593 |
IGG, Inc. | | 308,000 | 126,858 |
Innovent Biologics, Inc. (a)(c) | | 354,000 | 1,097,910 |
iQIYI, Inc. ADR (a)(b) | | 113,212 | 403,035 |
JD Health International, Inc. (a)(c) | | 109,250 | 681,071 |
JD.com, Inc. Class A | | 601,902 | 18,766,435 |
Jiayuan International Group Ltd. | | 603,952 | 90,124 |
JinkoSolar Holdings Co. Ltd. ADR (a)(b) | | 11,718 | 600,665 |
Jinxin Fertility Group Ltd. (c) | | 475,500 | 298,039 |
Jiumaojiu International Holdings Ltd. (c) | | 215,000 | 473,017 |
JOYY, Inc. ADR | | 18,698 | 739,880 |
Kanzhun Ltd. ADR (b) | | 26,242 | 617,474 |
KE Holdings, Inc. ADR (a) | | 109,256 | 1,549,250 |
Kingboard Chemical Holdings Ltd. | | 210,000 | 945,445 |
Kingboard Laminates Holdings Ltd. | | 359,500 | 551,457 |
Kingdee International Software Group Co. Ltd. (a) | | 778,000 | 1,587,582 |
Kingsoft Cloud Holdings Ltd. ADR (a)(b) | | 36,860 | 133,433 |
Kingsoft Corp. Ltd. | | 313,000 | 939,316 |
Kuaishou Technology Class B (a)(c) | | 143,800 | 1,174,240 |
KWG Group Holdings Ltd. | | 329,123 | 117,765 |
KWG Living Group Holdings Ltd. | | 237,000 | 89,166 |
Lee & Man Paper Manufacturing Ltd. | | 538,000 | 257,349 |
Li Ning Co. Ltd. | | 709,500 | 5,529,963 |
Lifestyle International Holdings Ltd. (a) | | 165,000 | 79,334 |
Lifetech Scientific Corp. (a) | | 1,162,000 | 323,994 |
LK Technology Holdings Ltd. (b) | | 187,500 | 232,461 |
Logan Property Holdings Co. Ltd. | | 472,000 | 146,851 |
Longfor Properties Co. Ltd. (c) | | 549,500 | 2,721,447 |
Lonking Holdings Ltd. | | 501,000 | 138,311 |
Lufax Holding Ltd. ADR | | 182,649 | 1,013,702 |
Maoyan Entertainment (a)(c) | | 239,000 | 188,549 |
Meituan Class B (a)(c) | | 1,228,900 | 26,330,911 |
Melco Crown Entertainment Ltd. sponsored ADR (a) | | 63,053 | 360,663 |
MGM China Holdings Ltd. (a) | | 258,800 | 148,133 |
MH Development Ltd. (e) | | 74,000 | 0 |
Microport Scientific Corp. | | 222,072 | 436,496 |
Ming Yuan Cloud Group Holdings Ltd. | | 198,000 | 257,166 |
Minth Group Ltd. | | 222,000 | 523,078 |
NetDragon WebSoft, Inc. | | 65,500 | 130,935 |
NetEase, Inc. | | 621,805 | 11,910,849 |
New Oriental Education & Technology Group, Inc. sponsored ADR (a) | | 50,002 | 627,525 |
Nexteer Auto Group Ltd. | | 361,000 | 203,876 |
NIO, Inc. sponsored ADR (a) | | 401,537 | 6,705,668 |
Niu Technologies ADR (a) | | 7,218 | 68,932 |
Noah Holdings Ltd. sponsored ADR (a) | | 13,424 | 241,229 |
Pacific Textile Holdings Ltd. | | 262,000 | 115,354 |
Parade Technologies Ltd. | | 23,000 | 1,094,415 |
Pinduoduo, Inc. ADR (a) | | 131,962 | 5,686,243 |
Ping An Healthcare and Technology Co. Ltd. (a)(b)(c) | | 157,500 | 387,640 |
Powerlong Real Estate Holding Ltd. | | 791,000 | 268,227 |
Q Technology (Group) Co. Ltd. (a) | | 133,000 | 93,570 |
Razer, Inc. (a)(c) | | 1,646,000 | 591,528 |
Redco Properties Group Ltd. (c) | | 460,000 | 127,950 |
RLX Technology, Inc. ADR (a) | | 196,593 | 399,084 |
Ronshine China Holdings Ltd. | | 260,500 | 77,007 |
Sands China Ltd. (a) | | 748,400 | 1,649,605 |
Sany Heavy Equipment International Holdings Co. Ltd. | | 308,000 | 290,160 |
Sapiens International Corp. NV | | 8,937 | 210,591 |
Sea Ltd. ADR (a) | | 96,459 | 7,982,947 |
Seazen Group Ltd. | | 740,000 | 312,566 |
Shenzhou International Group Holdings Ltd. | | 246,300 | 3,342,037 |
Shimao Property Holdings Ltd. (b)(e) | | 418,500 | 235,730 |
Shimao Services Holdings Ltd. (c) | | 340,000 | 179,446 |
Silergy Corp. | | 24,000 | 2,137,976 |
Sino Biopharmaceutical Ltd. | | 3,081,000 | 1,616,082 |
SITC International Holdings Co. Ltd. | | 417,000 | 1,386,304 |
Smoore International Holdings Ltd. (b)(c) | | 559,000 | 1,169,047 |
SOHO China Ltd. (a) | | 727,500 | 132,928 |
SSY Group Ltd. | | 430,000 | 211,225 |
Sun King Power Electronics Group Ltd. | | 430,000 | 122,303 |
Sunac China Holdings Ltd. (e) | | 922,000 | 457,416 |
Sunac Services Holdings Ltd. (c) | | 373,000 | 203,282 |
Sunevision Holdings Ltd. | | 171,000 | 142,062 |
Sunny Optical Technology Group Co. Ltd. | | 211,000 | 3,075,090 |
TAL Education Group ADR (a) | | 122,716 | 416,007 |
TCL Electronics Holdings Ltd. | | 345,000 | 156,057 |
Tencent Holdings Ltd. | | 1,729,825 | 81,517,805 |
Tencent Music Entertainment Group ADR (a) | | 202,496 | 860,608 |
The United Laboratories International Holdings Ltd. | | 328,000 | 160,744 |
Tianli Education International Holdings Ltd. | | 294,000 | 29,029 |
Tianneng Power International Ltd. | | 180,000 | 149,964 |
Times Neighborhood Holdings Ltd. | | 186,000 | 50,096 |
Tingyi (Cayman Islands) Holding Corp. | | 592,000 | 1,080,496 |
Tongcheng Travel Holdings Ltd. (a) | | 323,200 | 569,922 |
Tongdao Liepin Group (a) | | 67,000 | 124,125 |
Topsports International Holdings Ltd. (c) | | 504,000 | 385,485 |
Towngas Smart Energy Co. Ltd. | | 333,474 | 164,682 |
TPK Holding Co. Ltd. | | 194,000 | 223,769 |
Trip.com Group Ltd. ADR (a) | | 151,347 | 3,579,357 |
Truly International Holdings Ltd. | | 604,000 | 164,509 |
Uni-President China Holdings Ltd. | | 500,000 | 438,151 |
Up Fintech Holdings Ltd. ADR (a)(b) | | 37,027 | 143,665 |
Value Partners Group Ltd. | | 308,000 | 116,561 |
Vinda International Holdings Ltd. | | 121,000 | 291,755 |
Vipshop Holdings Ltd. ADR (a) | | 137,083 | 1,050,056 |
Viva Biotech Holdings (c) | | 278,000 | 87,446 |
Vnet Group, Inc. ADR (a) | | 28,519 | 170,258 |
Vobile Group Ltd. (a)(e) | | 324,000 | 159,791 |
Want Want China Holdings Ltd. | | 1,396,000 | 1,260,123 |
Weibo Corp. sponsored ADR (a)(b) | | 22,116 | 511,764 |
Weimob, Inc. (a)(c) | | 624,000 | 365,676 |
WH Group Ltd. (c) | | 2,687,000 | 1,855,641 |
Wharf Real Estate Investment Co. Ltd. | | 514,000 | 2,422,260 |
Wisdom Marine Lines Co. Ltd. | | 189,000 | 581,896 |
Wuxi Biologics (Cayman), Inc. (a)(c) | | 1,079,500 | 7,967,592 |
Wynn Macau Ltd. (a) | | 490,000 | 300,971 |
XD, Inc. (a) | | 78,600 | 205,531 |
Xiaomi Corp. Class B (a)(c) | | 4,279,800 | 6,515,303 |
Xinyi Glass Holdings Ltd. | | 562,000 | 1,243,600 |
Xinyi Solar Holdings Ltd. | | 1,463,379 | 2,175,205 |
XPeng, Inc. ADR (a) | | 118,450 | 2,915,055 |
XTEP International Holdings Ltd. | | 414,365 | 602,825 |
Yadea Group Holdings Ltd. (c) | | 354,000 | 533,583 |
Yihai International Holding Ltd. | | 135,000 | 380,036 |
Youdao, Inc. ADR (a)(b) | | 15,189 | 109,361 |
Yuzhou Properties Co. | | 2,415,858 | 170,872 |
Zai Lab Ltd. ADR (a) | | 23,735 | 948,451 |
Zhen Ding Technology Holding Ltd. | | 206,000 | 729,810 |
Zhenro Properties Group Ltd. | | 928,000 | 71,391 |
Zhongsheng Group Holdings Ltd. Class H | | 194,500 | 1,285,221 |
Zhou Hei Ya International Holdings Co. Ltd. (c) | | 256,000 | 131,753 |
ZTO Express, Inc. sponsored ADR | | 128,902 | 3,546,094 |
|
TOTAL CAYMAN ISLANDS | | | 397,388,132 |
|
Chile - 0.1% | | | |
Aguas Andinas SA | | 994,324 | 174,901 |
Banco de Chile | | 13,719,440 | 1,369,917 |
Banco de Credito e Inversiones | | 17,143 | 530,517 |
Banco Santander Chile | | 19,745,585 | 950,046 |
CAP SA | | 15,861 | 196,728 |
Cencosud SA | | 580,670 | 929,470 |
Cencosud Shopping SA | | 173,012 | 175,516 |
Colbun SA | | 2,274,542 | 162,517 |
Compania Cervecerias Unidas SA | | 36,955 | 247,014 |
Empresas CMPC SA | | 329,228 | 490,699 |
Empresas COPEC SA | | 139,241 | 1,023,783 |
Enel Americas SA | | 6,520,356 | 682,804 |
Enel Chile SA | | 9,002,885 | 237,435 |
Engie Energia Chile SA | | 111,915 | 51,183 |
Falabella SA | | 238,878 | 670,895 |
Parque Arauco SA | | 141,149 | 118,512 |
SMU SA | | 757,181 | 71,833 |
Vina Concha y Toro SA | | 104,755 | 153,553 |
|
TOTAL CHILE | | | 8,237,323 |
|
China - 2.9% | | | |
360 Security Technology, Inc. (A Shares) (a) | | 463,500 | 569,086 |
37 Interactive Entertainment Network Technology Group Co. Ltd. (A Shares) | | 108,500 | 391,655 |
A-Living Smart City Services C (H Shares) (c) | | 188,500 | 298,126 |
Advanced Micro-Fabrication Equipment, Inc., China (A Shares) (a) | | 11,367 | 178,404 |
AECC Aero-Engine Control Co. Ltd. (A Shares) | | 24,000 | 86,203 |
AECC Aviation Power Co. Ltd. | | 46,000 | 261,059 |
Agricultural Bank of China Ltd.: | | | |
(A Shares) | | 1,813,700 | 837,934 |
(H Shares) | | 7,375,000 | 2,766,082 |
Aier Eye Hospital Group Co. Ltd. (A Shares) | | 85,003 | 457,288 |
Air China Ltd.: | | | |
(A Shares) (a) | | 197,600 | 280,745 |
(H Shares) (a) | | 432,000 | 291,187 |
Aluminum Corp. of China Ltd. (H Shares) (a) | | 1,682,000 | 771,331 |
Anhui Conch Cement Co. Ltd. (H Shares) | | 449,500 | 2,442,599 |
Anhui Gujing Distillery Co. Ltd. (B Shares) | | 98,000 | 1,303,895 |
Anjoy Foods Group Co. Ltd. (A Shares) | | 9,100 | 177,535 |
Asymchem Laboratories Tianjin Co. Ltd. (A Shares) | | 5,500 | 220,516 |
Avary Holding Shenzhen Co. Ltd. (A Shares) | | 24,700 | 109,066 |
AVIC Electromechanical Systems Co. Ltd. (A Shares) | | 227,300 | 338,072 |
AviChina Industry & Technology Co. Ltd. (H Shares) | | 750,000 | 406,921 |
Bank of Beijing Co. Ltd. (A Shares) | | 457,900 | 315,518 |
Bank of Chengdu Co. Ltd. (A Shares) | | 92,200 | 232,741 |
Bank of China Ltd.: | | | |
(A Shares) | | 3,473,300 | 1,693,698 |
(H Shares) | | 20,035,000 | 7,861,386 |
Bank of Communications Co. Ltd.: | | | |
(A Shares) | | 373,200 | 285,768 |
(H Shares) | | 2,911,000 | 2,025,733 |
Bank of Hangzhou Co. Ltd. (A Shares) | | 175,300 | 402,489 |
Bank of Jiangsu Co. Ltd. (A Shares) | | 232,310 | 255,810 |
Bank of Nanjing Co. Ltd. (A Shares) | | 128,300 | 223,883 |
Bank of Ningbo Co. Ltd. (A Shares) | | 121,550 | 661,833 |
Bank of Shanghai Co. Ltd. (A Shares) | | 348,700 | 341,246 |
Baoshan Iron & Steel Co. Ltd. (A Shares) | | 405,900 | 393,732 |
Beijing Capital International Airport Co. Ltd. (H Shares) (a) | | 702,000 | 383,508 |
Beijing Enlight Media Co. Ltd. (A Shares) | | 349,600 | 381,900 |
Beijing Kingsoft Office Software, Inc. (A Shares) | | 6,415 | 181,687 |
Beijing New Building Materials PLC (A Shares) | | 47,200 | 205,857 |
Beijing Roborock Technology Co. Ltd. (A Shares) | | 1,183 | 102,206 |
Beijing Shiji Information Technology Co. Ltd. (A Shares) | | 60,600 | 163,761 |
Beijing Wantai Biological Pharmacy Enterprise Co. Ltd. (A Shares) | | 11,310 | 275,105 |
Beijing-Shanghai High Speed Railway Co. Ltd. (A Shares) | | 621,100 | 429,442 |
BGI Genomics Co. Ltd. | | 13,600 | 129,029 |
BOE Technology Group Co. Ltd. (A Shares) | | 592,500 | 338,378 |
BYD Co. Ltd.: | | | |
(A Shares) | | 15,300 | 554,969 |
(H Shares) | | 268,000 | 7,799,262 |
CanSino Biologics, Inc.: | | | |
(A Shares) (a) | | 3,525 | 80,855 |
(H Shares) (a)(c) | | 21,600 | 229,197 |
CGN Power Co. Ltd. (H Shares) (c) | | 3,589,000 | 1,008,522 |
Changchun High & New Technology Industry Group, Inc. (A Shares) | | 9,100 | 214,630 |
Changzhou Xingyu Automotive Lighting Systems Co. Ltd. (A Shares) | | 3,900 | 75,016 |
Chaozhou Three-Circle Group Co. (A Shares) | | 44,400 | 191,262 |
China Bohai Bank Co. Ltd. (H Shares) (c) | | 919,500 | 150,394 |
China Cinda Asset Management Co. Ltd. (H Shares) | | 3,278,000 | 552,753 |
China CITIC Bank Corp. Ltd. (H Shares) | | 2,736,000 | 1,390,572 |
China Coal Energy Co. Ltd. (H Shares) | | 728,000 | 612,879 |
China Communications Services Corp. Ltd. (H Shares) | | 694,000 | 316,076 |
China Construction Bank Corp.: | | | |
(A Shares) | | 772,300 | 706,171 |
(H Shares) | | 27,796,000 | 19,801,849 |
China CSSC Holdings Ltd. (A Shares) | | 119,800 | 282,552 |
China Datang Corp. Renewable Power Co. Ltd. | | 586,000 | 221,514 |
China Eastern Airlines Corp. Ltd. (A Shares) (a) | | 359,900 | 255,324 |
China Energy Engineering Corp. Ltd. (A Shares) (a) | | 413,800 | 150,226 |
China Everbright Bank Co. Ltd.: | | | |
(A Shares) | | 265,800 | 127,773 |
(H Shares) | | 1,790,000 | 648,459 |
China Galaxy Securities Co. Ltd. (H Shares) | | 1,191,000 | 647,812 |
China International Capital Corp. Ltd. (H Shares) (c) | | 488,800 | 979,738 |
China International Travel Service Corp. Ltd. (A Shares) | | 31,600 | 857,217 |
China Jushi Co. Ltd. (A Shares) | | 110,030 | 259,570 |
China Life Insurance Co. Ltd. (H Shares) | | 2,339,000 | 3,398,971 |
China Longyuan Power Grid Corp. Ltd. (H Shares) | | 1,005,000 | 1,938,457 |
China Merchants Bank Co. Ltd.: | | | |
(A Shares) | | 147,400 | 885,570 |
(H Shares) | | 1,354,000 | 8,160,897 |
China Merchants Securities Co. Ltd. (A Shares) | | 99,060 | 190,141 |
China Merchants Shekou Industrial Zone Holdings Co. Ltd. (A Shares) | | 194,000 | 459,500 |
China Minsheng Banking Corp. Ltd.: | | | |
(A Shares) | | 969,100 | 541,226 |
(H Shares) | | 1,464,500 | 555,328 |
China Molybdenum Co. Ltd. (H Shares) | | 1,563,000 | 777,278 |
China National Building Materials Co. Ltd. (H Shares) | | 1,215,350 | 1,617,403 |
China National Chemical Engineering Co. Ltd. (A Shares) | | 230,800 | 315,733 |
China National Nuclear Power Co. Ltd. (A Shares) | | 224,700 | 240,086 |
China Northern Rare Earth Group High-Tech Co. Ltd. | | 74,700 | 353,602 |
China Oilfield Services Ltd. (H Shares) | | 524,000 | 536,450 |
China Pacific Insurance (Group) Co. Ltd. (H Shares) | | 945,200 | 2,095,484 |
China Petroleum & Chemical Corp.: | | | |
(A Shares) | | 521,400 | 340,305 |
(H Shares) | | 7,210,000 | 3,529,094 |
China Railway Group Ltd.: | | | |
(A Shares) | | 193,400 | 206,669 |
(H Shares) | | 1,523,000 | 1,066,653 |
China Railway Signal & Communications Corp. (A Shares) | | 441,886 | 287,728 |
China Shenhua Energy Co. Ltd.: | | | |
(A Shares) | | 323,800 | 1,500,687 |
(H Shares) | | 713,000 | 2,277,933 |
China Southern Airlines Ltd.: | | | |
(A Shares) (a) | | 373,300 | 365,529 |
(H Shares) (a) | | 456,000 | 254,670 |
China State Construction Engineering Corp. Ltd. (A Shares) | | 618,900 | 585,717 |
China Suntien Green Energy Corp. Ltd. (H Shares) | | 557,000 | 314,438 |
China Three Gorges Renewables Group Co. Ltd. (A Shares) | | 320,800 | 280,470 |
China Tower Corp. Ltd. (H Shares) (c) | | 13,394,000 | 1,563,205 |
China United Network Communications Ltd. (A Shares) | | 1,794,000 | 952,489 |
China Vanke Co. Ltd. (H Shares) | | 751,000 | 1,770,859 |
China Yangtze Power Co. Ltd. (A Shares) | | 358,900 | 1,229,653 |
China Zhenhua (Group) Science & Technology Co. Ltd. (A Shares) | | 7,400 | 117,350 |
China Zheshang Bank Co. Ltd. | | 425,900 | 212,763 |
Chongqing Brewery Co. Ltd. (A Shares) (a) | | 10,900 | 205,207 |
Chongqing Changan Automobile Co. Ltd. (A Shares) | | 126,140 | 197,285 |
Chongqing Rural Commercial Bank Co. Ltd. (A Shares) | | 181,000 | 105,504 |
Chongqing Zhifei Biological Products Co. Ltd. (A Shares) | | 27,700 | 394,222 |
CITIC Securities Co. Ltd. (H Shares) | | 1,178,850 | 2,590,091 |
CNGR Advanced Material Co. Ltd. | | 6,100 | 76,646 |
Contemporary Amperex Technology Co. Ltd. | | 40,600 | 2,473,968 |
COSCO SHIPPING Holdings Co. Ltd. (H Shares) | | 1,326,600 | 2,063,875 |
CRRC Corp. Ltd. (A Shares) | | 1,637,600 | 1,245,714 |
CSC Financial Co. Ltd. (A Shares) | | 89,800 | 289,719 |
Daqin Railway Co. Ltd. (A Shares) | | 226,300 | 227,472 |
Dongfeng Motor Group Co. Ltd. (H Shares) | | 786,000 | 573,384 |
East Money Information Co. Ltd. (A Shares) | | 179,020 | 608,451 |
Eastern Communications Co. Ltd. (B Shares) | | 1,889,950 | 772,759 |
Ecovacs Robotics Co. Ltd. Class A | | 9,100 | 147,306 |
Eve Energy Co. Ltd. (A shares) | | 30,300 | 295,642 |
Everbright Securities Co. Ltd. (A Shares) | | 102,900 | 175,852 |
FAW Jiefang Group Co. Ltd. (A Shares) | | 201,900 | 246,459 |
Flat Glass Group Co. Ltd. (A Shares) | | 96,800 | 586,753 |
Focus Media Information Technology Co. Ltd. (A Shares) | | 375,500 | 328,683 |
Foshan Haitian Flavouring & Food Co. Ltd. (A Shares) | | 66,638 | 816,840 |
Founder Securities Co. Ltd. (A Shares) | | 236,700 | 217,498 |
Foxconn Industrial Internet Co. Ltd. (A Shares) | | 280,700 | 402,161 |
Fuyao Glass Industries Group Co. Ltd. (H Shares) (c) | | 212,000 | 866,168 |
G-bits Network Technology Xiamen Co. Ltd. (A Shares) | | 7,100 | 359,978 |
Ganfeng Lithium Co. Ltd. (A Shares) | | 51,900 | 857,943 |
Gemdale Corp. (A Shares) | | 47,800 | 103,434 |
GF Securities Co. Ltd. (H Shares) | | 497,400 | 621,678 |
Giant Network Group Co. Ltd. (A Shares) | | 329,914 | 409,069 |
Gigadevice Semiconductor Beijing, Inc. (A Shares) | | 9,844 | 182,613 |
Ginlong Technologies Co. Ltd. (A Shares) | | 6,100 | 176,137 |
GoerTek, Inc. (A Shares) | | 46,100 | 241,771 |
Gotion High-tech Co. Ltd. (A Shares) (a) | | 36,200 | 145,189 |
Great Wall Motor Co. Ltd.: | | | |
(A Shares) | | 70,800 | 262,717 |
(H Shares) | | 827,500 | 1,158,853 |
Gree Electric Appliances, Inc. of Zhuhai (A Shares) | | 38,500 | 180,760 |
Guangdong Haid Group Co. Ltd. (A Shares) | | 38,300 | 355,769 |
Guangzhou Automobile Group Co. Ltd. (H Shares) | | 863,600 | 732,243 |
Guangzhou Kingmed Diagnostics Group Co. Ltd. (A Shares) | | 14,400 | 176,534 |
Guangzhou R&F Properties Co. Ltd. (H Shares) | | 466,400 | 173,141 |
Guangzhou Shiyuan Electronic Technology Co. Ltd. (A Shares) | | 20,600 | 238,275 |
Guangzhou Tinci Materials Technology Co. Ltd. (A Shares) | | 15,300 | 171,075 |
Guotai Junan Securities Co. Ltd. (A Shares) | | 258,300 | 565,529 |
Haier Smart Home Co. Ltd. | | 570,600 | 2,015,813 |
Haier Smart Home Co. Ltd. (A Shares) | | 203,600 | 789,567 |
Hainan Meilan International Airport Co. Ltd. (a) | | 54,000 | 102,099 |
Haitong Securities Co. Ltd. (H Shares) | | 1,245,600 | 869,894 |
Hangzhou First Applied Material Co. Ltd. (A Shares) | | 21,000 | 290,798 |
Hangzhou Silan Microelectronics Co. Ltd. (A Shares) | | 38,900 | 242,340 |
Hangzhou Steam Turbine Co. Ltd. | | 600,061 | 1,012,819 |
Hangzhou Tigermed Consulting Co. Ltd. (A Shares) | | 28,600 | 383,112 |
Henan Shuanghui Investment & Development Co. Ltd. (A Shares) | | 52,100 | 233,341 |
Hengli Petrochemical Co. Ltd. (A Shares) | | 113,920 | 357,363 |
Hengyi Petrochemical Co. Ltd. (A Shares) | | 144,600 | 166,143 |
Hithink RoyalFlush Information Network Co. Ltd. (A Shares) | | 8,000 | 98,435 |
Hoshine Silicon Industry Co. Ltd. (A Shares) | | 11,800 | 140,456 |
Huadong Medicine Co. Ltd. (A Shares) | | 39,400 | 201,592 |
Huaneng Power International, Inc. (H Shares) | | 1,336,000 | 671,132 |
Huangshan Tourism Development Co. Ltd. (a) | | 1,701,689 | 1,234,501 |
Huatai Securities Co. Ltd. (H Shares) (c) | | 689,800 | 948,083 |
Huaxia Bank Co. Ltd. (A Shares) | | 315,000 | 258,819 |
Huayu Automotive Systems Co. Ltd. (A Shares) | | 56,800 | 166,993 |
Huizhou Desay SV Automotive Co. Ltd. | | 7,200 | 128,665 |
Hundsun Technologies, Inc. (A Shares) | | 28,000 | 160,451 |
iFlytek Co. Ltd. (A Shares) | | 45,100 | 249,602 |
IMEIK Technology Development Co. Ltd. (A Shares) | | 3,100 | 240,360 |
Industrial & Commercial Bank of China Ltd.: | | | |
(A Shares) | | 1,236,300 | 891,616 |
(H Shares) | | 16,611,000 | 10,013,222 |
Industrial Bank Co. Ltd. (A Shares) | | 330,000 | 1,014,447 |
Ingenic Semiconductor Co. Ltd. (A Shares) | | 11,700 | 129,817 |
Inner Mongoli Yili Industries Co. Ltd. (A Shares) | | 81,400 | 471,580 |
Inner Mongolia Baotou Steel Union Co. Ltd. (A Shares) (a) | | 744,800 | 209,925 |
Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd. (A Shares) | | 207,700 | 136,469 |
Inner Mongolia Yitai Coal Co. Ltd. (B Shares) | | 1,509,173 | 2,023,682 |
JA Solar Technology Co. Ltd. (A Shares) | | 27,900 | 339,439 |
Jafron Biomedical Co. Ltd. (A Shares) | | 23,100 | 143,748 |
JCET Group Co. Ltd. (A Shares) | | 49,900 | 161,100 |
Jiangsu Eastern Shenghong Co. Ltd. | | 75,000 | 137,820 |
Jiangsu Expressway Co. Ltd. (H Shares) | | 298,000 | 294,417 |
Jiangsu Hengli Hydraulic Co. Ltd. | | 24,736 | 170,673 |
Jiangsu Hengrui Medicine Co. Ltd. (A Shares) | | 116,424 | 516,986 |
Jiangsu King's Luck Brewery JSC Ltd. (A Shares) | | 36,200 | 243,847 |
Jiangsu Yanghe Brewery JSC Ltd. (A Shares) | | 23,700 | 565,495 |
Jiangsu Zhongtian Technology Co. Ltd. (A Shares) | | 41,800 | 102,087 |
Jiangxi Copper Co. Ltd. (H Shares) | | 394,000 | 616,305 |
JiuGui Liquor Co. Ltd. (A Shares) | | 7,500 | 168,792 |
Konka Group Co. Ltd. (B Shares) | | 3,218,800 | 812,674 |
Kuang-Chi Technologies Co. Ltd. (A Shares) (a) | | 44,500 | 88,645 |
Kunlun Tech Co. Ltd. (A Shares) | | 74,921 | 161,342 |
Kweichow Moutai Co. Ltd. (A Shares) | | 21,900 | 6,043,894 |
Lb Group Co. Ltd. (A Shares) | | 44,200 | 121,140 |
Lens Technology Co. Ltd. (A Shares) | | 121,400 | 184,673 |
Lepu Medical Technology Beijing Co. Ltd. (A Shares) | | 24,900 | 63,847 |
LONGi Green Energy Technology Co. Ltd. | | 95,040 | 960,853 |
Luxshare Precision Industry Co. Ltd. (A Shares) | | 117,878 | 544,881 |
Luzhou Laojiao Co. Ltd. (A Shares) | | 23,000 | 727,535 |
Mango Excellent Media Co. Ltd. (A Shares) | | 29,279 | 156,765 |
Maxscend Microelectronics Co. Ltd. (A Shares) | | 5,680 | 157,356 |
Metallurgical Corp. China Ltd. (A Shares) | | 647,800 | 340,932 |
Ming Yang Smart Energy Group Ltd. (A Shares) | | 71,900 | 237,716 |
Montage Technology Co. Ltd. (A Shares) | | 20,717 | 180,524 |
Muyuan Foodstuff Co. Ltd. (A Shares) | | 82,166 | 642,677 |
NARI Technology Co. Ltd. (A Shares) | | 97,660 | 468,009 |
National Silicon Industry Group Co. Ltd. (A Shares) (a) | | 50,067 | 155,908 |
NAURA Technology Group Co. Ltd. | | 9,400 | 334,129 |
New China Life Insurance Co. Ltd. (H Shares) | | 318,900 | 807,997 |
New Hope Liuhe Co. Ltd. (A Shares) (a) | | 70,300 | 148,301 |
Ningbo Ronbay New Energy Technology Co. Ltd. (A Shares) | | 6,103 | 84,020 |
Ningbo Shanshan Co. Ltd. (A Shares) | | 23,000 | 76,073 |
Ningbo Tuopu Group Co. Ltd. (A Shares) | | 16,500 | 128,552 |
Ningxia Baofeng Energy Group Co. Ltd. | | 159,200 | 336,968 |
Nongfu Spring Co. Ltd. (H Shares) (b)(c) | | 515,800 | 2,729,576 |
Oppein Home Group, Inc. (A Shares) | | 18,400 | 323,109 |
Orient Securities Co. Ltd. (A Shares) | | 121,984 | 166,921 |
Ovctek China, Inc. (A Shares) | | 18,700 | 104,022 |
People's Insurance Co. of China Group Ltd. (H Shares) | | 2,971,000 | 946,423 |
Perfect World Co. Ltd. (A Shares) | | 106,100 | 235,420 |
PetroChina Co. Ltd. (H Shares) | | 6,796,000 | 3,226,021 |
Pharmaron Beijing Co. Ltd.: | | | |
(A Shares) | | 11,700 | 220,646 |
(H Shares) (c) | | 40,100 | 503,754 |
PICC Property & Casualty Co. Ltd. (H Shares) | | 2,119,000 | 2,167,354 |
Ping An Bank Co. Ltd. (A Shares) | | 284,100 | 654,612 |
Ping An Insurance Group Co. of China Ltd.: | | | |
(A Shares) | | 239,590 | 1,604,378 |
(H Shares) | | 1,836,000 | 11,604,840 |
Poly Developments & Holdings (A Shares) | | 338,200 | 928,244 |
Postal Savings Bank of China Co. Ltd. (H Shares) (c) | | 2,893,000 | 2,193,415 |
Power Construction Corp. of China Ltd. (A Shares) | | 248,800 | 289,179 |
Rongsheng Petrochemical Co. Ltd. (A Shares) | | 178,650 | 367,107 |
SAIC Motor Corp. Ltd. (A Shares) | | 181,600 | 434,882 |
Sangfor Technologies, Inc. | | 10,400 | 139,172 |
Sany Heavy Industry Co. Ltd. (A Shares) | | 154,100 | 382,191 |
Satellite Chemical Co. Ltd. (A Shares) | | 43,300 | 234,859 |
Seazen Holdings Co. Ltd. (A Shares) | | 61,900 | 258,826 |
SF Holding Co. Ltd. (A Shares) | | 73,100 | 563,556 |
SG Micro Corp. (A Shares) | | 5,700 | 238,163 |
Shaanxi Coal Industry Co. Ltd. (A Shares) | | 169,600 | 440,337 |
Shandong Gold Mining Co. Ltd. (A Shares) | | 221,560 | 643,479 |
Shandong Hualu Hengsheng Chemical Co. Ltd. (A Shares) | | 28,100 | 127,263 |
Shandong Linglong Tyre Co. Ltd. (A Shares) | | 28,800 | 76,888 |
Shandong Weigao Medical Polymer Co. Ltd. (H Shares) | | 776,000 | 826,710 |
Shanghai Bairun Investment Holding Group Co. Ltd. (A Shares) | | 17,360 | 81,195 |
Shanghai Baosight Software Co. Ltd. | | 246,900 | 905,912 |
Shanghai Baosight Software Co. Ltd. (A Shares) | | 45,800 | 327,087 |
Shanghai Chlor Alkali Co. Ltd. (B Shares) | | 967,742 | 661,551 |
Shanghai Diesel Engine Co. Ltd. (B Shares) | | 1,153,186 | 527,415 |
Shanghai Electric Group Co. Ltd. (A Shares) | | 365,700 | 211,257 |
Shanghai Fosun Pharmaceutical (Group) Co. Ltd. (H Shares) | | 216,500 | 926,218 |
Shanghai Haixin Group Co. Ltd. (B Shares) | | 2,354,800 | 707,201 |
Shanghai Highly Group Co. Ltd. (B Shares) | | 1,350,722 | 648,245 |
Shanghai Jinjiang International Hotels Co. Ltd. (A Shares) | | 40,700 | 328,500 |
Shanghai Jinqiao Export Processing Zone Development Co. Ltd. (B Shares) | | 336,500 | 323,367 |
Shanghai Junshi Biosciences Co. Ltd. (A Shares) (a) | | 6,838 | 98,095 |
Shanghai Lujiazui Finance Trust Ltd. (B Shares) | | 1,073,317 | 981,205 |
Shanghai M&G Stationery, Inc. (A Shares) | | 26,000 | 187,728 |
Shanghai Pharmaceuticals Holding Co. Ltd. (H Shares) | | 335,500 | 542,495 |
Shanghai Pudong Development Bank Co. Ltd. (A Shares) | | 580,400 | 703,084 |
Shanghai Putailai New Energy Technology Co. Ltd. | | 12,000 | 212,216 |
Shanghai Shangling Electric Appliances Co. Ltd. (B Shares) | | 438,910 | 486,555 |
Shanxi Meijin Energy Co. Ltd. (A Shares) (a) | | 117,600 | 183,598 |
Shanxi Xinghuacun Fen Wine Factory Co. Ltd. (A Shares) | | 20,400 | 837,310 |
Shengyi Technology Co. Ltd. | | 34,700 | 86,957 |
Shennan Circuits Co. Ltd. (A Shares) | | 6,400 | 91,420 |
Shenwan Hongyuan Group Co. Ltd. (A Shares) | | 313,800 | 192,812 |
Shenzhen Goodix Technology Co. Ltd. (A Shares) | | 18,100 | 153,204 |
Shenzhen Inovance Technology Co. Ltd. (A Shares) | | 38,700 | 334,323 |
Shenzhen Kangtai Biological Products Co. Ltd. | | 11,100 | 108,192 |
Shenzhen Mindray Bio-Medical Electronics Co. Ltd. (A Shares) | | 21,900 | 1,032,107 |
Shenzhen Overseas Chinese Town Co. Ltd. (A Shares) | | 359,400 | 327,256 |
Shenzhen Transsion Holdings Co. Ltd. (A Shares) | | 18,890 | 239,874 |
Sichuan Road & Bridge (Group) Co. Ltd. (A Shares) | | 51,400 | 80,803 |
Sichuan Swellfun Co. Ltd. (A Shares) | | 12,500 | 132,465 |
Sinoma Science & Technology Co. Ltd. (A Shares) | | 60,100 | 182,518 |
Sinopec Engineering Group Co. Ltd. (H Shares) | | 489,000 | 255,517 |
Sinopharm Group Co. Ltd. (H Shares) | | 425,600 | 979,382 |
SKSHU Paint Co. Ltd. (A Shares) | | 10,500 | 117,244 |
Songcheng Performance Development Co. Ltd. (A Shares) | | 75,982 | 142,810 |
StarPower Semiconductor Ltd. (A Shares) | | 4,100 | 210,411 |
Sungrow Power Supply Co. Ltd. (A Shares) | | 26,400 | 248,918 |
Suning.com Co. Ltd. (A Shares) (a) | | 302,200 | 147,138 |
Sunwoda Electronic Co. Ltd. (A Shares) | | 44,800 | 147,708 |
Suzhou Maxwell Technologies Co. Ltd. (A Shares) | | 4,960 | 248,839 |
Suzhou TA&A Ultra Clean Technology Co. Ltd. (A Shares) | | 16,400 | 149,740 |
TBEA Co. Ltd. (A Shares) | | 112,800 | 326,635 |
TCL Technology Group Corp. (A Shares) | | 260,100 | 162,963 |
Thunder Software Technology Co. Ltd. (A Shares) | | 15,900 | 222,323 |
Tianjin Zhonghuan Semiconductor Co. Ltd. (A Shares) | | 58,700 | 342,198 |
Tianma Microelectronics Co. Ltd. (A Shares) | | 100,800 | 138,529 |
Tianshui Huatian Technology Co. Ltd. (A Shares) | | 163,600 | 209,379 |
Tong Ren Tang Technologies Co. Ltd. (H Shares) | | 335,000 | 254,957 |
TongFu Microelectronics Co. Ltd. (A Shares) | | 68,600 | 135,761 |
Tongwei Co. Ltd. (A Shares) | | 61,400 | 377,125 |
Topchoice Medical Corp. (a) | | 7,100 | 136,814 |
TravelSky Technology Ltd. (H Shares) | | 304,000 | 459,093 |
Trina Solar Co. Ltd. (A Shares) | | 29,892 | 225,982 |
Tsingtao Brewery Co. Ltd. (H Shares) | | 196,000 | 1,586,848 |
Unigroup Guoxin Microelectronics Co. Ltd. | | 10,400 | 286,407 |
Unisplendour Corp. Ltd. (A Shares) | | 70,160 | 179,350 |
Venus MedTech Hangzhou, Inc. (H Shares) (a)(c) | | 61,000 | 111,984 |
Walvax Biotechnology Co. Ltd. (A Shares) | | 25,300 | 202,572 |
Wanhua Chemical Group Co. Ltd. (A Shares) | | 56,600 | 662,008 |
Weichai Power Co. Ltd. (H Shares) | | 789,000 | 1,102,160 |
Wens Foodstuffs Group Co. Ltd. (A Shares) | | 91,200 | 256,656 |
Will Semiconductor Ltd. | | 15,700 | 352,894 |
Wingtech Technology Co. Ltd. (A Shares) | | 28,400 | 278,548 |
Winning Health Technology Group Co. Ltd. (A Shares) | | 230,004 | 274,466 |
Wuhan Guide Infrared Co. Ltd. (A Shares) | | 68,740 | 159,058 |
Wuliangye Yibin Co. Ltd. (A Shares) | | 68,900 | 1,678,368 |
WuXi AppTec Co. Ltd. | | 10,416 | 161,387 |
WuXi AppTec Co. Ltd. (H Shares) (c) | | 146,597 | 1,993,983 |
Wuxi Shangji Automation Co. Ltd. (A Shares) | | 8,600 | 157,243 |
Xiamen Faratronic Co. Ltd. (A Shares) | | 8,200 | 179,798 |
Xinjiang Goldwind Science & Technology Co. Ltd. (H Shares) | | 333,992 | 474,718 |
Yankuang Energy Group Co. Ltd. (H Shares) | | 532,000 | 1,500,862 |
Yealink Network Technology Corp. Ltd. | | 19,800 | 231,536 |
Yihai Kerry Arawana Holdings Co. Ltd. (A Shares) | | 26,600 | 192,107 |
YongXing Special Materials Technology Co. Ltd. (A Shares) | | 11,200 | 173,121 |
Yonyou Network Technology Co. Ltd. (A Shares) | | 128,259 | 367,618 |
YTO Express Group Co. Ltd. (A Shares) | | 42,400 | 114,391 |
Yunda Holding Co. Ltd. (A Shares) | | 73,060 | 168,949 |
Yunnan Baiyao Group Co. Ltd. (A Shares) | | 32,100 | 368,686 |
Yunnan Energy New Material Co. Ltd. | | 15,300 | 464,484 |
Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. (A Shares) | | 8,400 | 385,825 |
Zhaojin Mining Industry Co. Ltd. (H Shares) | | 424,000 | 403,043 |
Zhejiang Century Huatong Group Co. Ltd. (A Shares) (a) | | 483,600 | 346,008 |
Zhejiang Chint Electric Co. Ltd. (A Shares) | | 34,900 | 170,375 |
Zhejiang Dahua Technology Co. Ltd. (A Shares) | | 51,300 | 128,472 |
Zhejiang Expressway Co. Ltd. (H Shares) | | 408,000 | 336,357 |
Zhejiang Huayou Cobalt Co. Ltd. (A Shares) | | 24,200 | 297,918 |
Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. (A Shares) | | 24,200 | 182,562 |
Zhejiang Longsheng Group Co. Ltd. (A Shares) | | 78,100 | 118,505 |
Zhejiang NHU Co. Ltd. (A Shares) | | 78,700 | 317,293 |
Zhejiang Sanhua Intelligent Controls Co. Ltd. (A Shares) | | 70,000 | 175,604 |
Zhejiang Semir Garment Co. Ltd. (A Shares) | | 161,500 | 158,301 |
Zhejiang Yongtai Technology Co. Ltd. (A Shares) (a) | | 24,700 | 92,851 |
ZhongAn Online P & C Insurance Co. Ltd. (H Shares) (a)(b)(c) | | 201,500 | 692,826 |
Zhuzhou CRRC Times Electric Co. Ltd. (H Shares) | | 154,800 | 608,561 |
Zijin Mining Group Co. Ltd. (H Shares) | | 2,158,000 | 3,142,283 |
Zoomlion Heavy Industry Science and Technology Co. Ltd.: | | | |
(A Shares) | | 216,400 | 188,547 |
(H Shares) | | 316,400 | 185,001 |
ZTE Corp. (H Shares) | | 316,800 | 665,156 |
|
TOTAL CHINA | | | 246,197,635 |
|
Colombia - 0.1% | | | |
Bancolombia SA | | 84,489 | 828,667 |
Cementos Argos SA | | 111,409 | 169,028 |
Corporacion Financiera Colombiana SA | | 28,024 | 205,330 |
Ecopetrol SA | | 1,471,978 | 1,192,310 |
Grupo Argos SA | | 79,130 | 287,891 |
Grupo de Inversiones Suramerica SA | | 33,634 | 340,759 |
Interconexion Electrica SA ESP | | 139,289 | 765,773 |
|
TOTAL COLOMBIA | | | 3,789,758 |
|
Cyprus - 0.0% | | | |
Ozon Holdings PLC ADR (a)(e) | | 17,054 | 46,594 |
TCS Group Holding PLC unit (e) | | 36,283 | 60,252 |
|
TOTAL CYPRUS | | | 106,846 |
|
Czech Republic - 0.0% | | | |
CEZ A/S | | 47,168 | 2,024,000 |
Komercni Banka A/S | | 28,622 | 949,664 |
MONETA Money Bank A/S (c) | | 148,575 | 557,292 |
|
TOTAL CZECH REPUBLIC | | | 3,530,956 |
|
Denmark - 1.6% | | | |
A.P. Moller - Maersk A/S: | | | |
Series A | | 882 | 2,496,625 |
Series B | | 1,722 | 4,983,859 |
ALK-Abello A/S (a) | | 38,500 | 839,829 |
Alm. Brand A/S | | 284,299 | 490,690 |
Ambu A/S Series B (b) | | 47,870 | 630,087 |
Bavarian Nordic A/S (a) | | 17,980 | 341,096 |
Better Collective A/S (a) | | 9,044 | 139,398 |
Carlsberg A/S Series B | | 29,234 | 3,713,689 |
Chemometec A/S | | 4,722 | 533,787 |
Chr. Hansen Holding A/S | | 31,367 | 2,443,794 |
Coloplast A/S Series B | | 36,523 | 4,920,695 |
D/S Norden A/S | | 8,996 | 334,252 |
Danske Bank A/S | | 199,390 | 3,058,412 |
Demant A/S (a) | | 36,260 | 1,593,393 |
DFDS A/S | | 11,879 | 460,035 |
DSV A/S | | 59,912 | 9,822,677 |
FLSmidth & Co. A/S | | 15,896 | 435,742 |
Genmab A/S (a) | | 19,869 | 6,986,768 |
GN Store Nord A/S | | 37,478 | 1,406,532 |
H Lundbeck A/S | | 17,749 | 406,774 |
ISS A/S (a) | | 50,821 | 834,179 |
Jyske Bank A/S (Reg.) (a) | | 17,572 | 971,629 |
Matas A/S | | 18,241 | 253,221 |
Netcompany Group A/S (a)(c) | | 12,804 | 712,059 |
Nilfisk Holding A/S (a) | | 5,420 | 151,727 |
NKT A/S (a) | | 13,900 | 662,466 |
NNIT A/S (a)(c) | | 3,587 | 44,249 |
Novo Nordisk A/S Series B | | 503,951 | 57,564,453 |
Novozymes A/S Series B | | 60,701 | 4,231,440 |
ORSTED A/S (c) | | 57,194 | 6,327,401 |
Pandora A/S | | 32,637 | 2,865,740 |
Per Aarsleff Holding A/S | | 4,622 | 177,377 |
Ringkjoebing Landbobank A/S | | 7,801 | 956,623 |
Rockwool International A/S Series B | | 2,502 | 699,760 |
Royal Unibrew A/S | | 14,995 | 1,292,437 |
Scandinavian Tobacco Group A/S (c) | | 21,748 | 453,353 |
Schouw & Co. | | 3,192 | 244,032 |
SimCorp A/S | | 12,032 | 842,319 |
Solar Holding A/S | | 1,276 | 151,324 |
Spar Nord Bank A/S | | 26,405 | 335,253 |
Sydbank A/S | | 32,911 | 1,131,245 |
The Drilling Co. of 1972 A/S (a) | | 6,568 | 327,534 |
Topdanmark A/S | | 15,007 | 842,132 |
Tryg A/S | | 111,843 | 2,659,305 |
Vestas Wind Systems A/S | | 303,291 | 7,734,226 |
Zealand Pharma A/S (a) | | 12,255 | 138,175 |
|
TOTAL DENMARK | | | 138,641,793 |
|
Egypt - 0.0% | | | |
Commercial International Bank SAE | | 556,079 | 1,347,341 |
Eastern Co. SAE | | 409,424 | 238,480 |
EFG-Hermes Holding SAE | | 295,948 | 272,259 |
Elsewedy Electric Co. | | 455,113 | 192,728 |
Fawry for Banking & Payment Technology Services SAE (a) | | 311,102 | 77,733 |
Fawry for Banking & Payment Technology Services SAE rights 5/11/22 (a) | | 291,549 | 60,549 |
Talaat Moustafa Group Holding | | 527,072 | 248,000 |
|
TOTAL EGYPT | | | 2,437,090 |
|
Faroe Islands - 0.0% | | | |
Bakkafrost | | 14,481 | 994,237 |
Finland - 0.8% | | | |
Cargotec Corp. (B Shares) | | 11,404 | 394,858 |
Caverion Oyj | | 52,370 | 256,488 |
Citycon Oyj | | 39,588 | 281,374 |
Elisa Corp. (A Shares) | | 42,879 | 2,513,627 |
Fortum Corp. | | 135,363 | 2,250,526 |
Harvia Oyj (b) | | 5,696 | 195,108 |
Huhtamaki Oyj | | 29,719 | 1,123,386 |
Kemira Oyj | | 42,358 | 555,617 |
Kesko Oyj | | 83,220 | 2,095,185 |
Kojamo OYJ | | 36,888 | 733,820 |
Kone OYJ (B Shares) | | 101,415 | 4,875,799 |
Konecranes Oyj | | 19,978 | 561,456 |
Marimekko Oyj | | 6,965 | 97,041 |
Metsa Board OYJ (B Shares) | | 59,887 | 645,391 |
Metso Outotec Oyj | | 197,859 | 1,684,761 |
Musti Group OYJ | | 11,942 | 280,978 |
Neste OYJ | | 128,137 | 5,498,207 |
Nokia Corp. | | 1,606,620 | 8,145,676 |
Nokian Tyres PLC | | 41,208 | 553,365 |
Nordea Bank ABP | | 956,479 | 9,536,177 |
Oriola-KD Oyj | | 62,325 | 135,428 |
Orion Oyj (B Shares) | | 32,873 | 1,289,362 |
Outokumpu Oyj (A Shares) | | 109,071 | 535,458 |
Qt Group Oyj (a) | | 5,607 | 488,514 |
Revenio Group Oyj | | 7,808 | 371,531 |
Sampo Oyj (A Shares) | | 148,164 | 7,194,468 |
Sanoma Corp. | | 24,593 | 310,659 |
Stora Enso Oyj (R Shares) | | 175,405 | 3,451,883 |
TietoEVRY Oyj | | 24,956 | 626,077 |
Tokmanni Group Corp. | | 14,591 | 189,605 |
UPM-Kymmene Corp. | | 163,170 | 5,644,424 |
Uponor Oyj | | 18,038 | 316,943 |
Valmet Corp. | | 54,403 | 1,456,954 |
Wartsila Corp. | | 142,625 | 1,145,256 |
YIT OYJ | | 47,940 | 192,964 |
|
TOTAL FINLAND | | | 65,628,366 |
|
France - 5.8% | | | |
AB Science SA (a) | | 8,184 | 90,638 |
Accor SA (a) | | 54,776 | 1,799,590 |
Aeroports de Paris SA (a) | | 9,243 | 1,307,422 |
Air France KLM (Reg.) (a)(b) | | 78,997 | 325,409 |
Air Liquide SA | | 141,488 | 24,478,610 |
Albioma SA | | 9,985 | 530,766 |
ALD SA (c) | | 31,050 | 422,217 |
Alstom SA | | 98,309 | 2,160,871 |
Altarea SCA | | 1,138 | 174,179 |
ALTEN | | 8,805 | 1,181,699 |
Amundi SA (c) | | 19,072 | 1,146,800 |
Arkema SA | | 18,260 | 2,080,624 |
Atos SE | | 29,816 | 726,364 |
AXA SA (b) | | 578,370 | 15,300,800 |
Beneteau SA (a) | | 9,748 | 122,386 |
BIC SA | | 6,860 | 409,330 |
bioMerieux SA | | 12,293 | 1,170,317 |
BNP Paribas SA | | 336,999 | 17,473,866 |
Boiron SA | | 4,065 | 178,544 |
Bollore SA | | 251,506 | 1,173,634 |
Bonduelle SCA | | 8,084 | 136,277 |
Bouygues SA | | 66,064 | 2,271,495 |
Bureau Veritas SA | | 90,935 | 2,612,263 |
Capgemini SA | | 47,179 | 9,604,656 |
Carmila SA | | 15,084 | 234,633 |
Carrefour SA | | 185,095 | 3,925,414 |
Casino Guichard Perrachon SA (a)(b) | | 12,307 | 215,630 |
Cellectis SA (a) | | 14,046 | 49,851 |
CGG SA (a) | | 188,659 | 217,040 |
Chargeurs SA | | 5,467 | 99,019 |
CNP Assurances | | 55,118 | 1,211,191 |
Coface SA | | 32,744 | 392,544 |
Compagnie de St. Gobain | | 152,033 | 8,869,331 |
Compagnie Generale des Etablissements Michelin SCA Series B | | 50,183 | 6,215,666 |
Covivio | | 16,479 | 1,173,594 |
Credit Agricole SA | | 361,904 | 3,907,864 |
Danone SA | | 195,280 | 11,808,823 |
Dassault Aviation SA | | 7,798 | 1,308,544 |
Dassault Systemes SA | | 196,467 | 8,688,627 |
Derichebourg | | 37,827 | 341,364 |
Edenred SA | | 74,203 | 3,726,635 |
EDF SA (b) | | 179,708 | 1,633,734 |
Eiffage SA | | 25,173 | 2,485,802 |
Elior SA (a)(c) | | 35,209 | 107,506 |
Elis SA | | 55,099 | 790,188 |
Engie SA (b) | | 545,327 | 6,435,120 |
Eramet SA | | 3,771 | 502,606 |
Esker SA | | 1,776 | 299,156 |
EssilorLuxottica SA | | 85,632 | 14,578,661 |
Eurazeo SA | | 11,137 | 855,757 |
Europcar Groupe SA (a)(c) | | 578,581 | 306,172 |
Eutelsat Communications | | 48,595 | 540,056 |
Faurecia SA | | 38,979 | 847,325 |
Fnac Darty SA | | 6,694 | 331,436 |
Gaztransport et Technigaz SA | | 7,304 | 869,750 |
Gecina SA | | 13,572 | 1,528,861 |
Getlink SE | | 127,025 | 2,324,445 |
Hermes International SCA | | 9,465 | 11,670,888 |
ICADE | | 9,895 | 590,790 |
ID Logistics Group (a) | | 1,101 | 350,631 |
Imerys SA | | 13,364 | 525,750 |
Interparfums SA | | 6,543 | 363,043 |
Ipsen SA | | 10,832 | 1,122,886 |
Ipsos SA | | 11,801 | 568,113 |
JCDecaux SA (a) | | 16,902 | 354,318 |
Kaufman & Broad SA | | 4,651 | 141,449 |
Kering SA | | 22,333 | 11,882,772 |
Klepierre SA | | 65,712 | 1,572,859 |
Korian SA | | 22,248 | 467,229 |
L'Oreal SA | | 74,798 | 27,212,258 |
La Francaise des Jeux SAEM (c) | | 30,264 | 1,130,087 |
Lagardere S.C.A. (Reg.) | | 13,778 | 360,869 |
Legrand SA | | 79,535 | 7,047,929 |
LISI | | 7,750 | 175,218 |
LVMH Moet Hennessy Louis Vuitton SE | | 82,987 | 53,703,819 |
Maisons du Monde SA (c) | | 11,390 | 194,254 |
McPhy Energy SA (a)(b) | | 5,945 | 108,599 |
Mercialys SA | | 26,101 | 252,053 |
Mersen SA | | 6,210 | 205,401 |
Neoen SA (c) | | 14,655 | 585,551 |
Nexans SA | | 7,847 | 714,763 |
Nexity | | 14,813 | 449,814 |
Orange SA | | 580,439 | 6,910,355 |
Orpea | | 16,246 | 580,995 |
Pernod Ricard SA | | 62,840 | 12,969,185 |
Peugeot Invest | | 1,594 | 178,132 |
Plastic Omnium SA | | 20,842 | 337,385 |
Publicis Groupe SA | | 68,209 | 4,095,044 |
Quadient SA | | 11,190 | 209,267 |
Remy Cointreau SA | | 6,724 | 1,332,924 |
Renault SA (a) | | 60,337 | 1,474,251 |
Rexel SA | | 69,812 | 1,430,075 |
Rubis SCA | | 27,887 | 741,724 |
Safran SA | | 101,495 | 10,900,405 |
Sanofi SA | | 340,621 | 36,001,914 |
Sartorius Stedim Biotech | | 8,323 | 2,723,527 |
Schneider Electric SA | | 161,983 | 23,239,553 |
SCOR SE | | 48,515 | 1,371,705 |
SEB SA | | 8,457 | 1,015,578 |
SES-imagotag SA (a) | | 1,280 | 117,743 |
Societe Generale Series A | | 243,499 | 5,852,266 |
Sodexo SA | | 26,800 | 2,016,045 |
Soitec SA (a) | | 6,741 | 1,207,543 |
Sopra Steria Group | | 4,703 | 833,505 |
SPIE SA | | 43,110 | 1,014,639 |
Teleperformance | | 17,453 | 6,264,074 |
Television Francaise 1 SA | | 15,595 | 132,077 |
Thales SA | | 31,425 | 4,023,185 |
TotalEnergies SE | | 750,486 | 36,851,095 |
Trigano SA | | 2,948 | 379,824 |
Ubisoft Entertainment SA (a) | | 31,181 | 1,409,784 |
Valeo SA | | 72,284 | 1,314,204 |
Vallourec SA (a) | | 44,225 | 521,111 |
Valneva SE (a)(b) | | 21,476 | 274,956 |
Veolia Environnement SA | | 197,317 | 5,757,033 |
Verallia SA (c) | | 28,530 | 784,271 |
Vicat SA | | 9,264 | 278,578 |
VINCI SA | | 160,702 | 15,593,535 |
Virbac SA | | 1,374 | 554,749 |
Vivendi SA | | 227,411 | 2,611,947 |
Wendel SA | | 7,125 | 709,894 |
Worldline SA (a)(c) | | 71,557 | 2,815,353 |
X-Fab Silicon Foundries SE (a)(c) | | 9,941 | 70,377 |
|
TOTAL FRANCE | | | 492,352,252 |
|
Germany - 4.5% | | | |
Aareal Bank AG (b) | | 20,889 | 711,767 |
Adesso AG | | 750 | 146,999 |
adidas AG | | 56,759 | 11,445,975 |
Aixtron AG | | 34,960 | 896,261 |
Allianz SE | | 120,898 | 27,278,714 |
Amadeus Fire AG | | 1,925 | 269,433 |
AURELIUS AG | | 9,948 | 265,022 |
Aurubis AG | | 10,616 | 1,206,396 |
BASF AG | | 275,038 | 14,484,317 |
Bayer AG | | 293,964 | 19,363,716 |
Bayerische Motoren Werke AG (BMW) | | 86,540 | 7,067,357 |
BayWa AG | | 7,017 | 334,626 |
Bechtle AG | | 24,610 | 1,137,221 |
Befesa SA (c) | | 11,397 | 711,754 |
Beiersdorf AG | | 29,960 | 3,009,197 |
Bertrandt AG | | 1,967 | 91,380 |
Bilfinger Berger AG | | 11,180 | 449,966 |
Borussia Dortmund GmbH & Co. KGaA (a) | | 32,518 | 127,359 |
Brenntag SE | | 45,073 | 3,477,989 |
CANCOM AG | | 11,726 | 566,219 |
Carl Zeiss Meditec AG | | 12,109 | 1,520,946 |
CECONOMY AG | | 44,468 | 152,355 |
Cewe Stiftung & Co. KGAA (b) | | 3,508 | 320,202 |
Commerzbank AG (a) | | 299,781 | 1,957,068 |
CompuGroup Medical AG | | 7,595 | 405,975 |
Continental AG | | 33,346 | 2,285,572 |
Corestate Capital Holding SA (b) | | 8,354 | 72,425 |
Covestro AG (c) | | 58,441 | 2,516,209 |
CTS Eventim AG (a) | | 15,460 | 1,061,114 |
Daimler Truck Holding AG (a) | | 123,765 | 3,328,626 |
Datagroup AG | | 1,109 | 92,262 |
Delivery Hero AG (a)(c) | | 49,593 | 1,743,341 |
Dermapharm Holding SE | | 6,086 | 344,106 |
Deutsche Bank AG | | 621,323 | 6,212,816 |
Deutsche Beteiligungs AG | | 6,402 | 198,950 |
Deutsche Borse AG | | 56,595 | 9,852,882 |
Deutsche EuroShop AG | | 16,131 | 267,263 |
Deutsche Lufthansa AG (a)(b) | | 172,429 | 1,282,798 |
Deutsche Pfandbriefbank AG (c) | | 58,648 | 738,123 |
Deutsche Post AG | | 296,134 | 12,651,582 |
Deutsche Telekom AG | | 965,987 | 17,794,601 |
Deutz AG | | 34,352 | 152,254 |
DIC Asset AG | | 29,110 | 407,246 |
Draegerwerk AG & Co. KGaA | | 423 | 19,398 |
Duerr AG | | 15,310 | 397,903 |
E.ON AG | | 664,696 | 6,917,465 |
Eckert & Ziegler Strahlen-und Medizintechnik AG | | 4,912 | 246,489 |
ELMOS Semiconductor AG | | 2,288 | 114,092 |
ElringKlinger AG | | 7,581 | 62,849 |
Encavis AG | | 71,479 | 1,560,433 |
Energiekontor AG | | 1,718 | 164,114 |
Evonik Industries AG | | 63,315 | 1,656,092 |
Evotec OAI AG (a) | | 46,464 | 1,131,326 |
Fielmann AG | | 3,531 | 178,499 |
Flatex AG (a) | | 14,968 | 255,647 |
Fraport AG Frankfurt Airport Services Worldwide (a) | | 10,571 | 564,907 |
Freenet AG | | 36,948 | 1,022,286 |
Fresenius Medical Care AG & Co. KGaA | | 60,347 | 3,752,791 |
Fresenius SE & Co. KGaA | | 124,099 | 4,386,645 |
GEA Group AG | | 46,684 | 1,817,243 |
Gerresheimer AG | | 8,952 | 621,827 |
GFT Technologies AG | | 6,046 | 240,150 |
Global Fashion Group SA (a) | | 20,550 | 39,130 |
Grenkeleasing AG | | 9,588 | 252,933 |
Hamborner (REIT) AG | | 37,362 | 348,710 |
Hamburger Hafen und Logistik AG | | 6,581 | 107,096 |
Hannover Reuck SE | | 18,111 | 2,815,004 |
HeidelbergCement AG | | 44,940 | 2,588,877 |
Heidelberger Druckmaschinen AG (a) | | 93,913 | 207,489 |
HelloFresh AG (a) | | 50,576 | 2,131,992 |
Henkel AG & Co. KGaA | | 40,643 | 2,579,251 |
Hensoldt AG | | 11,638 | 324,106 |
Hochtief AG | | 7,647 | 462,784 |
Hornbach Holding AG & Co. KGaA | | 3,356 | 401,726 |
Hugo Boss AG | | 27,563 | 1,545,814 |
Hypoport AG (a) | | 1,082 | 299,123 |
INDUS Holding AG | | 6,012 | 171,029 |
Infineon Technologies AG | | 386,619 | 10,973,492 |
Instone Real Estate Group BV (c) | | 26,411 | 405,463 |
Jenoptik AG | | 16,398 | 460,928 |
JOST Werke AG (c) | | 6,321 | 244,492 |
K+S AG | | 58,483 | 1,964,327 |
KION Group AG | | 21,735 | 1,209,030 |
Kloeckner & Co. AG | | 22,116 | 284,893 |
Knorr-Bremse AG | | 22,011 | 1,569,706 |
Koenig & Bauer AG (a) | | 5,449 | 106,353 |
Krones AG | | 14,129 | 1,090,951 |
KWS Saat AG | | 5,989 | 441,945 |
Lanxess AG | | 26,373 | 1,019,476 |
LEG Immobilien AG | | 21,556 | 2,210,148 |
LPKF Laser & Electronics AG (b) | | 10,028 | 126,050 |
Mercedes-Benz Group AG (Germany) | | 256,290 | 17,889,352 |
Merck KGaA | | 38,509 | 7,144,475 |
Metro Wholesale & Food Specialist AG | | 41,563 | 365,087 |
Morphosys AG (a)(b) | | 13,817 | 291,301 |
MTU Aero Engines AG | | 15,495 | 3,124,810 |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | | 41,727 | 9,936,897 |
Nagarro SE (a) | | 3,165 | 445,006 |
Nemetschek Se | | 16,288 | 1,292,524 |
New Work SE | | 1,655 | 281,907 |
Nordex Se (a) | | 33,274 | 480,215 |
NORMA Group AG | | 10,602 | 261,550 |
Patrizia Immobilien AG | | 16,899 | 289,059 |
Pfeiffer Vacuum Technology AG | | 1,055 | 187,806 |
ProSiebenSat.1 Media AG | | 50,199 | 577,579 |
Puma AG | | 31,930 | 2,349,365 |
PVA TePla AG (a) | | 6,231 | 153,797 |
Rational AG | | 1,548 | 944,349 |
Rheinmetall AG | | 13,488 | 3,040,521 |
RWE AG | | 192,471 | 7,991,278 |
Salzgitter AG | | 10,324 | 428,544 |
SAP SE | | 310,840 | 31,502,392 |
Schaeffler AG | | 23,144 | 124,290 |
Scout24 AG (c) | | 25,316 | 1,601,195 |
secunet Security Network AG | | 339 | 143,528 |
Shop Apotheke Europe NV (a)(c) | | 4,809 | 396,593 |
Siemens AG | | 228,825 | 28,135,177 |
Siemens Energy AG | | 119,878 | 2,309,123 |
Siemens Healthineers AG (c) | | 84,018 | 4,492,438 |
Siltronic AG | | 4,955 | 465,320 |
Sixt SE | | 5,550 | 721,569 |
SMA Solar Technology AG (b) | | 4,825 | 219,580 |
Software AG (Bearer) | | 14,327 | 440,982 |
STRATEC Biomedical Systems AG (b) | | 2,630 | 297,679 |
Stroeer SE & Co. KGaA | | 7,007 | 419,204 |
Suedzucker AG (Bearer) | | 33,340 | 434,208 |
Symrise AG | | 39,777 | 4,733,237 |
Synlab AG | | 21,055 | 314,213 |
TAG Immobilien AG | | 43,640 | 872,165 |
Takkt AG | | 10,011 | 161,742 |
TeamViewer AG (a)(c) | | 46,235 | 554,776 |
Telefonica Deutschland Holding AG | | 340,532 | 1,024,160 |
Thyssenkrupp AG (a) | | 121,468 | 931,542 |
TUI AG (GB) (a)(b) | | 368,863 | 1,051,629 |
Uniper SE | | 29,674 | 762,760 |
United Internet AG | | 30,943 | 995,463 |
Varta AG (b) | | 5,204 | 486,916 |
VERBIO Vereinigte BioEnergie AG | | 8,272 | 586,190 |
Vitesco Technologies Group AG (a) | | 6,103 | 245,264 |
Volkswagen AG | | 12,102 | 2,624,459 |
Vonovia SE | | 220,763 | 8,795,417 |
Vossloh AG | | 8,400 | 320,447 |
Wacker Chemie AG | | 4,857 | 770,651 |
Wacker Construction Equipment AG | | 8,214 | 170,540 |
Wustenrot & Wurttembergische AG | | 15,478 | 291,952 |
Zalando SE (a)(c) | | 67,530 | 2,657,053 |
|
TOTAL GERMANY | | | 377,422,134 |
|
Gibraltar - 0.0% | | | |
888 Holdings PLC | | 129,245 | 308,615 |
Greece - 0.1% | | | |
Alpha Bank SA (a) | | 683,363 | 769,223 |
Athens Water Supply & Sewage Co. SA | | 7,606 | 56,742 |
Eurobank Ergasias Services and Holdings SA (a) | | 825,362 | 853,048 |
Ff Group (a)(e) | | 881 | 1,115 |
GEK Terna Holding Real Estate Construction SA (a) | | 14,236 | 146,060 |
Hellenic Telecommunications Organization SA | | 69,718 | 1,341,239 |
Holding Co. ADMIE IPTO SA | | 49,556 | 118,856 |
Jumbo SA | | 27,574 | 446,916 |
Motor Oil (HELLAS) Corinth Refineries SA | | 20,781 | 328,759 |
Mytilineos SA | | 26,511 | 490,927 |
National Bank of Greece SA (a) | | 204,837 | 812,481 |
OPAP SA | | 65,468 | 970,392 |
Piraeus Financial Holdings SA (a) | | 189,501 | 273,576 |
Public Power Corp. of Greece (a) | | 65,616 | 525,342 |
Terna Energy SA | | 15,348 | 286,852 |
|
TOTAL GREECE | | | 7,421,528 |
|
Hong Kong - 1.6% | | | |
AIA Group Ltd. | | 3,631,800 | 35,677,930 |
Bank of East Asia Ltd. | | 349,192 | 516,706 |
Beijing Enterprises Holdings Ltd. | | 160,000 | 540,904 |
Beijing Tong Ren Tang Chinese Medicine Co. Ltd. | | 63,000 | 90,888 |
BOC Hong Kong (Holdings) Ltd. | | 1,114,500 | 4,034,336 |
BYD Electronic International Co. Ltd. | | 202,000 | 402,657 |
Champion (REIT) | | 781,000 | 342,021 |
China Everbright International Ltd. | | 1,292,370 | 758,586 |
China Everbright Ltd. | | 326,000 | 312,389 |
China Jinmao Holdings Group Ltd. | | 1,890,000 | 621,158 |
China Merchants Holdings International Co. Ltd. | | 445,671 | 778,051 |
China Overseas Grand Oceans Group Ltd. | | 737,500 | 429,289 |
China Overseas Land and Investment Ltd. | | 1,133,500 | 3,501,699 |
China Power International Development Ltd. | | 1,643,042 | 794,437 |
China Resources Beer Holdings Co. Ltd. | | 434,666 | 2,553,159 |
China Resources Power Holdings Co. Ltd. | | 562,000 | 1,056,746 |
China South City Holdings Ltd. | | 2,034,000 | 191,822 |
China Taiping Insurance Group Ltd. | | 612,800 | 700,593 |
China Tobacco International Co. Ltd. | | 85,000 | 134,916 |
China Traditional Chinese Medicine Holdings Co. Ltd. | | 1,022,000 | 497,941 |
CITIC 1616 Holdings Ltd. | | 445,000 | 159,694 |
CITIC Pacific Ltd. | | 1,692,000 | 1,750,391 |
CLP Holdings Ltd. | | 479,000 | 4,674,263 |
CSPC Pharmaceutical Group Ltd. | | 2,765,600 | 2,827,401 |
Dah Sing Banking Group Ltd. | | 209,200 | 175,808 |
Dah Sing Financial Holdings Ltd. | | 74,800 | 217,662 |
Far East Horizon Ltd. | | 483,000 | 393,973 |
Fortune (REIT) | | 502,000 | 438,608 |
Fosun International Ltd. | | 918,000 | 967,473 |
Galaxy Entertainment Group Ltd. | | 664,000 | 3,788,897 |
Ganfeng Lithium Co. Ltd. (H Shares) (c) | | 36,600 | 438,073 |
Genertec Universal Medical Group Co. Ltd. (c) | | 305,000 | 195,940 |
Guangdong Investment Ltd. | | 920,000 | 1,177,915 |
Hang Lung Group Ltd. | | 243,000 | 474,456 |
Hang Lung Properties Ltd. | | 659,000 | 1,260,384 |
Hang Seng Bank Ltd. | | 228,400 | 4,043,929 |
Henderson Land Development Co. Ltd. | | 438,345 | 1,772,674 |
Hong Kong & China Gas Co. Ltd. | | 3,303,038 | 3,642,989 |
Hong Kong & Shanghai Hotels Ltd. (a) | | 159,517 | 158,360 |
Hong Kong Exchanges and Clearing Ltd. | | 362,274 | 15,367,292 |
Hong Kong Television Network Ltd. | | 276,000 | 233,902 |
Hua Hong Semiconductor Ltd. (a)(c) | | 152,000 | 590,257 |
Hysan Development Co. Ltd. | | 190,000 | 559,025 |
Jinmao Property Services Co. Ltd. | | 1,427 | 1,047 |
Lenovo Group Ltd. | | 2,196,000 | 2,132,323 |
Link (REIT) | | 626,557 | 5,412,065 |
Melco International Development Ltd. (a) | | 258,000 | 203,707 |
MMG Ltd. (a) | | 1,108,000 | 467,218 |
MTR Corp. Ltd. | | 428,528 | 2,276,815 |
New World Development Co. Ltd. | | 425,822 | 1,628,681 |
PCCW Ltd. | | 1,432,886 | 811,820 |
Poly Property Group Co. Ltd. | | 726,000 | 182,395 |
Power Assets Holdings Ltd. | | 400,000 | 2,691,509 |
Shanghai Industrial Holdings Ltd. | | 194,000 | 285,770 |
Shenzhen Investment Ltd. | | 962,810 | 207,713 |
Shougang Fushan Resources Group Ltd. | | 926,335 | 346,145 |
Shun Tak Holdings Ltd. (a) | | 450,000 | 91,161 |
Sino Land Ltd. | | 1,008,350 | 1,332,820 |
Sino-Ocean Group Holding Ltd. | | 1,136,500 | 214,622 |
Sinotruk Hong Kong Ltd. | | 273,000 | 330,200 |
SJM Holdings Ltd. (a) | | 721,000 | 302,866 |
Sun Art Retail Group Ltd. | | 695,000 | 215,737 |
Sun Hung Kai Properties Ltd. | | 383,000 | 4,411,046 |
Sunlight (REIT) | | 313,000 | 152,919 |
Swire Pacific Ltd. (A Shares) | | 150,500 | 857,234 |
Swire Properties Ltd. | | 372,800 | 893,436 |
Techtronic Industries Co. Ltd. | | 417,000 | 5,566,160 |
Vitasoy International Holdings Ltd. | | 262,000 | 475,026 |
Wharf Holdings Ltd. | | 428,000 | 1,253,998 |
Yuexiu (REIT) | | 1,167,000 | 466,129 |
Yuexiu Property Co. Ltd. | | 428,400 | 445,756 |
|
TOTAL HONG KONG | | | 132,901,912 |
|
Hungary - 0.1% | | | |
Magyar Telekom PLC | | 169,238 | 183,407 |
MOL Hungarian Oil and Gas PLC Series A (For. Reg.) | | 116,429 | 993,176 |
OTP Bank PLC | | 67,024 | 2,019,211 |
Richter Gedeon PLC | | 40,215 | 802,087 |
|
TOTAL HUNGARY | | | 3,997,881 |
|
India - 4.1% | | | |
3M India Ltd. (a) | | 772 | 200,430 |
Aarti Industries Ltd. | | 24,342 | 282,413 |
Aarti Industries Ltd. | | 71,579 | 824,206 |
Aavas Financiers Ltd. (a) | | 12,419 | 367,975 |
ACC Ltd. | | 30,896 | 933,477 |
Adani Enterprises Ltd. | | 79,538 | 2,404,982 |
Adani Green Energy Ltd. (a) | | 119,970 | 4,484,044 |
Adani Ports & Special Economic Zone Ltd. | | 142,839 | 1,584,924 |
Adani Power Ltd. (a) | | 248,213 | 894,312 |
Adani Total Gas Ltd. (a) | | 80,726 | 2,561,581 |
Adani Transmissions Ltd. (a) | | 85,046 | 3,071,701 |
Aditya Birla Capital Ltd. (a) | | 203,614 | 318,389 |
Aditya Birla Fashion and Retail Ltd. (a) | | 92,087 | 340,199 |
Affle (India) Ltd. (a) | | 15,920 | 249,769 |
AIA Engineering Ltd. | | 18,091 | 456,416 |
Ajanta Pharma Ltd. | | 13,757 | 308,555 |
Alembic Pharmaceuticals Ltd. | | 40,754 | 413,472 |
Alkyl Amines Chemicals | | 7,050 | 290,355 |
Alok Industries Ltd. (a) | | 464,063 | 153,994 |
Amara Raja Batteries Ltd. | | 71,049 | 518,084 |
Ambuja Cements Ltd. | | 217,049 | 1,048,935 |
APL Apollo Tubes Ltd. | | 51,993 | 692,539 |
Apollo Hospitals Enterprise Ltd. | | 30,336 | 1,754,535 |
Apollo Tyres Ltd. | | 129,115 | 341,828 |
Ashok Leyland Ltd. | | 419,230 | 688,962 |
Asian Paints Ltd. | | 113,898 | 4,795,247 |
Astral Poly Technik Ltd. | | 28,576 | 797,921 |
Atul Ltd. | | 4,782 | 555,363 |
AU Small Finance Bank Ltd. (a)(c) | | 24,383 | 438,614 |
Aurobindo Pharma Ltd. | | 92,162 | 752,661 |
Avenue Supermarts Ltd. (a)(c) | | 49,310 | 2,522,862 |
Axis Bank Ltd. (a) | | 704,035 | 6,628,599 |
Bajaj Auto Ltd. | | 20,575 | 997,425 |
Bajaj Electricals Ltd. (a) | | 20,417 | 291,092 |
Bajaj Finance Ltd. | | 79,852 | 6,875,080 |
Bajaj Finserv Ltd. | | 11,303 | 2,175,774 |
Balkrishna Industries Ltd. | | 30,598 | 851,006 |
Balrampur Chini Mills Ltd. | | 52,736 | 303,361 |
Bandhan Bank Ltd. (c) | | 205,743 | 891,096 |
Bata India Ltd. | | 20,373 | 515,836 |
Bayer CropScience Ltd. | | 4,485 | 271,562 |
Berger Paints India Ltd. | | 88,511 | 828,893 |
Bharat Electronics Ltd. | | 405,580 | 1,253,764 |
Bharat Forge Ltd. | | 88,827 | 806,702 |
Bharat Heavy Electricals Ltd. (a) | | 239,124 | 162,763 |
Bharat Petroleum Corp. Ltd. | | 273,310 | 1,284,635 |
Bharti Airtel Ltd. (a) | | 765,198 | 7,334,974 |
Biocon Ltd. (a) | | 154,331 | 739,362 |
Birlasoft Ltd. | | 56,051 | 298,302 |
Blue Star Ltd. | | 28,072 | 415,323 |
Brigade Enterprises Ltd. | | 33,446 | 196,891 |
Brightcom Group Ltd. | | 223,007 | 241,709 |
Britannia Industries Ltd. | | 34,387 | 1,465,789 |
BSE Ltd. | | 36,728 | 428,341 |
Canara Bank Ltd. | | 136,957 | 406,991 |
Carborundum Universal Ltd. | | 41,384 | 413,002 |
Central Depository Services (India) Ltd. (a) | | 26,316 | 469,505 |
CESC Ltd. GDR | | 315,810 | 351,361 |
Cg Power & Industrial Soluti (a) | | 169,486 | 434,634 |
Chambal Fertilizers & Chemicals Ltd. | | 63,703 | 377,186 |
Cholamandalam Financial Holdings Ltd. | | 42,632 | 360,234 |
Cholamandalam Investment and Finance Co. Ltd. | | 118,453 | 1,133,064 |
Cipla Ltd./India (a) | | 141,027 | 1,797,766 |
City Union Bank Ltd. | | 130,985 | 233,049 |
Coal India Ltd. | | 445,822 | 1,055,893 |
Coforge Ltd. | | 6,976 | 378,705 |
Colgate-Palmolive Ltd. | | 49,673 | 1,070,646 |
Computer Age Management Services Private Ltd. | | 9,001 | 288,683 |
Container Corp. of India Ltd. | | 97,359 | 814,915 |
Coromandel International Ltd. | | 48,658 | 566,042 |
CRISIL Ltd. | | 4,663 | 223,442 |
Crompton Greaves Consumer Electricals Ltd. | | 189,683 | 948,412 |
Cummins India Ltd. | | 42,392 | 564,479 |
Cyient Ltd. | | 27,763 | 318,372 |
Dabur India Ltd. | | 201,380 | 1,456,106 |
Dalmia Bharat Ltd. | | 23,611 | 465,840 |
Deepak Nitrite Ltd. | | 23,814 | 714,949 |
Divi's Laboratories Ltd. | | 40,313 | 2,356,988 |
Dixon Technologies India Ltd. | | 9,632 | 548,660 |
DLF Ltd. | | 185,760 | 893,925 |
Dr Lal Pathlabs Ltd. (c) | | 12,785 | 430,821 |
Dr. Reddy's Laboratories Ltd. | | 34,115 | 1,835,112 |
Edelweiss Financial Services Ltd. | | 151,886 | 118,397 |
Eicher Motors Ltd. | | 38,521 | 1,312,528 |
Emami Ltd. | | 71,981 | 459,473 |
Embassy Office Parks (REIT) | | 115,168 | 577,431 |
Endurance Technologies Ltd. (c) | | 13,503 | 213,794 |
Escorts Ltd. | | 22,524 | 478,169 |
Exide Industries Ltd. | | 194,097 | 385,048 |
Federal Bank Ltd. | | 476,450 | 590,684 |
Firstsource Solutions Ltd. | | 142,790 | 230,335 |
Fortis Healthcare Ltd. (a) | | 159,933 | 553,901 |
GAIL India Ltd. | | 493,493 | 1,018,978 |
Gillette India Ltd. | | 3,982 | 273,537 |
Glenmark Pharmaceuticals Ltd. (a) | | 50,349 | 287,782 |
GMR Infrastructure Ltd. (a) | | 695,906 | 338,834 |
GMR Power & Urban Infra Ltd. (a) | | 69,590 | 26,931 |
Godrej Consumer Products Ltd. (a) | | 110,323 | 1,117,424 |
Godrej Industries Ltd. (a) | | 24,980 | 160,158 |
Godrej Properties Ltd. (a) | | 38,778 | 787,753 |
Granules India Ltd. | | 87,786 | 320,926 |
Grasim Industries Ltd. | | 83,721 | 1,837,436 |
Grindwell Norton Ltd. | | 19,165 | 426,348 |
Gujarat Fluorochemicals Ltd. | | 8,702 | 317,003 |
Gujarat Gas Ltd. | | 49,098 | 307,883 |
Gujarat Narmada Valley Fertilizers Co. | | 21,628 | 231,957 |
Gujarat State Petronet Ltd. | | 88,794 | 301,603 |
Happiest Minds Technologies Ltd. | | 20,578 | 265,206 |
Havells India Ltd. | | 76,642 | 1,305,059 |
HCL Technologies Ltd. | | 330,340 | 4,621,328 |
HDFC Asset Management Co. Ltd. (c) | | 17,020 | 450,121 |
HDFC Standard Life Insurance Co. Ltd. (c) | | 277,484 | 2,101,454 |
Hero Motocorp Ltd. | | 36,800 | 1,193,984 |
Hfcl Ltd. (a) | | 237,207 | 226,310 |
Hindalco Industries Ltd. | | 475,889 | 2,959,181 |
Hindustan Petroleum Corp. Ltd. | | 216,191 | 758,910 |
Hindustan Unilever Ltd. | | 257,299 | 7,466,453 |
Housing Development Finance Corp. Ltd. | | 525,804 | 15,152,134 |
ICICI Bank Ltd. | | 1,569,032 | 15,064,984 |
ICICI Lombard General Insurance Co. Ltd. (c) | | 72,452 | 1,202,840 |
ICICI Prudential Life Insurance Co. Ltd. (c) | | 116,886 | 797,244 |
ICICI Securities Ltd. (c) | | 32,749 | 238,196 |
IDFC Bank Ltd. (a) | | 992,834 | 506,584 |
IDFC Ltd. | | 359,337 | 265,250 |
IIFL Wealth Management Ltd. | | 10,646 | 238,679 |
India Cements Ltd./The | | 50,292 | 134,444 |
Indiabulls Housing Finance Ltd. | | 123,609 | 244,988 |
IndiaMart InterMesh Ltd. (c) | | 4,454 | 283,105 |
Indian Energy Exchange Ltd. (c) | | 167,316 | 463,302 |
Indian Oil Corp. Ltd. | | 699,234 | 1,139,332 |
Indian Railway Catering & Tourism Corp. Ltd. | | 77,366 | 743,755 |
Indraprastha Gas Ltd. | | 78,811 | 361,065 |
Indus Towers Ltd. | | 231,724 | 629,208 |
Info Edge India Ltd. | | 23,226 | 1,397,916 |
Infosys Ltd. | | 1,012,994 | 20,505,736 |
Intellect Design Arena Ltd. (a) | | 30,100 | 308,683 |
InterGlobe Aviation Ltd. (a)(c) | | 26,504 | 637,520 |
Ipca Laboratories Ltd. | | 54,394 | 716,677 |
ITC Ltd. | | 898,500 | 3,024,659 |
Jindal Steel & Power Ltd. | | 136,559 | 951,080 |
JK Cement Ltd. | | 12,317 | 424,279 |
JSW Steel Ltd. | | 254,131 | 2,388,980 |
Jubilant Foodworks Ltd. | | 118,100 | 832,988 |
Jubilant Pharmova Ltd. | | 19,324 | 118,211 |
Kajaria Ceramics Ltd. | | 29,272 | 393,247 |
KEC International Ltd. | | 39,085 | 202,034 |
KEI Industries Ltd. | | 22,542 | 352,285 |
Kotak Mahindra Bank Ltd. (a) | | 180,016 | 4,169,551 |
KPIT Technologies Ltd. | | 79,428 | 566,708 |
L&T Finance Holdings Ltd. (a)�� | | 548,746 | 622,494 |
L&T Technology Services Ltd. (c) | | 8,276 | 437,199 |
Larsen & Toubro Infotech Ltd. (c) | | 15,471 | 967,280 |
Larsen & Toubro Ltd. | | 203,455 | 4,466,040 |
Laurus Labs Ltd. (c) | | 124,528 | 941,522 |
LIC Housing Finance Ltd. (a) | | 113,785 | 556,924 |
Linde India Ltd. | | 5,923 | 275,211 |
Lupin Ltd. | | 71,810 | 695,163 |
Mahanagar Gas Ltd. | | 21,960 | 219,502 |
Mahindra & Mahindra Financial Services Ltd. | | 334,962 | 792,317 |
Mahindra & Mahindra Ltd. | | 267,929 | 3,205,982 |
Manappuram General Finance & Leasing Ltd. | | 197,141 | 293,569 |
Marico Ltd. | | 166,321 | 1,129,077 |
Maruti Suzuki India Ltd. | | 40,518 | 4,053,218 |
Max Financial Services Ltd. (a) | | 64,262 | 632,902 |
Max Healthcare Institute Ltd. (a) | | 89,599 | 481,644 |
Metropolis Healthcare Ltd. (c) | | 7,917 | 245,596 |
Minda Industries Ltd. | | 22,646 | 268,643 |
MindTree Consulting Ltd. | | 19,401 | 886,705 |
Motherson Sumi Systems Ltd. | | 360,126 | 642,482 |
Motherson Sumi Wiring India Ltd. (a) | | 360,126 | 321,791 |
Mphasis BFL Ltd. | | 25,328 | 928,942 |
MRF Ltd. | | 599 | 565,886 |
Multi Commodity Exchange of India Ltd. | | 10,138 | 188,071 |
Muthoot Finance Ltd. | | 39,690 | 650,077 |
Narayana Hrudayalaya Ltd. (a) | | 37,934 | 345,972 |
Natco Pharma Ltd. | | 33,009 | 337,875 |
National Aluminium Co. Ltd. | | 320,533 | 432,342 |
Navin Fluorine International Ltd. | | 11,046 | 563,835 |
Nestle India Ltd. | | 10,347 | 2,464,008 |
Nippon Life India Asset Management Ltd. (c) | | 62,492 | 256,735 |
NTPC Ltd. | | 1,497,072 | 3,034,946 |
Oberoi Realty Ltd. (a) | | 43,403 | 540,055 |
Oil & Natural Gas Corp. Ltd. | | 815,555 | 1,688,119 |
Oracle Financial Services Soft | | 9,630 | 445,275 |
Page Industries Ltd. | | 1,681 | 995,593 |
Persistent Systems Ltd. | | 15,384 | 861,186 |
Petronet LNG Ltd. | | 279,181 | 739,119 |
Phoenix Mills Ltd. | | 27,549 | 388,345 |
PI Industries Ltd. | | 27,019 | 998,435 |
Pidilite Industries Ltd. | | 49,563 | 1,564,786 |
Piramal Enterprises Ltd. | | 31,730 | 887,666 |
PNB Housing Finance Ltd. (a)(c) | | 17,131 | 84,080 |
Polycab India Ltd. | | 12,951 | 417,604 |
Poonawalla Fincorp Ltd. (a) | | 84,563 | 334,280 |
Power Grid Corp. of India Ltd. | | 927,099 | 2,744,005 |
Prestige Estates Projs. Ltd. (a) | | 43,149 | 264,997 |
Procter & Gamble Health Ltd. | | 3,124 | 180,978 |
PVR Ltd. (a) | | 24,966 | 589,559 |
Radico Khaitan Ltd. | | 30,986 | 361,636 |
Rajesh Exports Ltd. | | 31,394 | 257,322 |
RBL Bank Ltd. (a)(c) | | 114,726 | 178,001 |
Rec Ltd. | | 321,584 | 530,434 |
Redington (India) Ltd. | | 193,993 | 383,947 |
Reliance Industries Ltd. | | 859,657 | 31,109,840 |
Sanofi India Ltd. | | 3,515 | 319,616 |
SBI Cards & Payment Services Ltd. | | 78,698 | 847,855 |
SBI Life Insurance Co. Ltd. (c) | | 155,001 | 2,223,540 |
Schaeffler India Ltd. | | 18,003 | 539,914 |
Shree Cement Ltd. | | 3,379 | 1,135,538 |
Shriram Transport Finance Co. Ltd. | | 61,580 | 955,393 |
Siemens Ltd. | | 24,917 | 733,366 |
SKF India Ltd. | | 10,163 | 445,232 |
Solar Industries India Ltd. | | 10,527 | 376,527 |
Sonata Software Ltd. | | 19,486 | 189,764 |
SRF Ltd. | | 48,848 | 1,586,741 |
State Bank of India | | 531,660 | 3,410,531 |
Sun Pharmaceutical Industries Ltd. | | 255,060 | 3,079,436 |
Sun TV Ltd. | | 49,788 | 311,990 |
Sundaram Finance Ltd. | | 18,245 | 477,393 |
Sundram Fasteners Ltd. | | 33,836 | 353,269 |
Supreme Industries Ltd. | | 22,855 | 578,817 |
Suven Pharmaceuticals Ltd. | | 40,251 | 315,429 |
Suzlon Energy Ltd. (a) | | 1,975,174 | 254,858 |
Syngene International Ltd. (a)(c) | | 46,147 | 375,115 |
Tanla Solutions Ltd. (a) | | 19,980 | 364,527 |
Tata Chemicals Ltd. | | 55,658 | 677,621 |
Tata Communications Ltd. | | 35,941 | 510,504 |
Tata Consultancy Services Ltd. | | 278,904 | 12,838,689 |
Tata Consumer Products Ltd. | | 174,375 | 1,866,170 |
Tata Elxsi Ltd. | | 11,191 | 1,119,505 |
Tata Motors Ltd. (a) | | 494,701 | 2,796,104 |
Tata Power Co. Ltd./The | | 418,533 | 1,309,767 |
Tata Steel Ltd. | | 226,318 | 3,711,459 |
Tata Teleservices (Maharashtra) Ltd. (a) | | 157,897 | 293,202 |
Tech Mahindra Ltd. | | 192,691 | 3,143,252 |
The Indian Hotels Co. Ltd. | | 249,403 | 824,996 |
The Ramco Cements Ltd. | | 60,517 | 624,538 |
Thermax Ltd. | | 12,068 | 331,672 |
Titan Co. Ltd. | | 104,538 | 3,331,627 |
Torrent Pharmaceuticals Ltd. | | 19,645 | 718,246 |
Torrent Power Ltd. | | 92,130 | 638,466 |
Trent Ltd. | | 57,454 | 912,425 |
Trident Ltd. | | 395,211 | 266,523 |
TTK Prestige Ltd. | | 19,330 | 212,535 |
Tube Investments of India Ltd. | | 29,049 | 703,290 |
Tvs Motor Co. Ltd. | | 58,020 | 491,717 |
Ultratech Cement Ltd. | | 30,006 | 2,581,095 |
United Spirits Ltd. (a) | | 96,410 | 1,079,587 |
UPL Ltd. (a) | | 150,221 | 1,601,974 |
Vaibhav Global Ltd. | | 10,889 | 65,945 |
Vardhman Textiles Ltd. | | 45,845 | 259,486 |
Varun Beverages Ltd. | | 53,178 | 749,898 |
Vedanta Ltd. | | 358,554 | 1,883,825 |
Vodafone Idea Ltd. (a) | | 2,661,215 | 326,056 |
Voltas Ltd. | | 63,655 | 1,041,992 |
Whirlpool of India Ltd. | | 11,436 | 241,216 |
Wipro Ltd. | | 422,898 | 2,775,247 |
Yes Bank Ltd. (a) | | 3,759,014 | 664,766 |
Yes Bank Ltd. (a) | | 207,098 | 29,549 |
Zee Entertainment Enterprises Ltd. | | 257,845 | 826,843 |
Zensar Technologies Ltd. | | 50,705 | 211,018 |
Zomato Ltd. (a) | | 486,898 | 450,978 |
|
TOTAL INDIA | | | 349,129,635 |
|
Indonesia - 0.6% | | | |
Bank Aladin Syariah Tbk PT (a) | | 2,092,000 | 290,915 |
Perusahaan Gas Negara Tbk PT Series B (a) | | 3,306,700 | 329,187 |
PT ACE Hardware Indonesia Tbk | | 1,943,200 | 139,668 |
PT Adaro Energy Tbk | | 4,328,300 | 988,908 |
PT AKR Corporindo Tbk | | 2,823,500 | 207,296 |
PT Aneka Tambang Tbk | | 2,793,500 | 499,229 |
PT Astra International Tbk | | 6,269,700 | 3,273,671 |
PT Bank BTPN Syariah Tbk | | 563,400 | 133,778 |
PT Bank Central Asia Tbk | | 16,826,100 | 9,437,282 |
PT Bank Jago Tbk (a) | | 1,308,000 | 1,050,631 |
PT Bank Mandiri (Persero) Tbk | | 5,720,400 | 3,512,526 |
PT Bank Negara Indonesia (Persero) Tbk | | 2,307,800 | 1,457,723 |
PT Bank Rakyat Indonesia (Persero) Tbk | | 20,309,671 | 6,766,921 |
PT Bank Tabungan Negara Tbk | | 2,929,800 | 371,800 |
PT Barito Pacific Tbk | | 8,867,900 | 518,168 |
PT Berkah Beton Sadaya Tbk (a) | | 746,000 | 224,380 |
PT BFI Finance Indonesia Tbk | | 1,941,500 | 171,748 |
PT Bukit Asam Tbk | | 2,215,600 | 579,906 |
PT Bumi Serpong Damai Tbk (a) | | 1,853,300 | 122,823 |
PT Charoen Pokphand Indonesia Tbk | | 2,138,900 | 758,276 |
PT Ciputra Development Tbk | | 2,857,600 | 209,364 |
PT Gudang Garam Tbk | | 174,500 | 369,235 |
PT Hanson International Tbk (a)(e) | | 3,268,900 | 11,274 |
PT Indah Kiat Pulp & Paper Tbk | | 947,000 | 493,560 |
PT Indo Tambangraya Megah Tbk | | 88,800 | 172,081 |
PT Indocement Tunggal Prakarsa Tbk | | 403,200 | 290,576 |
PT Indofood CBP Sukses Makmur Tbk | | 854,000 | 449,266 |
PT Indofood Sukses Makmur Tbk | | 1,650,600 | 718,258 |
PT Inti Agriculture Resources Tbk (a)(e) | | 1,180,800 | 4,073 |
PT Jasa Marga Tbk (a) | | 684,096 | 189,782 |
PT Kalbe Farma Tbk | | 7,790,100 | 879,507 |
PT Link Net Tbk | | 552,700 | 174,644 |
PT Lippo Karawaci Tbk (a) | | 8,522,900 | 72,755 |
PT Media Nusantara Citra Tbk | | 2,275,500 | 157,613 |
PT Merdeka Copper Gold Tbk (a) | | 3,906,925 | 1,423,793 |
PT Mitra Adiperkasa Tbk (a) | | 2,151,200 | 133,892 |
PT Pabrik Kertas Tjiwi Kimia Tbk | | 482,100 | 219,760 |
PT Pakuwon Jati Tbk (a) | | 4,960,000 | 191,324 |
PT Panin Financial Tbk (a) | | 12,062,000 | 196,041 |
PT Pool Advista Indonesia Tbk (a)(e) | | 184,900 | 638 |
PT Sarana Menara Nusantara Tbk | | 9,664,000 | 672,859 |
PT Semen Gresik (Persero) Tbk | | 1,256,100 | 554,280 |
PT Sugih Energy Tbk (a)(e) | | 40,500 | 140 |
PT Summarecon Agung Tbk (a) | | 6,257,300 | 306,415 |
PT Surya Citra Media Tbk (a) | | 7,464,500 | 130,908 |
PT Telkom Indonesia Persero Tbk | | 14,972,500 | 4,766,658 |
PT Tower Bersama Infrastructure Tbk | | 2,905,100 | 603,176 |
PT Unilever Indonesia Tbk | | 2,412,500 | 645,739 |
PT United Tractors Tbk | | 586,300 | 1,223,432 |
PT XL Axiata Tbk | | 1,098,500 | 241,799 |
|
TOTAL INDONESIA | | | 46,337,678 |
|
Ireland - 0.5% | | | |
AIB Group PLC | | 272,455 | 591,810 |
Bank of Ireland Group PLC | | 287,122 | 1,740,163 |
C&C Group PLC (United Kingdom) (a) | | 132,192 | 345,085 |
Cairn Homes PLC | | 283,912 | 342,355 |
CRH PLC | | 228,539 | 9,032,973 |
Dalata Hotel Group PLC (a) | | 52,540 | 239,984 |
DCC PLC (United Kingdom) | | 29,256 | 2,216,697 |
Flutter Entertainment PLC (a) | | 24,858 | 2,510,822 |
Flutter Entertainment PLC (Ireland) (a) | | 25,274 | 2,539,771 |
Glanbia PLC | | 60,426 | 720,421 |
Glenveagh Properties PLC (a)(c) | | 243,350 | 293,658 |
Grafton Group PLC unit | | 66,474 | 805,084 |
Greencore Group PLC (a)(b) | | 261,538 | 373,494 |
Hibernia (REIT) PLC | | 242,334 | 410,933 |
Irish Residential Properties REIT PLC | | 155,957 | 239,590 |
James Hardie Industries PLC CDI | | 134,741 | 3,884,350 |
Kerry Group PLC Class A | | 47,157 | 5,204,470 |
Kingspan Group PLC (Ireland) | | 46,250 | 4,305,277 |
Origin Enterprises PLC | | 59,362 | 263,912 |
Smurfit Kappa Group PLC | | 74,330 | 3,140,872 |
Uniphar PLC | | 76,328 | 314,127 |
|
TOTAL IRELAND | | | 39,515,848 |
|
Isle of Man - 0.1% | | | |
Entain PLC (a) | | 176,469 | 3,315,910 |
Kape Technologies PLC (a) | | 51,223 | 220,247 |
NEPI Rockcastle PLC | | 140,722 | 861,010 |
Playtech Ltd. (a) | | 89,347 | 584,051 |
Strix Group PLC | | 75,682 | 200,457 |
|
TOTAL ISLE OF MAN | | | 5,181,675 |
|
Israel - 0.7% | | | |
AFI Properties Ltd. | | 8,956 | 543,422 |
Airport City Ltd. (a) | | 22,463 | 504,560 |
Alony Hetz Properties & Investments Ltd. | | 41,622 | 685,597 |
Amot Investments Ltd. | | 69,080 | 528,393 |
Ashtrom Group Ltd. | | 17,167 | 483,288 |
AudioCodes Ltd. | | 10,229 | 241,066 |
Azrieli Group | | 13,115 | 1,135,141 |
Bank Hapoalim BM (Reg.) | | 346,893 | 3,239,330 |
Bank Leumi le-Israel BM | | 442,252 | 4,675,500 |
Bezeq The Israel Telecommunication Corp. Ltd. | | 581,325 | 928,135 |
Big Shopping Centers Ltd. | | 3,298 | 501,762 |
Caesarstone Sdot-Yam Ltd. | | 19,448 | 191,174 |
Camtek Ltd. (a) | | 8,680 | 255,409 |
Check Point Software Technologies Ltd. (a) | | 31,928 | 4,032,187 |
Clal Insurance Enterprises Holdings Ltd. (a) | | 23,699 | 528,348 |
Cognyte Software Ltd. (a)(b) | | 21,104 | 143,085 |
CyberArk Software Ltd. (a) | | 11,157 | 1,753,211 |
Danel Adir Yeoshua Ltd. | | 2,185 | 347,022 |
Delek Group Ltd. (a) | | 2,819 | 462,826 |
Elbit Systems Ltd. (Israel) | | 7,830 | 1,707,873 |
Electra Israel Ltd. | | 794 | 546,930 |
Energix-Renewable Energies Ltd. | | 82,410 | 282,598 |
Enlight Renewable Energy Ltd. (a) | | 331,119 | 719,061 |
Equital Ltd. (a) | | 8,892 | 365,107 |
Fattal Holdings 1998 Ltd. (a) | | 2,618 | 379,802 |
First International Bank of Israel | | 20,895 | 884,236 |
Formula Systems (1985) Ltd. | | 3,394 | 330,353 |
Fox Wizel Ltd. | | 2,363 | 350,310 |
Gav-Yam Lands Corp. Ltd. | | 44,487 | 492,968 |
Gazit-Globe Ltd. | | 18,453 | 174,251 |
Harel Insurance Investments and Financial Services Ltd. | | 37,056 | 457,235 |
Hilan Ltd. | | 5,070 | 296,395 |
Icl Group Ltd. | | 209,365 | 2,312,483 |
InMode Ltd. (a) | | 15,025 | 377,278 |
Isracard Ltd. | | 84,382 | 427,091 |
Israel Corp. Ltd. (Class A) (a) | | 1,404 | 805,229 |
Israel Discount Bank Ltd. (Class A) | | 364,183 | 2,170,483 |
Ituran Location & Control Ltd. | | 9,860 | 221,258 |
Kornit Digital Ltd. (a) | | 14,583 | 969,770 |
Matrix IT Ltd. | | 13,331 | 338,286 |
Maytronics Ltd. | | 21,943 | 392,332 |
Mega Or Holdings Ltd. | | 10,876 | 419,210 |
Melisron Ltd. (a) | | 6,044 | 494,888 |
Migdal Insurance & Financial Holdings Ltd. | | 124,022 | 210,566 |
Mivne Real Estate KD Ltd. | | 191,155 | 721,340 |
Mizrahi Tefahot Bank Ltd. | | 44,954 | 1,676,182 |
Nano Dimension Ltd. ADR (a)(b) | | 73,097 | 207,595 |
NICE Ltd. (a) | | 19,021 | 3,915,284 |
Nova Ltd. (a) | | 8,464 | 818,263 |
Oil Refineries Ltd. | | 557,271 | 249,846 |
OPC Energy Ltd. (a) | | 32,534 | 359,832 |
Partner Communications Co. Ltd. (a) | | 50,966 | 406,018 |
Paz Oil Co. Ltd. (a) | | 3,389 | 526,467 |
Perion Network Ltd. (a) | | 15,694 | 344,619 |
Plus500 Ltd. | | 31,057 | 604,771 |
Radware Ltd. (a) | | 13,556 | 391,904 |
Reit 1 Ltd. | | 90,098 | 589,860 |
Shapir Engineering and Industry Ltd. | | 54,235 | 511,164 |
Shikun & Binui Ltd. (a) | | 78,913 | 469,838 |
Shufersal Ltd. | | 83,795 | 708,205 |
Strauss Group Ltd. | | 19,662 | 527,029 |
Summit Real Estate Holdings Ltd. | | 15,884 | 375,812 |
Teva Pharmaceutical Industries Ltd. sponsored ADR (a) | | 338,909 | 2,951,897 |
The Phoenix Holdings Ltd. | | 49,130 | 621,813 |
Tower Semiconductor Ltd. (a) | | 30,489 | 1,470,120 |
Tremor International Ltd. (a) | | 28,495 | 170,961 |
Wix.com Ltd. (a) | | 16,423 | 1,239,280 |
ZIM Integrated Shipping Services Ltd. (b) | | 12,992 | 722,745 |
|
TOTAL ISRAEL | | | 57,886,294 |
|
Italy - 1.2% | | | |
A2A SpA | | 468,720 | 800,835 |
ACEA SpA | | 11,158 | 191,403 |
Amco - Asset Management Co. SpA Class B (a)(b)(e) | | 795 | 0 |
Amplifon SpA | | 37,898 | 1,511,935 |
Anima Holding SpA (c) | | 110,298 | 537,453 |
Ascopiave SpA | | 137,809 | 509,306 |
Assicurazioni Generali SpA (b) | | 323,935 | 6,133,090 |
Atlantia SpA | | 149,636 | 3,569,647 |
Autogrill SpA (a) | | 57,853 | 429,611 |
Azimut Holding SpA | | 34,183 | 725,564 |
Banca Generali SpA | | 18,094 | 598,208 |
Banca Mediolanum S.p.A. | | 70,968 | 515,181 |
Banca Popolare di Sondrio SCARL | | 156,873 | 623,012 |
Banco BPM SpA (b) | | 446,843 | 1,407,867 |
BFF Bank SpA (c) | | 51,083 | 318,534 |
BPER Banca | | 348,531 | 582,254 |
Brembo SpA | | 57,459 | 575,094 |
Brunello Cucinelli SpA | | 9,393 | 480,768 |
Buzzi Unicem SpA | | 39,380 | 729,266 |
Carel Industries SpA (c) | | 9,053 | 217,830 |
CIR SpA (a) | | 275,617 | 119,420 |
Credito Emiliano SpA | | 33,641 | 205,518 |
Danieli & C. Officine Meccaniche SpA | | 3,702 | 78,813 |
De'Longhi SpA | | 19,976 | 484,413 |
DiaSorin SpA | | 7,431 | 973,400 |
Digital Bros SpA | | 5,416 | 137,574 |
Dovalue SpA (c) | | 26,678 | 226,837 |
El.En. Group SpA | | 19,014 | 265,009 |
Enav SpA (a)(c) | | 62,425 | 288,183 |
Enel SpA | | 2,427,391 | 15,785,065 |
Eni SpA | | 747,205 | 10,445,022 |
ERG SpA | | 19,513 | 672,335 |
Falck Renewables SpA | | 46,171 | 429,835 |
FinecoBank SpA | | 178,547 | 2,482,047 |
Gruppo MutuiOnline SpA | | 7,736 | 236,895 |
GVS SpA (c) | | 19,918 | 165,900 |
Hera SpA | | 221,500 | 826,105 |
Illimity Bank SpA (a) | | 24,731 | 320,894 |
Infrastrutture Wireless Italiane SpA (c) | | 100,407 | 1,071,376 |
Interpump Group SpA | | 21,374 | 864,146 |
Intesa Sanpaolo SpA | | 4,936,326 | 10,058,838 |
Iren SpA | | 209,581 | 541,753 |
Italgas SpA | | 148,604 | 962,163 |
Italmobiliare SpA | | 3,310 | 104,864 |
Iveco Group NV (a) | | 70,260 | 413,366 |
Leonardo SpA | | 116,197 | 1,195,828 |
Maire Tecnimont SpA (b) | | 74,899 | 219,394 |
MARR SpA | | 12,543 | 203,126 |
Mediobanca SpA | | 183,117 | 1,835,355 |
Moncler SpA | | 59,913 | 3,121,090 |
Nexi SpA (a)(c) | | 169,281 | 1,660,295 |
OVS (c) | | 91,234 | 174,062 |
Piaggio & C SpA | | 69,082 | 172,261 |
Pirelli & C. SpA (c) | | 95,897 | 475,266 |
Poste Italiane SpA (c) | | 153,404 | 1,503,227 |
Prysmian SpA | | 76,087 | 2,474,722 |
Rai Way SpA (c) | | 44,967 | 264,380 |
Recordati SpA | | 33,366 | 1,607,853 |
Reply SpA | | 5,586 | 822,355 |
Saipem SpA (a)(b) | | 172,702 | 195,456 |
Salvatore Ferragamo Italia SpA | | 14,979 | 260,344 |
Sesa SpA | | 2,535 | 366,480 |
Snam SpA | | 566,069 | 3,104,663 |
Societa Cattolica Di Assicurazioni SCRL (b) | | 41,615 | 269,772 |
Tamburi Investment Partners SpA | | 35,045 | 319,274 |
Technogym SpA (c) | | 37,180 | 280,632 |
Telecom Italia SpA | | 3,023,179 | 882,833 |
Terna - Rete Elettrica Naziona | | 423,722 | 3,455,911 |
Tinexta SpA | | 9,410 | 235,414 |
UniCredit SpA | | 635,417 | 5,880,835 |
Unipol Gruppo SpA | | 150,573 | 821,017 |
Webuild SpA (b) | | 153,420 | 260,840 |
Webuild SpA warrants 8/2/30 (a)(b)(e) | | 5,707 | 5,189 |
Zignago Vetro SpA | | 5,403 | 66,255 |
|
TOTAL ITALY | | | 100,750,758 |
|
Japan - 14.1% | | | |
77 Bank Ltd. | | 20,300 | 251,710 |
ABC-MART, Inc. | | 9,307 | 385,961 |
Activia Properties, Inc. | | 197 | 629,517 |
Adeka Corp. | | 27,600 | 529,318 |
Advance Residence Investment Corp. | | 389 | 1,065,241 |
Advantest Corp. | | 59,659 | 4,071,614 |
Aeon (REIT) Investment Corp. | | 450 | 516,651 |
AEON Co. Ltd. | | 191,325 | 3,636,180 |
Aeon Delight Co. Ltd. | | 7,400 | 158,167 |
AEON Financial Service Co. Ltd. | | 50,199 | 461,500 |
AEON MALL Co. Ltd. | | 33,700 | 410,047 |
AGC, Inc. | | 58,963 | 2,210,489 |
Ai Holdings Corp. | | 14,100 | 185,108 |
Aica Kogyo Co. Ltd. | | 22,300 | 516,204 |
Aiful Corp. | | 159,400 | 454,342 |
Ain Holdings, Inc. | | 9,100 | 408,178 |
Air Water, Inc. | | 60,000 | 796,374 |
Aisin Seiki Co. Ltd. | | 44,200 | 1,284,035 |
Ajinomoto Co., Inc. | | 137,125 | 3,562,721 |
Alfresa Holdings Corp. | | 52,939 | 719,902 |
Alps Alpine Co. Ltd. | | 70,798 | 626,748 |
Altech Corp. | | 4,500 | 67,291 |
Amada Co. Ltd. | | 102,700 | 797,462 |
Amano Corp. | | 19,300 | 371,548 |
Ana Holdings, Inc. (a) | | 43,241 | 815,121 |
AnGes MG, Inc. (a)(b) | | 54,200 | 152,150 |
Anicom Holdings, Inc. | | 32,800 | 154,721 |
Anritsu Corp. | | 37,700 | 474,059 |
Aozora Bank Ltd. | | 38,100 | 762,782 |
Arata Corp. | | 6,900 | 190,647 |
ARCS Co. Ltd. | | 20,600 | 326,128 |
Argo Graphics, Inc. | | 3,200 | 75,958 |
Ariake Japan Co. Ltd. | | 6,900 | 276,837 |
As One Corp. | | 10,200 | 541,549 |
Asahi Group Holdings | | 137,559 | 5,184,990 |
Asahi Holdings, Inc. | | 27,400 | 434,933 |
ASAHI INTECC Co. Ltd. | | 63,760 | 1,232,094 |
Asahi Kasei Corp. | | 383,000 | 3,142,397 |
Asics Corp. | | 44,000 | 694,177 |
ASKUL Corp. | | 12,600 | 154,294 |
Astellas Pharma, Inc. | | 559,303 | 8,515,789 |
Atom Corp. | | 39,400 | 224,516 |
Autobacs Seven Co. Ltd. | | 25,900 | 272,702 |
Avex, Inc. | | 12,200 | 131,147 |
Axial Retailing, Inc. | | 6,000 | 157,134 |
Azbil Corp. | | 34,500 | 1,047,492 |
Bandai Namco Holdings, Inc. | | 60,000 | 4,062,177 |
Bank of Kyoto Ltd. | | 19,600 | 853,926 |
BASE, Inc. (a) | | 20,500 | 55,747 |
BayCurrent Consulting, Inc. | | 4,100 | 1,344,256 |
Belc Co. Ltd. | | 3,400 | 144,797 |
Bell System24 Holdings, Inc. | | 11,100 | 128,367 |
Benefit One, Inc. | | 22,600 | 342,671 |
Benesse Holdings, Inc. | | 24,400 | 426,924 |
BeNext-Yumeshin Group Co. | | 13,400 | 154,311 |
Bic Camera, Inc. | | 30,300 | 255,744 |
Biprogy, Inc. | | 21,400 | 540,671 |
BML, Inc. | | 6,500 | 167,281 |
Bridgestone Corp. | | 168,958 | 6,192,936 |
Brother Industries Ltd. | | 67,400 | 1,171,385 |
Calbee, Inc. | | 31,100 | 557,076 |
Canon Electronics, Inc. | | 5,500 | 62,984 |
Canon Marketing Japan, Inc. | | 16,800 | 365,566 |
Canon, Inc. | | 295,443 | 6,797,897 |
Capcom Co. Ltd. | | 55,800 | 1,472,401 |
Casio Computer Co. Ltd. | | 65,000 | 674,041 |
Central Glass Co. Ltd. | | 10,900 | 200,713 |
Central Japan Railway Co. | | 42,055 | 5,294,102 |
Change, Inc. (a) | | 8,500 | 118,481 |
Chiba Bank Ltd. | | 158,800 | 915,210 |
Chiyoda Corp. (a) | | 42,700 | 141,181 |
Chofu Seisakusho Co. Ltd. | | 2,100 | 30,918 |
Chubu Electric Power Co., Inc. | | 191,416 | 1,932,357 |
Chudenko Corp. | | 3,600 | 57,865 |
Chugai Pharmaceutical Co. Ltd. | | 201,100 | 6,025,995 |
Chugoku Electric Power Co., Inc. | | 82,300 | 542,070 |
Chugoku Marine Paints Ltd. | | 17,500 | 128,330 |
Ci Takiron Corp. | | 12,800 | 54,538 |
Citizen Watch Co. Ltd. | | 75,600 | 285,323 |
CKD Corp. | | 18,965 | 245,591 |
Coca-Cola West Co. Ltd. | | 40,850 | 457,947 |
COLOPL, Inc. | | 25,700 | 126,666 |
Colowide Co. Ltd. | | 34,800 | 445,407 |
Comforia Residential REIT, Inc. | | 186 | 463,479 |
COMSYS Holdings Corp. | | 31,500 | 654,009 |
Comture Corp. | | 7,600 | 164,155 |
Concordia Financial Group Ltd. | | 294,000 | 1,069,897 |
Cosmo Energy Holdings Co. Ltd. | | 24,000 | 596,265 |
Cosmos Pharmaceutical Corp. | | 5,800 | 534,688 |
CRE Logistics REIT, Inc. | | 185 | 282,913 |
Create Restaurants Holdings, Inc. | | 37,900 | 237,022 |
Create SD Holdings Co. Ltd. | | 9,700 | 221,869 |
Credit Saison Co. Ltd. | | 69,201 | 779,443 |
CyberAgent, Inc. | | 125,600 | 1,326,947 |
CYBERDYNE, Inc. (a) | | 48,600 | 121,135 |
Cybozu, Inc. | | 10,800 | 106,727 |
Dai Nippon Printing Co. Ltd. | | 67,900 | 1,418,977 |
Dai-ichi Mutual Life Insurance Co. | | 299,899 | 6,005,184 |
Daicel Chemical Industries Ltd. | | 88,721 | 542,351 |
Daido Steel Co. Ltd. | | 10,800 | 308,068 |
Daifuku Co. Ltd. | | 30,800 | 1,893,851 |
Daihen Corp. | | 10,100 | 288,935 |
Daiichi Sankyo Kabushiki Kaisha | | 527,900 | 13,291,949 |
Daiichikosho Co. Ltd. | | 9,300 | 253,659 |
Daikin Industries Ltd. | | 74,668 | 11,410,592 |
Daio Paper Corp. | | 31,000 | 369,655 |
Daiseki Co. Ltd. | | 13,320 | 479,070 |
Daishi Hokuetsu Financial Group, Inc. | | 12,242 | 236,789 |
Daito Trust Construction Co. Ltd. | | 19,144 | 1,843,795 |
Daiwa House Industry Co. Ltd. | | 166,944 | 4,013,366 |
Daiwa House REIT Investment Corp. | | 671 | 1,633,216 |
Daiwa Office Investment Corp. | | 101 | 571,787 |
Daiwa Securities Group, Inc. | | 423,500 | 2,075,628 |
Daiwa Securities Living Invest | | 518 | 455,888 |
Daiwabo Holdings Co. Ltd. | | 35,900 | 464,537 |
DCM Holdings Co. Ltd. | | 42,900 | 354,214 |
DeNA Co. Ltd. | | 28,000 | 405,834 |
Denka Co. Ltd. | | 25,500 | 683,605 |
DENSO Corp. | | 129,022 | 7,863,279 |
Dentsu Group, Inc. | | 62,000 | 2,234,583 |
Descente Ltd. (a) | | 24,000 | 460,902 |
Dexerials Corp. | | 16,900 | 370,572 |
Dic Corp. | | 32,700 | 623,548 |
Digital Arts, Inc. | | 4,300 | 240,240 |
Digital Garage, Inc. | | 13,500 | 446,778 |
Dip Corp. | | 18,800 | 612,933 |
Disco Corp. | | 8,300 | 2,031,429 |
Dmg Mori Co. Ltd. | | 35,500 | 445,538 |
Dowa Holdings Co. Ltd. | | 15,700 | 667,888 |
DTS Corp. | | 16,500 | 362,032 |
Duskin Co. Ltd. | | 13,800 | 294,377 |
Dydo Group Holdings, Inc. | | 4,300 | 166,713 |
Eagle Industry Co. Ltd. | | 7,800 | 62,150 |
Earth Corp. | | 6,000 | 253,572 |
East Japan Railway Co. | | 87,810 | 4,579,010 |
Ebara Corp. | | 27,100 | 1,244,632 |
EDION Corp. | | 27,800 | 250,172 |
eGuarantee, Inc. | | 14,900 | 247,347 |
Eiken Chemical Co. Ltd. | | 15,900 | 210,584 |
Eisai Co. Ltd. | | 71,300 | 3,105,182 |
Eizo Corp. | | 6,700 | 174,644 |
Elecom Co. Ltd. | | 17,900 | 214,644 |
Electric Power Development Co. Ltd. | | 50,300 | 689,252 |
en japan, Inc. | | 11,200 | 263,154 |
ENEOS Holdings, Inc. | | 890,950 | 3,134,910 |
eRex Co. Ltd. | | 10,400 | 157,420 |
ES-Con Japan Ltd. | | 14,100 | 82,637 |
euglena Co. Ltd. (a)(b) | | 29,600 | 195,840 |
Exedy Corp. | | 15,400 | 183,385 |
Exeo Group, Inc. | | 32,600 | 542,719 |
Ezaki Glico Co. Ltd. | | 19,000 | 544,704 |
Fancl Corp. | | 28,000 | 536,004 |
FANUC Corp. | | 57,485 | 8,808,315 |
Fast Retailing Co. Ltd. | | 17,536 | 8,073,683 |
FCC Co. Ltd. | | 13,800 | 137,847 |
Ferrotec Holdings Corp. | | 16,300 | 298,899 |
Food & Life Companies Ltd. | | 35,900 | 851,929 |
FP Corp. | | 15,100 | 341,521 |
Freee KK (a) | | 9,300 | 268,336 |
Frontier Real Estate Investment Corp. | | 140 | 542,436 |
Fuji Co. Ltd. | | 8,600 | 147,848 |
Fuji Corp. | | 19,300 | 322,012 |
Fuji Electric Co. Ltd. | | 37,700 | 1,653,172 |
Fuji Kyuko Co. Ltd. | | 5,400 | 170,880 |
Fuji Media Holdings, Inc. | | 14,700 | 126,961 |
Fuji Oil Holdings, Inc. | | 18,900 | 268,226 |
Fuji Seal International, Inc. | | 13,300 | 176,637 |
Fuji Soft ABC, Inc. | | 9,700 | 516,984 |
FUJIFILM Holdings Corp. | | 105,700 | 5,810,462 |
Fujikura Ltd. (a) | | 88,800 | 420,068 |
Fujimi, Inc. | | 4,000 | 174,398 |
Fujimori Kogyo Co. Ltd. | | 6,100 | 168,249 |
Fujitec Co. Ltd. | | 19,000 | 409,488 |
Fujitsu General Ltd. | | 19,900 | 353,704 |
Fujitsu Ltd. | | 58,742 | 8,878,804 |
Fukuoka (REIT) Investment Fund | | 188 | 235,125 |
Fukuoka Financial Group, Inc. | | 49,612 | 906,476 |
Fukuyama Transporting Co. Ltd. | | 6,900 | 193,129 |
Fullcast Holdings Co. Ltd. | | 4,900 | 93,752 |
Funai Soken Holdings, Inc. | | 11,600 | 194,534 |
Furukawa Electric Co. Ltd. | | 21,400 | 347,516 |
Fuso Chemical Co. Ltd. | | 7,100 | 208,978 |
Future Corp. | | 11,500 | 168,499 |
Fuyo General Lease Co. Ltd. | | 4,700 | 254,293 |
Giken Ltd. | | 6,000 | 164,642 |
Global One Real Estate Investment Corp. | | 266 | 228,014 |
Glory Ltd. | | 16,400 | 263,794 |
GLP J-REIT | | 1,292 | 1,743,392 |
GMO Internet, Inc. | | 22,700 | 453,664 |
GMO Payment Gateway, Inc. | | 12,600 | 1,057,139 |
GNI Group Ltd. (a) | | 29,800 | 261,437 |
GOLDWIN, Inc. | | 9,300 | 466,465 |
GREE, Inc. (b) | | 43,200 | 329,153 |
GS Yuasa Corp. | | 21,300 | 369,350 |
GungHo Online Entertainment, Inc. | | 19,200 | 391,725 |
Gunma Bank Ltd. | | 119,300 | 342,933 |
Gunze Ltd. | | 4,800 | 138,183 |
H.I.S. Co. Ltd. (a)(b) | | 14,100 | 240,407 |
H.U. Group Holdings, Inc. | | 22,347 | 497,946 |
H2O Retailing Corp. | | 33,800 | 221,095 |
Hakuhodo DY Holdings, Inc. | | 65,600 | 774,183 |
Halows Co. Ltd. | | 5,200 | 124,275 |
Hamakyorex Co. Ltd. | | 11,100 | 248,910 |
Hamamatsu Photonics K.K. | | 40,200 | 1,798,676 |
Hankyu Hanshin Holdings, Inc. | | 63,800 | 1,683,784 |
Hankyu REIT, Inc. | | 236 | 268,194 |
Hanwa Co. Ltd. | | 9,800 | 239,547 |
Harmonic Drive Systems, Inc. | | 15,500 | 392,016 |
Haseko Corp. | | 81,800 | 896,285 |
Hazama Ando Corp. | | 55,100 | 382,827 |
Heiwa Corp. | | 20,000 | 300,712 |
Heiwa Real Estate (REIT), Inc. | | 247 | 282,942 |
Heiwa Real Estate Co. Ltd. | | 11,300 | 356,462 |
Heiwado Co. Ltd. | | 17,700 | 267,025 |
Hiday Hidaka Corp. | | 8,376 | 119,853 |
Hikari Tsushin, Inc. | | 7,200 | 843,071 |
Hino Motors Ltd. | | 88,100 | 454,772 |
Hirata Corp. | | 2,300 | 84,512 |
Hirogin Holdings, Inc. | | 87,800 | 432,605 |
Hirose Electric Co. Ltd. | | 9,055 | 1,148,844 |
Hisamitsu Pharmaceutical Co., Inc. | | 22,800 | 624,645 |
Hitachi Construction Machinery Co. Ltd. | | 33,500 | 758,485 |
Hitachi Ltd. | | 290,376 | 13,771,508 |
Hitachi Metals Ltd. (a) | | 62,000 | 967,491 |
Hitachi Transport System Ltd. | | 11,100 | 728,599 |
Hitachi Zosen Corp. | | 57,400 | 309,744 |
Hogy Medical Co. Ltd. | | 13,300 | 332,141 |
Hokkaido Electric Power Co., Inc. | | 61,000 | 226,438 |
Hokkoku Financial Holdings, Inc. | | 7,300 | 210,587 |
Hokuetsu Corp. | | 38,700 | 198,261 |
Hokuhoku Financial Group, Inc. | | 40,500 | 274,058 |
Hokuriku Electric Power Co., Inc. | | 64,700 | 256,663 |
Honda Motor Co. Ltd. | | 484,172 | 12,735,444 |
Horiba Ltd. | | 10,300 | 501,129 |
Hoshino Resorts REIT, Inc. | | 58 | 299,201 |
Hoshizaki Corp. | | 16,300 | 1,032,480 |
Hosiden Corp. | | 21,300 | 203,119 |
House Foods Group, Inc. | | 22,400 | 524,257 |
Hoya Corp. | | 109,918 | 10,908,497 |
Hulic (REIT), Inc. | | 348 | 432,298 |
Hulic Co. Ltd. | | 115,500 | 975,213 |
Ibiden Co. Ltd. | | 33,400 | 1,248,220 |
Ichibanya Co. Ltd. | | 6,600 | 245,234 |
Ichigo Real Estate Investment Corp. | | 335 | 215,041 |
Ichigo, Inc. | | 98,600 | 221,113 |
Idec Corp. | | 9,500 | 167,686 |
Idemitsu Kosan Co. Ltd. | | 63,000 | 1,660,370 |
IDOM, Inc. | | 21,700 | 108,732 |
IHI Corp. | | 37,172 | 842,867 |
Iida Group Holdings Co. Ltd. | | 41,800 | 664,814 |
Inaba Denki Sangyo Co. Ltd. | | 23,600 | 462,853 |
Inabata & Co. Ltd. | | 11,700 | 191,455 |
Industrial & Infrastructure Fund Investment Corp. | | 519 | 744,705 |
Infocom Corp. | | 5,100 | 86,933 |
Infomart Corp. | | 63,700 | 317,249 |
Information Services Inter-Dentsu Ltd. | | 7,400 | 212,515 |
INFRONEER Holdings, Inc. | | 64,604 | 470,579 |
INPEX Corp. | | 307,800 | 3,662,258 |
Internet Initiative Japan, Inc. | | 16,000 | 499,380 |
Invincible Investment Corp. | | 1,750 | 570,635 |
IR Japan Holdings Ltd. | | 3,200 | 101,341 |
Iriso Electronics Co. Ltd. | | 5,600 | 130,856 |
Isetan Mitsukoshi Holdings Ltd. | | 87,871 | 652,141 |
Isuzu Motors Ltd. | | 176,168 | 2,055,138 |
ITO EN Ltd. | | 16,860 | 692,870 |
ITOCHU Advance Logistics Investment Corp. | | 162 | 200,124 |
Itochu Corp. | | 352,550 | 10,640,305 |
Itochu Enex Co. Ltd. | | 17,100 | 141,575 |
ITOCHU Techno-Solutions Corp. | | 30,112 | 705,097 |
Itoham Yonekyu Holdings, Inc. | | 39,300 | 197,799 |
Iwatani Corp. | | 12,500 | 497,335 |
Iyo Bank Ltd. | | 67,700 | 328,270 |
Izumi Co. Ltd. | | 14,300 | 310,791 |
J. Front Retailing Co. Ltd. | | 63,100 | 472,848 |
JACCS Co. Ltd. | | 9,300 | 235,177 |
JAFCO Co. Ltd. | | 26,400 | 318,283 |
Japan Airlines Co. Ltd. (a) | | 40,300 | 665,332 |
Japan Airport Terminal Co. Ltd. (a) | | 16,200 | 671,272 |
Japan Aviation Electronics Industry Ltd. | | 14,100 | 197,162 |
Japan Elevator Service Holdings Co. Ltd. | | 16,900 | 220,864 |
Japan Excellent, Inc. | | 390 | 382,662 |
Japan Exchange Group, Inc. | | 152,000 | 2,263,342 |
Japan Hotel REIT Investment Corp. | | 1,285 | 652,634 |
Japan Lifeline Co. Ltd. | | 27,000 | 225,053 |
Japan Logistics Fund, Inc. | | 213 | 519,828 |
Japan Material Co. Ltd. | | 20,200 | 305,186 |
Japan Petroleum Exploration Co. Ltd. | | 12,300 | 245,188 |
Japan Post Bank Co. Ltd. | | 119,234 | 899,536 |
Japan Post Holdings Co. Ltd. | | 725,338 | 5,085,968 |
Japan Post Insurance Co. Ltd. | | 63,200 | 1,021,931 |
Japan Prime Realty Investment Corp. | | 216 | 655,292 |
Japan Real Estate Investment Corp. | | 371 | 1,795,588 |
Japan Retail Fund Investment Corp. | | 2,165 | 1,720,805 |
Japan Securities Finance Co. Ltd. | | 17,600 | 127,130 |
Japan Steel Works Ltd. | | 19,600 | 551,634 |
Japan Tobacco, Inc. | | 351,843 | 5,985,482 |
Japan Wool Textile Co. Ltd./The | | 14,200 | 106,141 |
JCR Pharmaceuticals Co. Ltd. | | 24,500 | 455,329 |
Jcu Corp. | | 3,700 | 94,240 |
JEOL Ltd. | | 12,000 | 538,903 |
JFE Holdings, Inc. | | 145,300 | 1,776,838 |
JGC Corp. | | 72,942 | 825,426 |
JINS Holdings, Inc. | | 4,900 | 161,496 |
JMDC, Inc. (a) | | 7,700 | 371,320 |
Joshin Denki Co. Ltd. | | 7,200 | 111,041 |
Joyful Honda Co. Ltd. | | 24,400 | 292,633 |
JSR Corp. | | 60,600 | 1,645,601 |
JTEKT Corp. | | 54,900 | 382,758 |
JTOWER, Inc. (a) | | 2,900 | 136,281 |
Justsystems Corp. | | 8,700 | 378,131 |
K's Holdings Corp. | | 52,500 | 519,914 |
Kadokawa Corp. | | 28,700 | 719,451 |
Kagome Co. Ltd. | | 19,900 | 498,019 |
Kajima Corp. | | 128,200 | 1,428,722 |
Kakaku.com, Inc. | | 38,800 | 812,542 |
Kaken Pharmaceutical Co. Ltd. | | 11,056 | 335,020 |
Kameda Seika Co. Ltd. | | 7,200 | 234,349 |
Kamigumi Co. Ltd. | | 27,700 | 470,316 |
Kanamoto Co. Ltd. | | 9,700 | 144,951 |
Kandenko Co. Ltd. | | 28,700 | 182,004 |
Kaneka Corp. | | 22,200 | 594,018 |
Kanematsu Corp. | | 31,200 | 322,456 |
Kansai Electric Power Co., Inc. | | 206,799 | 1,812,800 |
Kansai Paint Co. Ltd. | | 56,539 | 778,651 |
Kao Corp. | | 140,091 | 5,614,633 |
Katakura Industries Co. Ltd. | | 4,200 | 81,542 |
Katitas Co. Ltd. | | 16,900 | 394,224 |
Kato Sangyo | | 9,300 | 241,318 |
Kawasaki Heavy Industries Ltd. | | 40,200 | 714,869 |
Kawasaki Kisen Kaisha Ltd. | | 13,700 | 716,264 |
KDDI Corp. | | 475,537 | 15,747,265 |
Keihan Electric Railway Co., Ltd. | | 29,800 | 635,628 |
Keikyu Corp. | | 73,939 | 744,751 |
Keio Corp. | | 32,103 | 1,231,233 |
Keisei Electric Railway Co. | | 36,706 | 900,011 |
Kenedix Office Investment Corp. | | 135 | 705,606 |
Kenedix Residential Investment Corp. | | 281 | 452,029 |
Kenedix Retail REIT Corp. | | 175 | 368,417 |
Kewpie Corp. | | 31,100 | 523,779 |
Keyence Corp. | | 58,250 | 23,416,747 |
Kfc Holdings Japan Ltd. | | 4,500 | 98,605 |
KH Neochem Co. Ltd. | | 13,400 | 253,491 |
Ki-Star Real Estate Co. Ltd. | | 3,100 | 127,870 |
Kikkoman Corp. | | 44,400 | 2,495,331 |
Kinden Corp. | | 42,992 | 509,435 |
Kintetsu Group Holdings Co. Ltd. (a) | | 52,453 | 1,503,893 |
Kintetsu World Express, Inc. | | 12,700 | 302,546 |
Kirin Holdings Co. Ltd. | | 244,370 | 3,562,359 |
Kisoji Co. Ltd. | | 9,700 | 154,338 |
Kissei Pharmaceutical Co. Ltd. | | 9,100 | 180,073 |
Kitz Corp. | | 26,700 | 135,725 |
Kobayashi Pharmaceutical Co. Ltd. | | 15,400 | 1,050,198 |
Kobe Bussan Co. Ltd. | | 41,100 | 1,001,990 |
Kobe Steel Ltd. | | 94,900 | 411,424 |
Koei Tecmo Holdings Co. Ltd. | | 20,048 | 614,772 |
Kohnan Shoji Co. Ltd. | | 9,400 | 272,226 |
Koito Manufacturing Co. Ltd. | | 32,000 | 1,174,226 |
Kokuyo Co. Ltd. | | 22,900 | 298,254 |
Komatsu Ltd. | | 262,511 | 5,908,199 |
KOMEDA Holdings Co. Ltd. | | 20,400 | 351,430 |
KOMERI Co. Ltd. | | 10,000 | 211,232 |
Konami Holdings Corp. | | 27,900 | 1,715,666 |
Konica Minolta, Inc. | | 133,200 | 463,579 |
Kose Corp. | | 10,400 | 1,067,675 |
Kotobuki Spirits Co. Ltd. | | 6,000 | 315,823 |
Kubota Corp. | | 307,510 | 5,224,186 |
Kumagai Gumi Co. Ltd. | | 13,800 | 287,990 |
Kumiai Chemical Industry Co. Ltd. | | 47,600 | 322,022 |
Kura Sushi, Inc. (b) | | 5,800 | 143,629 |
Kuraray Co. Ltd. | | 86,352 | 690,621 |
Kureha Chemical Industry Co. Ltd. | | 6,400 | 480,836 |
Kurita Water Industries Ltd. | | 29,800 | 1,016,666 |
Kusuri No Aoki Holdings Co. Ltd. | | 6,400 | 283,547 |
Kyb Corp. | | 5,000 | 113,175 |
Kyocera Corp. | | 94,137 | 4,942,847 |
Kyoei Steel Ltd. | | 9,600 | 98,496 |
Kyokuto Kaihatsu Kogyo Co. Ltd. | | 13,500 | 136,105 |
Kyorin Holdings, Inc. | | 14,600 | 212,319 |
Kyoritsu Maintenance Co. Ltd. | | 11,900 | 433,342 |
Kyowa Hakko Kirin Co., Ltd. | | 80,600 | 1,698,788 |
Kyudenko Corp. | | 10,800 | 244,921 |
Kyushu Electric Power Co., Inc. | | 111,978 | 702,818 |
Kyushu Financial Group, Inc. | | 108,185 | 332,004 |
Kyushu Railway Co. | | 38,400 | 752,669 |
LaSalle Logiport REIT | | 566 | 765,743 |
Lasertec Corp. | | 22,900 | 3,059,472 |
Lawson, Inc. | | 14,700 | 540,669 |
LIFE Corp. | | 5,100 | 116,341 |
Lintec Corp. | | 16,900 | 314,807 |
Lion Corp. | | 72,936 | 751,491 |
LIXIL Group Corp. | | 81,595 | 1,435,119 |
M&A Capital Partners Co. Ltd. (a) | | 7,100 | 220,532 |
M3, Inc. | | 135,190 | 4,317,151 |
Mabuchi Motor Co. Ltd. | | 15,800 | 421,994 |
Macnica Fuji Electronics Holdings, Inc. | | 22,800 | 472,710 |
Makino Milling Machine Co. Ltd. | | 8,500 | 261,914 |
Makita Corp. | | 68,100 | 2,012,821 |
Mandom Corp. | | 16,100 | 160,078 |
Mani, Inc. | | 21,200 | 242,105 |
Marubeni Corp. | | 454,700 | 4,963,333 |
Maruha Nichiro Corp. | | 17,700 | 325,752 |
Marui Group Co. Ltd. | | 68,402 | 1,177,710 |
Maruichi Steel Tube Ltd. | | 22,000 | 469,532 |
Maruwa Ceramic Co. Ltd. | | 2,600 | 303,150 |
Maruwa Unyu Kikan Co. Ltd. | | 14,400 | 168,120 |
Matsui Securities Co. Ltd. | | 50,600 | 312,952 |
MatsukiyoCocokara & Co. | | 32,400 | 1,070,994 |
Matsuyafoods Holdings Co. Ltd. | | 2,300 | 67,147 |
Maxell Ltd. | | 16,400 | 146,234 |
Mazda Motor Corp. (a) | | 171,300 | 1,216,359 |
McDonald's Holdings Co. (Japan) Ltd. | | 23,428 | 929,456 |
MCJ Co. Ltd. | | 27,800 | 181,833 |
Mebuki Financial Group, Inc. | | 243,168 | 489,617 |
Medipal Holdings Corp. | | 58,300 | 960,107 |
MedPeer, Inc. (a) | | 4,800 | 109,874 |
Megachips Corp. | | 7,700 | 197,266 |
Megmilk Snow Brand Co. Ltd. | | 12,400 | 184,832 |
Meidensha Corp. | | 8,600 | 155,739 |
Meiji Holdings Co. Ltd. | | 35,300 | 1,759,597 |
Meiko Electronics Co. Ltd. | | 4,800 | 126,940 |
Meitec Corp. | | 10,800 | 573,263 |
Menicon Co. Ltd. | | 18,000 | 384,469 |
Mercari, Inc. (a) | | 33,200 | 544,061 |
Milbon Co. Ltd. | | 8,500 | 355,903 |
Mimasu Semiconductor Industries Co. Ltd. | | 4,900 | 87,789 |
Minebea Mitsumi, Inc. | | 112,095 | 2,150,674 |
Mirai Corp. | | 774 | 300,648 |
Mirait Holdings Corp. | | 37,800 | 529,715 |
Miroku Jyoho Service Co., Ltd. | | 13,500 | 137,085 |
Misumi Group, Inc. | | 84,205 | 2,111,383 |
Mitsubishi Chemical Holdings Corp. | | 383,657 | 2,339,404 |
Mitsubishi Corp. | | 376,351 | 12,636,182 |
Mitsubishi Electric Corp. | | 543,292 | 5,690,599 |
Mitsubishi Estate Co. Ltd. | | 353,471 | 5,148,864 |
Mitsubishi Estate Logistics REIT Investment Corp. | | 129 | 462,816 |
Mitsubishi Gas Chemical Co., Inc. | | 50,945 | 743,948 |
Mitsubishi Heavy Industries Ltd. | | 96,466 | 3,298,187 |
Mitsubishi Logistics Corp. | | 22,600 | 520,875 |
Mitsubishi Materials Corp. | | 29,400 | 459,911 |
Mitsubishi Motors Corp. of Japan (a) | | 210,734 | 527,048 |
Mitsubishi Pencil Co. Ltd. | | 12,000 | 116,496 |
Mitsubishi Research Institute, Inc. | | 5,600 | 168,602 |
Mitsubishi Shokuhin Co. Ltd. | | 9,300 | 230,509 |
Mitsubishi UFJ Financial Group, Inc. | | 3,546,639 | 20,617,948 |
Mitsubishi UFJ Lease & Finance Co. Ltd. | | 197,280 | 887,656 |
Mitsui & Co. Ltd. | | 465,182 | 11,264,757 |
Mitsui Chemicals, Inc. | | 58,100 | 1,327,463 |
Mitsui Fudosan Co. Ltd. | | 275,340 | 5,835,489 |
Mitsui Fudosan Logistics Park, Inc. | | 171 | 733,150 |
Mitsui High-Tec, Inc. | | 5,800 | 501,036 |
Mitsui Mining & Smelting Co. Ltd. | | 18,600 | 470,313 |
Mitsui OSK Lines Ltd. | | 102,100 | 2,390,276 |
Miura Co. Ltd. | | 28,255 | 590,182 |
mixi, Inc. | | 10,600 | 182,346 |
Mizuho Financial Group, Inc. | | 699,768 | 8,497,079 |
Mizuho Leasing Co. Ltd. | | 7,400 | 171,537 |
Mochida Pharmaceutical Co. Ltd. | | 9,700 | 276,297 |
Monex Group, Inc. | | 44,700 | 203,866 |
Money Forward, Inc. (a) | | 12,100 | 411,420 |
MonotaRO Co. Ltd. | | 76,300 | 1,310,685 |
Mori Hills REIT Investment Corp. | | 462 | 523,972 |
Mori Trust Hotel (REIT), Inc. | | 73 | 72,432 |
MORI TRUST Sogo (REIT), Inc. | | 373 | 406,148 |
Morinaga & Co. Ltd. | | 11,900 | 369,004 |
Morinaga Milk Industry Co. Ltd. | | 11,900 | 479,234 |
Morita Holdings Corp. | | 25,100 | 240,898 |
MOS Food Services, Inc. | | 6,600 | 151,233 |
MS&AD Insurance Group Holdings, Inc. | | 129,397 | 3,851,795 |
Murata Manufacturing Co. Ltd. | | 170,102 | 10,139,354 |
Musashi Seimitsu Industry Co. Ltd. | | 19,500 | 198,170 |
Nabtesco Corp. | | 31,400 | 716,159 |
Nachi-Fujikoshi Corp. | | 5,300 | 154,143 |
Nagaileben Co. Ltd. | | 17,100 | 254,612 |
Nagase & Co. Ltd. | | 32,200 | 461,427 |
Nagawa Co. Ltd. | | 1,800 | 126,874 |
Nagoya Railroad Co. Ltd. (a) | | 62,116 | 997,654 |
Nakanishi, Inc. | | 28,100 | 459,295 |
Nankai Electric Railway Co. Ltd. | | 30,300 | 540,941 |
NEC Corp. | | 72,100 | 2,797,182 |
NEC Networks & System Integration Corp. | | 22,800 | 323,743 |
Net One Systems Co. Ltd. | | 24,100 | 575,094 |
Nexon Co. Ltd. | | 147,000 | 3,347,353 |
Nextage Co. Ltd. | | 12,900 | 197,157 |
NGK Insulators Ltd. | | 76,000 | 1,022,323 |
NGK Spark Plug Co. Ltd. | | 41,900 | 642,965 |
NH Foods Ltd. | | 25,713 | 812,028 |
NHK Spring Co. Ltd. | | 55,187 | 356,449 |
Nichias Corp. | | 18,300 | 328,658 |
Nichiha Corp. | | 7,800 | 141,021 |
Nichirei Corp. | | 30,110 | 552,834 |
Nidec Corp. | | 134,490 | 8,694,659 |
Nifco, Inc. | | 23,400 | 494,064 |
Nihon Kohden Corp. | | 28,300 | 679,373 |
Nihon M&A Center Holdings, Inc. | | 89,600 | 1,103,318 |
Nihon Parkerizing Co. Ltd. | | 26,300 | 186,024 |
Nikkiso Co. Ltd. | | 16,700 | 104,087 |
Nikkon Holdings Co. Ltd. | | 18,800 | 284,746 |
Nikon Corp. | | 83,600 | 939,398 |
Nintendo Co. Ltd. | | 32,888 | 15,009,778 |
Nippn Corp. | | 20,200 | 262,731 |
Nippon Accommodations Fund, Inc. | | 155 | 763,438 |
Nippon Building Fund, Inc. | | 446 | 2,315,323 |
Nippon Carbon Co. Ltd. | | 6,700 | 215,248 |
Nippon Ceramic Co. Ltd. | | 10,700 | 195,351 |
Nippon Densetsu Kogyo Co. Ltd. | | 10,800 | 134,273 |
Nippon Electric Glass Co. Ltd. | | 26,500 | 533,456 |
Nippon Express Holdings, Inc. | | 22,866 | 1,340,651 |
Nippon Gas Co. Ltd. | | 29,100 | 412,939 |
Nippon Kayaku Co. Ltd. | | 50,200 | 437,510 |
Nippon Light Metal Holding Co. Ltd. | | 24,240 | 310,574 |
Nippon Paint Holdings Co. Ltd. | | 253,185 | 2,005,564 |
Nippon Paper Industries Co. Ltd. | | 32,945 | 261,678 |
Nippon Prologis REIT, Inc. | | 626 | 1,732,624 |
Nippon REIT Investment Corp. | | 132 | 378,364 |
Nippon Sanso Holdings Corp. | | 41,900 | 754,011 |
Nippon Seiki Co. Ltd. | | 19,900 | 144,057 |
Nippon Shinyaku Co. Ltd. | | 14,200 | 960,401 |
Nippon Shokubai Co. Ltd. | | 8,900 | 358,059 |
Nippon Signal Co. Ltd. | | 24,900 | 172,857 |
Nippon Soda Co. Ltd. | | 8,000 | 211,574 |
Nippon Steel & Sumikin Bussan Corp. | | 7,500 | 305,231 |
Nippon Steel & Sumitomo Metal Corp. | | 253,583 | 4,026,541 |
Nippon Suisan Kaisha Co. Ltd. | | 102,900 | 454,336 |
Nippon Telegraph & Telephone Corp. | | 361,664 | 10,658,007 |
Nippon Television Network Corp. | | 15,600 | 149,732 |
Nippon Yusen KK | | 48,000 | 3,462,912 |
Nipro Corp. | | 68,738 | 541,630 |
Nishi-Nippon Financial Holdings, Inc. | | 44,800 | 269,265 |
Nishi-Nippon Railroad Co. Ltd. | | 15,400 | 308,074 |
Nishimatsu Construction Co. Ltd. | | 15,000 | 441,621 |
Nishimatsuya Chain Co. Ltd. | | 18,600 | 228,281 |
Nishio Rent All Co. Ltd. | | 4,000 | 86,332 |
Nissan Chemical Corp. | | 36,500 | 1,928,026 |
Nissan Motor Co. Ltd. (a) | | 697,748 | 2,793,467 |
Nissan Shatai Co. Ltd. | | 15,700 | 68,470 |
Nissha Co. Ltd. | | 14,500 | 153,039 |
Nisshin Oillio Group Ltd. | | 8,500 | 192,366 |
Nisshin Seifun Group, Inc. | | 59,000 | 786,519 |
Nisshinbo Holdings, Inc. | | 39,700 | 297,038 |
Nissin Electric Co. Ltd. | | 19,100 | 203,658 |
Nissin Food Holdings Co. Ltd. | | 19,000 | 1,321,690 |
Nitori Holdings Co. Ltd. | | 23,600 | 2,427,953 |
Nitta Corp. | | 4,800 | 101,907 |
Nitto Boseki Co. Ltd. | | 7,800 | 151,252 |
Nitto Denko Corp. | | 43,542 | 2,922,581 |
Nitto Kogyo Corp. | | 5,800 | 68,290 |
Noevir Holdings Co. Ltd. | | 5,800 | 227,413 |
NOF Corp. | | 21,900 | 822,005 |
Nohmi Bosai Ltd. | | 4,700 | 69,218 |
Nojima Co. Ltd. | | 10,400 | 209,169 |
NOK Corp. | | 37,100 | 315,657 |
NOMURA Co. Ltd. | | 65,300 | 449,034 |
Nomura Holdings, Inc. | | 908,154 | 3,496,807 |
Nomura Real Estate Holdings, Inc. | | 32,700 | 796,760 |
Nomura Real Estate Master Fund, Inc. | | 1,233 | 1,548,080 |
Nomura Research Institute Ltd. | | 99,210 | 2,805,304 |
North Pacific Bank Ltd. | | 83,700 | 158,708 |
NS Solutions Corp. | | 12,200 | 363,968 |
NSD Co. Ltd. | | 26,400 | 468,636 |
NSK Ltd. | | 106,500 | 589,343 |
NTN Corp. (a) | | 91,200 | 145,677 |
NTT Data Corp. | | 187,300 | 3,453,422 |
Ntt Ud (REIT) Investment Corp. | | 371 | 428,539 |
Obayashi Corp. | | 192,100 | 1,321,099 |
OBIC Business Consultants Ltd. | | 7,900 | 283,941 |
OBIC Co. Ltd. | | 20,541 | 3,034,714 |
Odakyu Electric Railway Co. Ltd. | | 91,100 | 1,379,532 |
Ogaki Kyoritsu Bank Ltd. | | 14,200 | 208,119 |
Ohsho Food Service Corp. | | 4,600 | 215,996 |
Oisix Ra Daichi, Inc. (a) | | 6,600 | 135,629 |
Oji Holdings Corp. | | 259,300 | 1,228,305 |
Okamoto Industries, Inc. | | 6,500 | 191,382 |
Okasan Securities Group, Inc. | | 49,834 | 133,424 |
Oki Electric Industry Co. Ltd. | | 34,500 | 223,483 |
Okinawa Financial Group, Inc. | | 9,400 | 160,919 |
Okuma Corp. | | 9,300 | 332,395 |
Okumura Corp. | | 9,800 | 231,347 |
Olympus Corp. | | 334,600 | 5,889,337 |
OMRON Corp. | | 55,000 | 3,242,474 |
One (REIT), Inc. | | 109 | 231,382 |
Ono Pharmaceutical Co. Ltd. | | 108,580 | 2,789,480 |
Open House Group Co. Ltd. | | 23,500 | 909,325 |
Optex Group Co. Ltd. | | 16,000 | 210,502 |
Optorun Co. Ltd. | | 13,500 | 200,339 |
Oracle Corp. Japan | | 10,600 | 681,171 |
Orient Corp. | | 379,300 | 364,086 |
Oriental Land Co. Ltd. | | 59,534 | 9,005,719 |
ORIX Corp. | | 364,220 | 6,642,998 |
ORIX JREIT, Inc. | | 810 | 1,094,894 |
Osaka Gas Co. Ltd. | | 104,700 | 1,887,051 |
OSG Corp. | | 29,400 | 369,337 |
Otsuka Corp. | | 33,600 | 1,101,143 |
Otsuka Holdings Co. Ltd. | | 113,518 | 3,814,482 |
Outsourcing, Inc. | | 37,900 | 375,874 |
Pacific Industrial Co. Ltd. | | 25,100 | 194,608 |
PALTAC Corp. | | 8,700 | 317,098 |
Pan Pacific International Holdings Ltd. | | 125,892 | 1,927,830 |
Panasonic Holdings Corp. | | 659,889 | 5,881,720 |
Paramount Bed Holdings Co. Ltd. | | 22,100 | 368,074 |
Park24 Co. Ltd. (a) | | 32,940 | 469,082 |
Pasona Group, Inc. | | 5,700 | 90,378 |
Penta-Ocean Construction Co. Ltd. | | 89,500 | 437,922 |
PeptiDream, Inc. (a) | | 35,000 | 564,510 |
Persol Holdings Co. Ltd. | | 53,100 | 1,053,485 |
Pharma Foods International Co. Ltd. | | 6,000 | 78,669 |
Pigeon Corp. | | 40,100 | 683,907 |
Pilot Corp. | | 9,900 | 402,226 |
Piolax, Inc. | | 22,700 | 264,830 |
Plus Alpha Consulting Co. Ltd. | | 5,000 | 88,573 |
Pola Orbis Holdings, Inc. | | 30,989 | 357,276 |
Prestige International, Inc. | | 28,000 | 134,555 |
Raito Kogyo Co. Ltd. | | 13,400 | 200,071 |
Raksul, Inc. (a) | | 7,300 | 150,838 |
Rakus Co. Ltd. | | 22,000 | 269,627 |
Rakuten Group, Inc. | | 250,295 | 1,759,545 |
Recruit Holdings Co. Ltd. | | 407,154 | 14,772,204 |
Relia, Inc. | | 22,100 | 181,677 |
Relo Group, Inc. | | 39,900 | 569,955 |
Renesas Electronics Corp. (a) | | 378,255 | 4,038,995 |
Rengo Co. Ltd. | | 62,700 | 371,219 |
RENOVA, Inc. (a) | | 9,900 | 121,977 |
Resona Holdings, Inc. | | 607,346 | 2,641,001 |
Resorttrust, Inc. | | 22,700 | 381,894 |
Restar Holdings Corp. | | 5,100 | 78,763 |
Ricoh Co. Ltd. | | 202,900 | 1,481,558 |
Riken Keiki Co. Ltd. | | 3,200 | 100,724 |
Ringer Hut Co. Ltd. | | 7,300 | 126,273 |
Rinnai Corp. | | 10,961 | 700,621 |
Riso Kyoiku Co. Ltd. | | 73,700 | 218,818 |
ROHM Co. Ltd. | | 25,500 | 1,781,452 |
Rohto Pharmaceutical Co. Ltd. | | 34,000 | 907,955 |
Roland Corp. | | 6,300 | 217,412 |
Rorze Corp. | | 4,100 | 358,172 |
Round One Corp. | | 18,100 | 201,458 |
Royal Holdings Co. Ltd. | | 12,300 | 196,990 |
Ryohin Keikaku Co. Ltd. | | 79,930 | 718,341 |
S Foods, Inc. | | 6,900 | 160,527 |
S-Pool, Inc. | | 14,200 | 141,895 |
Saizeriya Co. Ltd. | | 11,300 | 207,239 |
Sakai Moving Service Co. Ltd. | | 4,600 | 156,969 |
Sakata Seed Corp. | | 10,200 | 343,452 |
San-A Co. Ltd. | | 8,600 | 269,974 |
San-Ai Obbli Co. Ltd. | | 27,300 | 200,411 |
Sangetsu Corp. | | 15,000 | 179,701 |
Sanken Electric Co. Ltd. | | 8,500 | 313,917 |
Sankyo Co. Ltd. (Gunma) | | 13,800 | 397,095 |
Sankyu, Inc. | | 17,800 | 542,705 |
Sanrio Co. Ltd. | | 18,200 | 381,763 |
Sansan, Inc. (a) | | 17,200 | 164,100 |
Santen Pharmaceutical Co. Ltd. | | 109,760 | 892,863 |
Sanwa Holdings Corp. | | 58,200 | 530,217 |
Sanyo Chemical Industries Ltd. | | 4,600 | 175,907 |
Sapporo Holdings Ltd. | | 20,600 | 428,770 |
Sato Holding Corp. | | 9,200 | 126,501 |
Sawai Group Holdings Co. Ltd. | | 12,000 | 402,536 |
SBI Holdings, Inc. Japan | | 72,900 | 1,630,563 |
Screen Holdings Co. Ltd. | | 10,800 | 882,676 |
SCSK Corp. | | 53,000 | 842,611 |
Secom Co. Ltd. | | 61,733 | 4,343,194 |
Sega Sammy Holdings, Inc. | | 57,719 | 1,022,759 |
Seibu Holdings, Inc. (a) | | 62,100 | 616,967 |
Seiko Epson Corp. | | 88,473 | 1,246,366 |
Seiko Holdings Corp. | | 16,200 | 277,359 |
Seino Holdings Co. Ltd. | | 45,300 | 370,054 |
Seiren Co. Ltd. | | 15,600 | 247,251 |
Sekisui Chemical Co. Ltd. | | 114,400 | 1,549,106 |
Sekisui House (REIT), Inc. | | 1,301 | 761,282 |
Sekisui House Ltd. | | 182,480 | 3,169,302 |
Sekisui Jushi Corp. | | 18,100 | 247,488 |
SENKO Co. Ltd. | | 41,100 | 277,955 |
Seria Co. Ltd. | | 17,500 | 342,228 |
Seven & i Holdings Co. Ltd. | | 225,229 | 9,958,933 |
Seven Bank Ltd. | | 166,400 | 311,054 |
SG Holdings Co. Ltd. | | 97,200 | 1,712,924 |
Sharp Corp. | | 70,500 | 596,522 |
SHIFT, Inc. (a) | | 3,300 | 625,350 |
Shiga Bank Ltd. | | 11,000 | 206,850 |
Shikoku Electric Power Co., Inc. | | 56,100 | 322,548 |
Shima Seiki Manufacturing Ltd. | | 8,000 | 114,140 |
Shimadzu Corp. | | 67,300 | 2,200,182 |
Shimamura Co. Ltd. | | 8,700 | 771,590 |
SHIMANO, Inc. | | 22,265 | 3,945,012 |
SHIMIZU Corp. | | 164,600 | 863,102 |
Shin-Etsu Chemical Co. Ltd. | | 106,135 | 14,586,611 |
Shinko Electric Industries Co. Ltd. | | 20,500 | 883,655 |
Shinmaywa Industries Ltd. | | 24,200 | 169,746 |
Shinsei Bank Ltd. | | 35,000 | 613,757 |
Shionogi & Co. Ltd. | | 79,800 | 4,438,949 |
Ship Healthcare Holdings, Inc. | | 28,000 | 467,710 |
Shiseido Co. Ltd. | | 120,355 | 5,689,355 |
Shizuoka Bank Ltd. | | 117,900 | 762,822 |
Shizuoka Gas Co. Ltd. | | 73,700 | 528,294 |
SHO-BOND Holdings Co. Ltd. | | 11,800 | 495,954 |
Shochiku Co. Ltd. (a) | | 2,100 | 214,328 |
Shoei Co. Ltd. | | 6,700 | 248,566 |
Shoei Foods Corp. | | 2,300 | 69,079 |
Showa Denko K.K. | | 55,982 | 1,089,318 |
Siix Corp. | | 14,000 | 106,943 |
SKY Perfect JSAT Holdings, Inc. | | 54,700 | 177,196 |
Skylark Holdings Co. Ltd. | | 66,700 | 791,442 |
SMC Corp. | | 17,167 | 8,312,612 |
SMS Co., Ltd. | | 20,900 | 490,496 |
Snow Peak, Inc. (b) | | 8,200 | 150,312 |
SoftBank Corp. | | 839,600 | 9,771,151 |
SoftBank Group Corp. | | 362,412 | 14,906,093 |
Sohgo Security Services Co., Ltd. | | 20,600 | 572,244 |
Sojitz Corp. | | 69,540 | 1,060,370 |
Solasto Corp. | | 17,500 | 121,023 |
Sompo Holdings, Inc. | | 91,719 | 3,733,880 |
Sony Group Corp. | | 378,005 | 32,622,241 |
Sosei Group Corp. (a) | | 31,912 | 311,628 |
SOSiLA Logistics REIT, Inc. | | 208 | 252,833 |
Sotetsu Holdings, Inc. | | 27,200 | 466,292 |
Square Enix Holdings Co. Ltd. | | 25,500 | 1,018,107 |
Stanley Electric Co. Ltd. | | 38,739 | 667,981 |
Star Asia Investment Corp. | | 555 | 253,263 |
Star Micronics Co. Ltd. | | 12,400 | 138,998 |
Starts Corp., Inc. | | 9,600 | 177,929 |
Subaru Corp. | | 183,325 | 2,781,904 |
Sugi Holdings Co. Ltd. | | 10,100 | 432,891 |
Sumco Corp. | | 99,700 | 1,435,846 |
Sumitomo Bakelite Co. Ltd. | | 10,800 | 354,360 |
Sumitomo Chemical Co. Ltd. | | 428,600 | 1,822,495 |
Sumitomo Corp. | | 343,100 | 5,429,092 |
Sumitomo Dainippon Pharma Co., Ltd. | | 55,800 | 497,044 |
Sumitomo Electric Industries Ltd. | | 220,200 | 2,367,333 |
Sumitomo Forestry Co. Ltd. | | 38,223 | 584,768 |
Sumitomo Heavy Industries Ltd. | | 33,047 | 699,321 |
Sumitomo Metal Mining Co. Ltd. | | 74,600 | 3,271,714 |
Sumitomo Mitsui Construction Co. Ltd. | | 58,860 | 190,974 |
Sumitomo Mitsui Financial Group, Inc. | | 384,533 | 11,618,260 |
Sumitomo Mitsui Trust Holdings, Inc. | | 97,900 | 3,038,573 |
Sumitomo Osaka Cement Co. Ltd. | | 11,703 | 327,245 |
Sumitomo Realty & Development Co. Ltd. | | 95,187 | 2,525,167 |
Sumitomo Riko Co. Ltd. | | 13,800 | 58,986 |
Sumitomo Rubber Industries Ltd. | | 50,700 | 439,457 |
Sundrug Co. Ltd. | | 21,441 | 499,192 |
Suntory Beverage & Food Ltd. | | 40,700 | 1,603,621 |
Suzuken Co. Ltd. | | 20,200 | 596,249 |
Suzuki Motor Corp. | | 111,140 | 3,350,328 |
Sysmex Corp. | | 50,200 | 3,292,998 |
Systena Corp. | | 102,400 | 321,870 |
T Hasegawa Co. Ltd. | | 11,700 | 227,849 |
T&D Holdings, Inc. | | 157,600 | 2,025,230 |
T-Gaia Corp. | | 9,900 | 125,482 |
Tadano Ltd. | | 23,800 | 169,070 |
Taiheiyo Cement Corp. | | 39,691 | 642,184 |
Taikisha Ltd. | | 8,100 | 199,872 |
Taisei Corp. | | 56,000 | 1,516,928 |
Taisho Pharmaceutical Holdings Co. Ltd. | | 11,700 | 460,839 |
Taiyo Holdings Co. Ltd. | | 14,300 | 341,158 |
Taiyo Yuden Co. Ltd. | | 36,300 | 1,426,135 |
Takara Bio, Inc. | | 16,100 | 258,951 |
Takara Holdings, Inc. | | 47,869 | 403,195 |
Takasago International Corp. | | 10,100 | 203,683 |
Takasago Thermal Engineering Co. Ltd. | | 17,500 | 228,911 |
Takashimaya Co. Ltd. | | 41,700 | 380,356 |
Takeda Pharmaceutical Co. Ltd. | | 468,270 | 13,587,578 |
Takeuchi Manufacturing Co. Ltd. | | 12,600 | 231,059 |
Takuma Co. Ltd. | | 24,400 | 273,448 |
Tbs Holdings, Inc. | | 14,400 | 188,967 |
TDK Corp. | | 117,443 | 3,628,017 |
Techmatrix Corp. | | 8,800 | 135,781 |
TechnoPro Holdings, Inc. | | 32,500 | 827,713 |
Teijin Ltd. | | 54,300 | 580,265 |
Tenma Corp. | | 3,200 | 54,467 |
Terumo Corp. | | 190,300 | 5,664,308 |
The Awa Bank Ltd. | | 8,500 | 140,296 |
The Chugoku Bank Ltd. | | 48,300 | 355,177 |
The Hachijuni Bank Ltd. | | 111,400 | 367,368 |
The Hyakugo Bank Ltd. | | 96,800 | 256,186 |
The Keiyo Bank Ltd. | | 30,900 | 117,755 |
The Kiyo Bank Ltd. | | 19,800 | 217,182 |
The Nanto Bank Ltd. | | 9,600 | 150,197 |
The Okinawa Electric Power Co., Inc. | | 19,201 | 191,134 |
The Pack Corp. | | 5,100 | 93,340 |
The San-In Godo Bank Ltd. | | 53,700 | 266,608 |
The Sumitomo Warehouse Co. Ltd. | | 21,600 | 362,483 |
The Suruga Bank Ltd. | | 74,200 | 232,790 |
The Toho Bank Ltd. | | 44,700 | 69,638 |
THK Co. Ltd. | | 33,400 | 661,869 |
TIS, Inc. | | 67,100 | 1,507,024 |
TKC Corp. | | 13,200 | 346,725 |
Toagosei Co. Ltd. | | 43,700 | 358,967 |
Tobu Railway Co. Ltd. | | 61,000 | 1,371,168 |
Tocalo Co. Ltd. | | 19,000 | 189,710 |
Toda Corp. | | 56,100 | 322,324 |
Toei Co. Ltd. | | 1,600 | 212,214 |
Toho Co. Ltd. | | 30,600 | 1,135,488 |
Toho Gas Co. Ltd. | | 21,400 | 502,024 |
Toho Holdings Co. Ltd. | | 15,300 | 248,361 |
Tohoku Electric Power Co., Inc. | | 129,700 | 721,462 |
Tokai Carbon Co. Ltd. | | 60,200 | 497,786 |
TOKAI Holdings Corp. | | 38,900 | 261,469 |
Tokai Rika Co. Ltd. | | 19,100 | 201,241 |
Tokai Tokyo Financial Holdings | | 74,400 | 220,713 |
Tokio Marine Holdings, Inc. | | 185,793 | 10,045,586 |
Tokushu Tokai Paper Co. Ltd. | | 3,200 | 84,994 |
Tokuyama Corp. | | 21,835 | 290,409 |
Tokyo Century Corp. | | 13,200 | 406,588 |
Tokyo Electric Power Co., Inc. (a) | | 466,328 | 1,609,650 |
Tokyo Electron Ltd. | | 44,523 | 18,786,333 |
Tokyo Gas Co. Ltd. | | 116,235 | 2,226,418 |
Tokyo Ohka Kogyo Co. Ltd. | | 9,600 | 521,628 |
Tokyo Seimitsu Co. Ltd. | | 13,200 | 454,092 |
Tokyo Steel Manufacturing Co. Ltd. | | 32,400 | 335,340 |
Tokyo Tatemono Co. Ltd. | | 55,700 | 785,311 |
Tokyotokeiba Co. Ltd. | | 7,600 | 258,615 |
Tokyu Construction Co. Ltd. | | 27,300 | 126,607 |
Tokyu Corp. | | 150,100 | 1,835,544 |
Tokyu Fudosan Holdings Corp. | | 174,700 | 909,081 |
Tokyu REIT, Inc. | | 271 | 379,900 |
TOMONY Holdings, Inc. | | 109,400 | 276,700 |
Tomy Co. Ltd. | | 33,100 | 314,039 |
Topcon Corp. | | 36,260 | 464,098 |
Toppan, Inc. | | 77,500 | 1,281,050 |
Topre Corp. | | 12,500 | 105,982 |
Toray Industries, Inc. | | 418,400 | 1,982,916 |
TORIDOLL Holdings Corp. | | 18,000 | 326,446 |
Toshiba Corp. | | 115,152 | 4,782,070 |
Toshiba Tec Corp. | | 11,800 | 399,988 |
Tosoh Corp. | | 88,000 | 1,215,150 |
Totetsu Kogyo Co. Ltd. | | 12,900 | 233,190 |
Toto Ltd. | | 44,900 | 1,513,076 |
Towa Pharmaceutical Co. Ltd. | | 13,100 | 278,659 |
Toyo Gosei Co. Ltd. | | 1,900 | 139,751 |
Toyo Ink South Carolina Holdings Co. Ltd. | | 24,349 | 362,566 |
Toyo Seikan Group Holdings Ltd. | | 37,100 | 401,288 |
Toyo Suisan Kaisha Ltd. | | 26,236 | 810,072 |
Toyo Tire Corp. | | 30,500 | 349,833 |
Toyobo Co. Ltd. | | 33,700 | 277,069 |
Toyoda Gosei Co. Ltd. | | 17,900 | 260,660 |
Toyota Boshoku Corp. | | 19,500 | 310,780 |
Toyota Industries Corp. | | 43,400 | 2,602,994 |
Toyota Motor Corp. | | 3,176,360 | 54,422,834 |
Toyota Tsusho Corp. | | 62,249 | 2,236,435 |
TPR Co. Ltd. | | 9,800 | 93,925 |
Trancom Co. Ltd. | | 2,200 | 114,629 |
Transcosmos, Inc. | | 8,100 | 190,968 |
TRE Holdings Corp. | | 18,300 | 292,780 |
Trend Micro, Inc. | | 36,800 | 2,051,855 |
Tri Chemical Laboratories, Inc. | | 9,600 | 180,300 |
Trusco Nakayama Corp. | | 14,800 | 230,798 |
TS tech Co. Ltd. | | 29,700 | 309,938 |
Tsubakimoto Chain Co. | | 8,100 | 184,960 |
Tsugami Corp. | | 12,100 | 112,681 |
Tsumura & Co. | | 20,684 | 508,926 |
Tsuruha Holdings, Inc. | | 12,000 | 613,296 |
Uacj Corp. (a) | | 13,800 | 230,873 |
Ube Corp. | | 37,400 | 579,880 |
Uchida Yoko Co. Ltd. | | 2,200 | 83,027 |
Ulvac, Inc. | | 14,459 | 566,574 |
Unicharm Corp. | | 122,700 | 4,268,979 |
United Super Markets Holdings, Inc. | | 24,800 | 209,825 |
United Urban Investment Corp. | | 893 | 977,063 |
Universal Entertainment Corp. (a) | | 8,400 | 150,295 |
USEN-NEXT HOLDINGS Co. Ltd. | | 7,400 | 121,461 |
Ushio, Inc. | | 45,300 | 587,341 |
USS Co. Ltd. | | 79,100 | 1,316,861 |
UT Group Co. Ltd. | | 11,900 | 267,580 |
Valor Holdings Co. Ltd. | | 16,400 | 258,372 |
ValueCommerce Co. Ltd. | | 5,800 | 169,485 |
Visional, Inc. (a) | | 4,600 | 253,147 |
Wacoal Holdings Corp. | | 29,100 | 414,493 |
Wacom Co. Ltd. | | 62,300 | 450,440 |
Wakita & Co. Ltd. | | 11,400 | 94,860 |
WealthNavi, Inc. (a)(b) | | 9,000 | 117,057 |
Weathernews, Inc. | | 1,400 | 73,007 |
Welcia Holdings Co. Ltd. | | 32,200 | 660,070 |
West Holdings Corp. | | 7,149 | 281,991 |
West Japan Railway Co. | | 73,856 | 2,741,459 |
Yakult Honsha Co. Ltd. | | 37,400 | 1,936,596 |
Yamada Holdings Co. Ltd. | | 183,710 | 548,573 |
Yamaguchi Financial Group, Inc. | | 62,500 | 342,698 |
Yamaha Corp. | | 39,300 | 1,501,534 |
Yamaha Motor Co. Ltd. | | 87,907 | 1,814,901 |
Yamato Holdings Co. Ltd. | | 88,300 | 1,652,269 |
Yamato Kogyo Co. Ltd. | | 15,900 | 513,144 |
Yamazaki Baking Co. Ltd. | | 34,800 | 430,202 |
Yamazen Co. Ltd. | | 29,400 | 217,128 |
Yaoko Co. Ltd. | | 8,300 | 439,092 |
Yaskawa Electric Corp. | | 72,400 | 2,458,376 |
Yokogawa Bridge Holdings Corp. | | 11,300 | 165,720 |
Yokogawa Electric Corp. | | 62,312 | 993,408 |
Yokohama Rubber Co. Ltd. | | 46,200 | 618,554 |
Yokorei Co. Ltd. | | 8,800 | 58,816 |
YONEX Co. Ltd. | | 15,300 | 99,676 |
Yoshinoya Holdings Co. Ltd. | | 19,500 | 354,773 |
Yuasa Trading Co. Ltd. | | 5,300 | 118,251 |
Z Holdings Corp. | | 813,865 | 3,195,103 |
Zenkoku Hosho Co. Ltd. | | 13,000 | 456,250 |
Zenrin Co. Ltd. | | 11,250 | 81,822 |
Zensho Holdings Co. Ltd. | | 29,300 | 690,958 |
Zeon Corp. | | 41,500 | 441,924 |
ZERIA Pharmaceutical Co. Ltd. | | 12,200 | 186,671 |
Zojirushi Thermos | | 10,600 | 112,091 |
ZOZO, Inc. | | 35,500 | 743,281 |
Zuken, Inc. | | 3,900 | 90,299 |
|
TOTAL JAPAN | | | 1,194,187,582 |
|
Korea (South) - 3.4% | | | |
ABL Bio, Inc. (a) | | 13,796 | 271,258 |
Ace Technologies Corp. (a) | | 23,748 | 191,894 |
AfreecaTV Co. Ltd. | | 3,350 | 285,624 |
AhnLab, Inc. | | 6,605 | 538,441 |
Alteogen, Inc. (a) | | 7,976 | 357,787 |
AMOREPACIFIC Corp. | | 9,744 | 1,379,254 |
AMOREPACIFIC Group, Inc. | | 13,021 | 509,538 |
Ananti, Inc. (a) | | 21,685 | 148,756 |
Anterogen Co. Ltd. (a) | | 3,650 | 69,183 |
AptaBio Therapeutics, Inc. | | 7,371 | 111,598 |
BGF Retail Co. Ltd. | | 3,090 | 439,645 |
Bioneer Corp. (a) | | 8,100 | 192,977 |
BNC Korea Co. Ltd. (a) | | 18,038 | 150,882 |
BNK Financial Group, Inc. | | 99,473 | 613,654 |
Bukwang Pharmaceutical Co. Ltd. | | 13,456 | 124,516 |
Cellivery Therapeutics, Inc. (a) | | 4,314 | 118,143 |
Celltrion Healthcare Co. Ltd. | | 26,980 | 1,351,513 |
Celltrion Pharm, Inc. | | 4,640 | 335,443 |
Celltrion, Inc. | | 30,217 | 4,159,036 |
CHA Biotech Co. Ltd. (a) | | 13,621 | 199,052 |
Cheil Worldwide, Inc. | | 29,151 | 578,899 |
Chong Kun Dang Pharmaceutical Corp. | | 3,357 | 260,899 |
Chunbo Co. Ltd. | | 1,438 | 310,542 |
CJ CGV Co. Ltd. (a) | | 22,466 | 483,000 |
CJ CheilJedang Corp. | | 2,435 | 761,664 |
CJ Corp. | | 6,325 | 429,835 |
CJ ENM Co. Ltd. | | 3,690 | 368,650 |
CJ Logistics Corp. (a) | | 2,651 | 255,338 |
Com2uS Corp. | | 2,283 | 168,735 |
Cosmax, Inc. | | 2,512 | 167,989 |
Cosmo AM&T Co. Ltd. (a) | | 5,812 | 252,013 |
Coway Co. Ltd. | | 16,336 | 910,116 |
Creative & Innovative System (a) | | 17,006 | 176,593 |
CS Wind Corp. | | 10,801 | 502,633 |
Daeduck Electronics Co. Ltd. | | 19,481 | 459,898 |
Daejoo Electronic Materials Co. Ltd. | | 3,910 | 250,960 |
Daesang Corp. | | 7,364 | 146,440 |
Daewoo Engineering & Construction Co. Ltd. (a) | | 62,913 | 331,737 |
Daewoo Shipbuilding & Marine Engineering Co. Ltd. (a) | | 9,658 | 198,050 |
Daewoong Co. Ltd. | | 5,529 | 130,438 |
Daewoong Pharmaceutical Co. Ltd. | | 2,371 | 339,316 |
Daou Technology, Inc. | | 10,263 | 166,836 |
Dawonsys Co. Ltd. | | 7,453 | 171,893 |
DB HiTek Co. Ltd. | | 9,988 | 521,066 |
Db Insurance Co. Ltd. | | 14,889 | 790,940 |
Devsisters Co. Ltd. | | 2,027 | 95,872 |
DGB Financial Group Co. Ltd. | | 58,048 | 406,995 |
DL E&C Co. Ltd. | | 9,338 | 436,851 |
DL Holdings Co. Ltd. | | 7,165 | 347,345 |
Dong Suh Companies, Inc. | | 11,237 | 236,072 |
Dong-A St. Co. Ltd. | | 3,614 | 199,216 |
Dongjin Semichem Co. Ltd. | | 13,812 | 404,858 |
DongKook Pharmaceutical Co. Ltd. | | 14,602 | 257,717 |
Dongkuk Steel Mill Co. Ltd. | | 18,098 | 263,239 |
Dongwon Industries Co. | | 313 | 61,354 |
Doosan Bobcat, Inc. | | 16,778 | 542,271 |
Doosan Co. Ltd. | | 2,284 | 159,276 |
Doosan Fuel Cell Co. Ltd. (a) | | 14,357 | 388,000 |
Doosan Heavy Industries & Construction Co. Ltd. (a) | | 116,671 | 1,846,382 |
Douzone Bizon Co. Ltd. | | 6,178 | 196,702 |
E-Mart, Inc. | | 6,035 | 621,171 |
Ecopro BM Co. Ltd. | | 3,121 | 1,146,898 |
Ecopro Co. Ltd. | | 5,851 | 383,649 |
Ecopro HN Co. Ltd. | | 3,792 | 146,795 |
Enzychem Lifesciences Corp. (a) | | 6,122 | 106,274 |
EO Technics Co. Ltd. | | 3,585 | 312,477 |
Eubiologics Co. Ltd. (a) | | 8,923 | 132,964 |
Eugene Technology Co. Ltd. | | 3,757 | 125,701 |
F&F Co. Ltd. | | 5,750 | 631,419 |
Fila Holdings Corp. | | 20,127 | 511,530 |
Foosung Co. Ltd. | | 15,125 | 222,640 |
GC Cell Corp. | | 4,879 | 254,478 |
GemVax & Kael Co. Ltd. (a) | | 17,423 | 201,044 |
GeneOne Life Science, Inc. | | 19,729 | 171,785 |
Genexine Co. Ltd. (a) | | 6,431 | 202,573 |
Giantstep, Inc. | | 3,170 | 73,118 |
Golfzon Co. Ltd. | | 1,752 | 222,735 |
Grand Korea Leisure Co. Ltd. (a) | | 16,280 | 196,241 |
Green Cross Corp. | | 2,134 | 315,068 |
Green Cross Holdings Corp. | | 15,908 | 275,089 |
GS Engineering & Construction Corp. | | 18,682 | 611,922 |
GS Holdings Corp. | | 15,454 | 530,998 |
GS Retail Co. Ltd. | | 18,382 | 413,885 |
Halla Holdings Corp. | | 5,854 | 193,041 |
Hana Financial Group, Inc. | | 90,293 | 3,334,455 |
HanAll BioPharma Co. Ltd. (a) | | 18,902 | 271,182 |
Handsome Co. Ltd. | | 4,875 | 135,220 |
Hankook & Co. | | 6,550 | 74,577 |
Hankook Tire Co. Ltd. | | 21,250 | 580,142 |
Hanmi Pharm Co. Ltd. | | 2,755 | 676,504 |
Hanmi Semiconductor Co. Ltd. | | 17,356 | 204,930 |
Hanon Systems | | 52,082 | 463,601 |
Hansae Co. Ltd. | | 5,460 | 111,087 |
Hansol Chemical Co. Ltd. | | 2,892 | 553,474 |
Hanssem Co. Ltd. | | 2,675 | 164,503 |
Hanwha Aerospace Co. Ltd. | | 12,826 | 533,889 |
Hanwha Corp. | | 16,913 | 397,450 |
Hanwha Life Insurance Co. Ltd. | | 74,889 | 172,614 |
Hanwha Solutions Corp. (a) | | 39,712 | 992,812 |
Hanwha Systems Co. Ltd. | | 25,566 | 312,833 |
HD Hyundai Co. Ltd. | | 12,581 | 574,655 |
HDC Hyundai Development Co. | | 9,800 | 115,125 |
Helixmith Co., Ltd. | | 10,450 | 172,138 |
Hite Jinro Co. Ltd. | | 9,979 | 292,056 |
Hlb Global Co. Ltd. (a) | | 15,524 | 94,576 |
HLB Life Science Co. Ltd. (a) | | 26,513 | 213,963 |
HLB, Inc. (a) | | 26,911 | 651,525 |
HMM Co. Ltd. | | 81,129 | 1,788,719 |
Hotel Shilla Co. | | 11,011 | 696,980 |
HUGEL, Inc. (a) | | 2,420 | 236,965 |
HYBE Co. Ltd. (a) | | 5,169 | 1,009,729 |
Hyosung Advanced Materials Co. | | 823 | 304,726 |
Hyosung Corp. | | 3,398 | 221,340 |
Hyosung TNC Co. Ltd. | | 817 | 262,583 |
Hyundai Autoever Corp. | | 2,895 | 301,666 |
Hyundai Bioscience Co. Ltd. (a) | | 11,647 | 262,818 |
Hyundai Construction Equipment Co. Ltd. | | 10,479 | 304,122 |
Hyundai Department Store Co. Ltd. | | 3,810 | 225,554 |
Hyundai Doosan Infracore Co. Lt (a) | | 49,630 | 255,359 |
Hyundai Elevator Co. Ltd. | | 12,047 | 336,478 |
Hyundai Engineering & Construction Co. Ltd. | | 23,626 | 817,528 |
Hyundai Fire & Marine Insurance Co. Ltd. | | 17,842 | 457,406 |
Hyundai Glovis Co. Ltd. | | 8,368 | 1,363,715 |
Hyundai Greenfood Co. Ltd. | | 17,032 | 122,205 |
Hyundai Mipo Dockyard Co. Ltd. (a) | | 7,933 | 517,988 |
Hyundai Mobis | | 19,630 | 3,176,565 |
Hyundai Motor Co. | | 38,614 | 5,572,626 |
Hyundai Rotem Co. Ltd. (a) | | 27,251 | 404,030 |
Hyundai Steel Co. | | 26,451 | 894,073 |
Hyundai Wia Corp. | | 5,560 | 282,355 |
Iljin Materials Co. Ltd. | | 6,672 | 454,775 |
Industrial Bank of Korea | | 73,203 | 646,068 |
Innox Advanced Materials Co. Ltd. | | 5,405 | 207,963 |
JB Financial Group Co. Ltd. | | 48,096 | 338,392 |
JR Global (REIT) | | 38,566 | 179,430 |
Jusung Engineering Co. Ltd. | | 18,021 | 297,685 |
JW Pharmaceutical Corp. | | 8,641 | 208,171 |
JYP Entertainment Corp. | | 11,769 | 543,085 |
Kakao Corp. | | 94,675 | 6,578,216 |
Kakao Games Corp. (a) | | 8,974 | 417,580 |
KakaoBank Corp. (a) | | 29,452 | 968,317 |
Kangwon Land, Inc. (a) | | 28,702 | 599,951 |
KB Financial Group, Inc. | | 118,959 | 5,505,030 |
KCC Corp. | | 1,455 | 385,860 |
KEPCO E&C | | 4,567 | 260,724 |
KEPCO Plant Service & Engineering Co. Ltd. | | 10,745 | 319,671 |
Kia Corp. | | 79,997 | 5,219,123 |
Kiwoom Securities Co. Ltd. | | 4,775 | 354,460 |
KMW Co. Ltd. (a) | | 7,171 | 183,670 |
Koh Young Technology, Inc. | | 21,020 | 316,649 |
Kolmar Korea Co. Ltd. | | 11,380 | 418,656 |
Kolon Industries, Inc. | | 4,911 | 237,929 |
Komipharm International Co. Ltd. (a) | | 20,217 | 141,375 |
Korea Aerospace Industries Ltd. | | 21,753 | 746,047 |
Korea Electric Power Corp. | | 74,123 | 1,345,442 |
Korea Investment Holdings Co. Ltd. | | 11,889 | 655,633 |
Korea Line Corp. (a) | | 58,979 | 123,417 |
Korea Shipbuilding & Offshore Engineering Co. Ltd. (a) | | 11,993 | 858,141 |
Korea Zinc Co. Ltd. | | 2,469 | 1,121,198 |
Korean Air Lines Co. Ltd. (a) | | 50,516 | 1,183,974 |
Korean Reinsurance Co. | | 32,932 | 250,633 |
KRAFTON, Inc. (a) | | 6,683 | 1,305,870 |
KT&G Corp. | | 34,170 | 2,231,972 |
Kumho Petro Chemical Co. Ltd. | | 5,980 | 719,228 |
Kumho Tire Co., Inc. (a) | | 31,730 | 107,193 |
L&F Co. Ltd. | | 6,601 | 1,110,844 |
Leeno Industrial, Inc. | | 2,919 | 402,476 |
LegoChem Biosciences, Inc. (a) | | 7,416 | 247,444 |
LG Chemical Ltd. | | 13,330 | 5,430,473 |
LG Corp. | | 26,024 | 1,494,853 |
LG Display Co. Ltd. | | 71,617 | 930,787 |
LG Electronics, Inc. | | 32,555 | 2,932,731 |
LG Energy Solution | | 6,474 | 2,103,771 |
LG Household & Health Care Ltd. | | 2,671 | 1,902,746 |
LG Innotek Co. Ltd. | | 4,261 | 1,150,024 |
LG Uplus Corp. | | 58,948 | 647,747 |
LIG Nex1 Co. Ltd. | | 4,305 | 277,016 |
Lotte Chemical Corp. | | 4,938 | 758,086 |
Lotte Fine Chemical Co. Ltd. | | 5,176 | 330,529 |
Lotte REIT Co. Ltd. | | 22,162 | 104,111 |
Lotte Shopping Co. Ltd. | | 2,722 | 200,563 |
Lotte Tour Development Co. Ltd. (a) | | 24,273 | 310,477 |
LS Corp. | | 7,194 | 324,925 |
LS Electric Co. Ltd. | | 9,145 | 341,638 |
LX Hausys Ltd. | | 4,577 | 210,195 |
LX International Corp. | | 7,676 | 232,816 |
Lx Semicon Co. Ltd. | | 4,951 | 508,122 |
Mando Corp. | | 11,785 | 497,310 |
MedPacto, Inc. (a) | | 6,104 | 151,570 |
Meritz Financial Holdings Co. | | 12,364 | 368,399 |
Meritz Fire & Marine Insurance Co. Ltd. | | 14,009 | 487,527 |
Meritz Securities Co. Ltd. | | 126,717 | 651,607 |
Mezzion Pharma Co. Ltd. | | 5,439 | 85,347 |
Mirae Asset Securities Co. Ltd. | | 87,417 | 550,031 |
Naturecell Co. Ltd. (a) | | 15,711 | 208,155 |
NAVER Corp. | | 37,354 | 8,276,691 |
NCSOFT Corp. | | 4,938 | 1,626,604 |
Neowiz (a) | | 8,482 | 138,007 |
Neptune Co. (a) | | 8,174 | 103,329 |
Netmarble Corp. (c) | | 8,205 | 613,475 |
NH Investment & Securities Co. Ltd. | | 49,717 | 422,063 |
NHN Corp. | | 8,550 | 234,747 |
NHN KCP Corp. | | 7,943 | 129,890 |
NICE Information Service Co. Ltd. | | 18,196 | 263,015 |
NongShim Co. Ltd. | | 835 | 198,485 |
Oci Co. Ltd. | | 6,769 | 556,205 |
Orion Corp./Republic of Korea | | 8,023 | 594,809 |
Oscotec, Inc. (a) | | 10,710 | 227,359 |
Osstem Implant Co. Ltd. | | 3,309 | 290,094 |
Ottogi Corp. | | 370 | 136,498 |
Pan Ocean Co., Ltd. (Korea) | | 96,489 | 501,707 |
Paradise Co. Ltd. (a) | | 12,802 | 165,873 |
Pearl Abyss Corp. (a) | | 9,145 | 484,424 |
People & Technology, Inc. | | 6,900 | 270,250 |
Pharmicell Co. Ltd. (a) | | 15,610 | 138,831 |
PI Advanced Materials Co. Ltd. | | 3,222 | 120,777 |
POSCO | | 22,187 | 5,038,947 |
POSCO Chemtech Co. Ltd. | | 10,012 | 1,052,062 |
Posco International Corp. | | 14,878 | 287,397 |
RFHIC Corp. | | 10,728 | 239,154 |
S&S Tech Corp. | | 6,195 | 133,963 |
S-Oil Corp. | | 14,043 | 1,142,859 |
S.M. Entertainment Co. Ltd. | | 5,197 | 275,620 |
S1 Corp. | | 5,812 | 314,987 |
Sam Chun Dang Pharm Co. Ltd. (a) | | 8,680 | 305,123 |
Samsung Biologics Co. Ltd. (a)(c) | | 5,449 | 3,574,987 |
Samsung C&T Corp. | | 24,659 | 2,219,142 |
Samsung Electro-Mechanics Co. Ltd. | | 17,650 | 2,272,383 |
Samsung Electronics Co. Ltd. | | 1,402,292 | 74,335,733 |
Samsung Engineering Co. Ltd. (a) | | 46,033 | 934,218 |
Samsung Fire & Marine Insurance Co. Ltd. | | 9,515 | 1,568,802 |
Samsung Heavy Industries Co. Ltd. (a) | | 184,142 | 874,293 |
Samsung Life Insurance Co. Ltd. | | 18,958 | 969,403 |
Samsung SDI Co. Ltd. | | 16,682 | 7,904,289 |
Samsung SDS Co. Ltd. | | 11,001 | 1,275,193 |
Samsung Securities Co. Ltd. | | 22,460 | 697,738 |
Sangsangin Co. Ltd. | | 19,939 | 178,053 |
SD Biosensor, Inc. | | 13,104 | 466,294 |
Seegene, Inc. | | 11,008 | 347,201 |
Seojin System Co. Ltd. | | 7,382 | 111,845 |
Seoul Semiconductor Co. Ltd. | | 28,406 | 300,655 |
SFA Engineering Corp. | | 9,713 | 302,354 |
Shin Poong Pharmaceutical Co. | | 11,370 | 269,755 |
Shinhan Financial Group Co. Ltd. | | 131,298 | 4,339,128 |
Shinsegae Co. Ltd. | | 2,253 | 436,673 |
Shinsegae International Co. Ltd. | | 5,635 | 139,178 |
SillaJen, Inc. (a)(e) | | 9,987 | 95,701 |
SIMMTECH Co. Ltd. | | 8,806 | 337,580 |
SK Biopharmaceuticals Co. Ltd.(a) | | 8,845 | 635,577 |
SK Bioscience Co. Ltd. (a) | | 7,670 | 806,232 |
SK Chemicals Co. Ltd. | | 3,902 | 387,116 |
SK Hynix, Inc. | | 163,283 | 14,232,093 |
SK IE Technology Co. Ltd. (a)(c) | | 7,377 | 722,796 |
SK Innovation Co., Ltd. | | 15,181 | 2,403,301 |
SK Networks Co. Ltd. | | 40,170 | 152,530 |
SK Square Co. Ltd. (a) | | 30,344 | 1,246,688 |
SK Telecom Co. Ltd. | | 10,862 | 487,360 |
SK, Inc. | | 13,835 | 2,889,104 |
SKC Co. Ltd. | | 6,089 | 707,883 |
SOLUM Co. Ltd. (a) | | 8,224 | 158,440 |
Solus Advanced Materials Co. Lt | | 4,237 | 236,791 |
Solus Advanced Materials Co. Lt rights 5/10/22 (a) | | 626 | 11,402 |
Soulbrain Co. Ltd. | | 1,904 | 364,203 |
ST Pharm Co. Ltd. | | 3,740 | 285,512 |
Taihan Electric Wire Co. Ltd. (a) | | 125,762 | 178,149 |
Tokai Carbon Korea Co. Ltd. | | 1,276 | 141,109 |
UniTest, Inc. (a) | | 6,406 | 127,382 |
Vaxcell-Bio Therapeutics Co. Ltd. (a) | | 3,231 | 113,427 |
Vidente Co. Ltd. (a) | | 12,606 | 136,754 |
Webzen, Inc. (a) | | 12,905 | 223,472 |
WeMade Entertainment Co. Ltd. | | 5,755 | 339,651 |
WONIK IPS Co. Ltd. | | 11,060 | 344,471 |
Woori Financial Group, Inc. | | 154,577 | 1,781,316 |
Wysiwyg Studios Co. Ltd. (a) | | 7,872 | 202,752 |
YG Entertainment, Inc. | | 6,278 | 277,357 |
Youngone Corp. | | 8,184 | 306,808 |
Yuhan Corp. | | 14,516 | 695,584 |
YUNGJIN Pharmaceutical Co. Ltd. (a) | | 61,816 | 239,159 |
Zinus, Inc. | | 3,449 | 174,841 |
|
TOTAL KOREA (SOUTH) | | | 285,064,111 |
|
Kuwait - 0.2% | | | |
Agility Public Warehousing Co. KSC | | 378,350 | 1,543,026 |
Boubyan Bank KSC | | 371,694 | 1,189,663 |
Boubyan Petrochemicals Co. KSCP | | 186,184 | 617,171 |
Gulf Bank | | 580,611 | 645,965 |
Gulf Cable & Electrical Industries Co. KSCP | | 21,432 | 122,788 |
Human Soft Holding Co. KSCC | | 25,900 | 285,280 |
Kuwait Finance House KSCP | | 1,508,071 | 4,846,492 |
Mabanee Co. SAKC | | 245,773 | 669,561 |
Mobile Telecommunication Co. | | 591,229 | 1,313,628 |
National Bank of Kuwait | | 2,102,437 | 7,216,195 |
National Industries Group Holding SAK | | 805,897 | 828,247 |
Qurain Petrochemical Industries Co. | | 301,335 | 368,681 |
Shamal Az-Zour Al-Oula for the First Phase of Az-Zour Power Plant KSC | | 276,147 | 200,015 |
Warba Bank KSCP (a) | | 594,942 | 537,680 |
|
TOTAL KUWAIT | | | 20,384,392 |
|
Liechtenstein - 0.0% | | | |
Liechtensteinische Landesbank AG | | 3,376 | 186,685 |
Luxembourg - 0.3% | | | |
ADLER Group SA (b)(c) | | 25,200 | 191,962 |
Allegro.eu SA (a)(c) | | 111,535 | 573,679 |
Aperam SA | | 14,672 | 566,302 |
ArcelorMittal SA (Netherlands) | | 191,550 | 5,585,158 |
Aroundtown SA | | 302,600 | 1,521,634 |
B&M European Value Retail SA | | 271,276 | 1,662,132 |
Eurofins Scientific SA | | 40,153 | 3,731,732 |
Grand City Properties SA | | 31,745 | 560,460 |
InPost SA (a) | | 66,092 | 405,202 |
Millicom International Cellular SA (depository receipt) (a)(b) | | 32,605 | 735,071 |
Reinet Investments SCA | | 51,450 | 1,043,549 |
SES SA (France) (depositary receipt) | | 101,620 | 909,247 |
Shurgard Self Storage Europe SARL | | 6,984 | 404,140 |
Solutions 30 SE (a)(b) | | 38,143 | 221,190 |
Stabilus Se | | 10,099 | 475,677 |
Subsea 7 SA | | 93,071 | 762,838 |
Tenaris SA | | 152,330 | 2,327,935 |
|
TOTAL LUXEMBOURG | | | 21,677,908 |
|
Malaysia - 0.5% | | | |
Alliance Bank Malaysia Bhd | | 375,100 | 324,623 |
AMMB Holdings Bhd (a) | | 560,300 | 473,167 |
Axiata Group Bhd | | 831,758 | 668,518 |
Axis (REIT) | | 580,700 | 250,693 |
British American Tobacco (Malaysia) Bhd | | 69,800 | 206,450 |
Bursa Malaysia Bhd | | 318,300 | 510,275 |
Carlsberg Brewery Bhd | | 96,800 | 491,212 |
CIMB Group Holdings Bhd | | 2,009,848 | 2,395,667 |
Dialog Group Bhd | | 1,274,800 | 728,992 |
DiGi.com Bhd | | 913,700 | 798,921 |
DRB-Hicom Bhd | | 341,600 | 108,607 |
Fraser & Neave Holdings Bhd | | 54,900 | 289,340 |
Frontken Corp. Bhd | | 437,500 | 272,684 |
Gamuda Bhd | | 500,494 | 425,757 |
Genting Bhd | | 745,600 | 789,110 |
Genting Malaysia Bhd | | 1,131,200 | 786,321 |
Hap Seng Consolidated Bhd | | 217,700 | 367,566 |
Hartalega Holdings Bhd | | 524,200 | 521,322 |
Hong Leong Bank Bhd | | 236,400 | 1,134,551 |
Hong Leong Credit Bhd | | 89,900 | 399,403 |
Hong Seng Consolidated Bhd (a) | | 375,300 | 219,624 |
IGB (REIT) | | 628,500 | 231,552 |
IHH Healthcare Bhd | | 614,800 | 927,321 |
IJM Corp. Bhd | | 1,008,900 | 424,722 |
Inari Amertron Bhd | | 964,650 | 618,234 |
IOI Corp. Bhd | | 715,300 | 755,026 |
Kossan Rubber Industries Bhd | | 487,200 | 205,775 |
KPJ Healthcare Bhd | | 1,106,400 | 240,553 |
Kuala Lumpur Kepong Bhd | | 132,327 | 897,102 |
Malayan Banking Bhd | | 1,446,619 | 3,008,706 |
Malaysia Airports Holdings Bhd (a) | | 383,300 | 602,515 |
Maxis Bhd | | 753,400 | 654,932 |
MISC Bhd | | 387,600 | 693,444 |
My E.G.Services Bhd | | 1,670,444 | 357,707 |
Nestle (Malaysia) Bhd | | 23,600 | 721,337 |
Petronas Chemicals Group Bhd | | 782,400 | 1,832,578 |
Petronas Dagangan Bhd | | 107,900 | 537,094 |
Petronas Gas Bhd | | 235,600 | 917,757 |
PPB Group Bhd | | 194,640 | 755,809 |
Press Metal Bhd | | 1,021,600 | 1,400,531 |
Public Bank Bhd | | 4,452,300 | 4,785,543 |
QL Resources Bhd | | 412,375 | 476,288 |
RHB Bank Bhd | | 612,968 | 878,189 |
Serba Dinamik Holdings Bhd (e) | | 387,580 | 31,160 |
Sime Darby Bhd | | 1,079,989 | 577,269 |
Sime Darby Plantation Bhd | | 538,471 | 646,040 |
Sime Darby Property Bhd | | 477,889 | 64,654 |
SP Setia Bhd | | 512,661 | 137,253 |
Sunway (REIT) | | 773,700 | 258,962 |
Supermax Corp. Bhd | | 544,288 | 138,757 |
Telekom Malaysia Bhd | | 396,300 | 452,456 |
Tenaga Nasional Bhd | | 739,000 | 1,533,678 |
TIME dotCom Bhd | | 489,300 | 492,144 |
Top Glove Corp. Bhd | | 1,598,800 | 607,100 |
V.S. Industry Bhd | | 970,600 | 220,433 |
Westports Holdings Bhd | | 462,800 | 412,141 |
Yinson Holdings Bhd | | 471,800 | 264,537 |
|
TOTAL MALAYSIA | | | 39,922,102 |
|
Malta - 0.0% | | | |
Kambi Group PLC (a) | | 13,659 | 217,578 |
Kindred Group PLC (depositary receipt) | | 70,530 | 618,364 |
|
TOTAL MALTA | | | 835,942 |
|
Marshall Islands - 0.0% | | | |
Atlas Corp. (b) | | 35,080 | 433,589 |
Mauritius - 0.0% | | | |
Golden Agri-Resources Ltd. | | 2,220,100 | 518,697 |
Mexico - 0.6% | | | |
Alfa SA de CV Series A | | 1,083,100 | 725,552 |
Alsea S.A.B. de CV (a) | | 296,511 | 649,937 |
America Movil S.A.B. de CV Series L | | 9,895,796 | 9,630,780 |
Arca Continental S.A.B. de CV | | 144,400 | 916,294 |
Banco del Bajio SA (c) | | 241,200 | 595,598 |
Becle S.A.B. de CV | | 198,800 | 495,575 |
Bolsa Mexicana de Valores S.A.B. de CV | | 190,900 | 378,217 |
CEMEX S.A.B. de CV unit (a) | | 4,620,832 | 2,033,424 |
Coca-Cola FEMSA S.A.B. de CV unit | | 154,055 | 840,012 |
Concentradora Fibra Danhos SA de CV | | 101,245 | 113,269 |
Controladora Vuela Compania de Aviacion S.A.B. de CV (a) | | 223,900 | 359,113 |
Corporacion Inmobiliaria Vesta S.A.B. de CV | | 185,900 | 344,443 |
Fibra Uno Administracion SA de CV | | 974,335 | 1,068,562 |
Fomento Economico Mexicano S.A.B. de CV unit | | 559,991 | 4,210,669 |
GCC S.A.B. de CV | | 65,800 | 435,206 |
Genomma Lab Internacional SA de CV | | 210,800 | 221,993 |
Gentera S.A.B. de CV | | 378,200 | 293,753 |
Gruma S.A.B. de CV Series B | | 72,360 | 859,498 |
Grupo Aeroportuario del Pacifico S.A.B. de CV Series B | | 110,096 | 1,694,237 |
Grupo Aeroportuario del Sureste S.A.B. de CV Series B | | 61,320 | 1,338,303 |
Grupo Aeroportuario Norte S.A.B. de CV | | 100,600 | 705,948 |
Grupo Bimbo S.A.B. de CV Series A | | 487,177 | 1,501,651 |
Grupo Carso SA de CV Series A1 | | 95,627 | 312,376 |
Grupo Comercial Chedraui S.A.B. de CV | | 91,600 | 230,902 |
Grupo Financiero Banorte S.A.B. de CV Series O | | 765,519 | 5,053,442 |
Grupo Financiero Inbursa S.A.B. de CV Series O (a) | | 662,300 | 1,122,630 |
Grupo Herdez S.A.B. de CV | | 98,900 | 148,400 |
Grupo Mexico SA de CV Series B | | 911,317 | 4,265,749 |
Grupo Televisa SA de CV | | 733,670 | 1,361,891 |
Industrias Penoles SA de CV | | 48,180 | 530,543 |
Kimberly-Clark de Mexico SA de CV Series A | | 450,367 | 628,768 |
La Comer S.A.B. de CV | | 188,200 | 348,889 |
Macquarie Mexican (REIT) (c) | | 176,650 | 195,119 |
Megacable Holdings S.A.B. de CV unit | | 134,200 | 382,282 |
Nemak S.A.B. de CV (a)(c) | | 1,063,675 | 230,911 |
Operadora de Sites Mexicanos, SA de CV | | 351,063 | 428,711 |
Orbia Advance Corp. S.A.B. de CV | | 370,928 | 892,488 |
Prologis Property Mexico SA | | 123,500 | 331,468 |
Promotora y Operadora de Infraestructura S.A.B. de CV | | 74,980 | 546,592 |
Qualitas Controladora S.A.B. de CV | | 60,000 | 323,426 |
Regional S.A.B. de CV | | 79,700 | 480,899 |
Terrafina | | 202,271 | 268,320 |
Wal-Mart de Mexico SA de CV Series V | | 1,528,830 | 5,406,139 |
|
TOTAL MEXICO | | | 52,901,979 |
|
Multi-National - 0.1% | | | |
HK Electric Investments & HK Electric Investments Ltd. unit�� | | 795,500 | 785,199 |
HKT Trust/HKT Ltd. unit | | 1,062,000 | 1,521,106 |
Unibail-Rodamco SE & WFD Unibail-Rodamco NV unit (a) | | 38,074 | 2,687,071 |
|
TOTAL MULTI-NATIONAL | | | 4,993,376 |
|
Netherlands - 3.1% | | | |
Aalberts Industries NV | | 30,603 | 1,487,070 |
ABN AMRO Bank NV rights (a)(d) | | 121,659 | 78,290 |
ABN AMRO Group NV GDR (c) | | 121,659 | 1,512,363 |
Accell Group NV (a) | | 7,610 | 459,712 |
Adyen BV (a)(c) | | 5,951 | 9,981,573 |
AEGON NV | | 519,160 | 2,691,680 |
AerCap Holdings NV (a) | | 40,880 | 1,909,505 |
Airbus Group NV | | 175,851 | 19,250,744 |
Akzo Nobel NV | | 56,851 | 4,931,624 |
Alfen Beheer BV (a)(c) | | 5,949 | 535,014 |
AMG Advanced Metallurgical Group NV | | 13,391 | 523,614 |
Arcadis NV | | 22,047 | 919,883 |
Argenx SE (a) | | 14,010 | 4,036,400 |
ASM International NV (Netherlands) | | 13,926 | 4,184,653 |
ASML Holding NV (Netherlands) | | 123,872 | 70,302,131 |
ASR Nederland NV | | 39,544 | 1,797,222 |
Basic-Fit NV (a)(c) | | 13,870 | 581,114 |
BE Semiconductor Industries NV | | 19,981 | 1,218,015 |
Boskalis Westminster | | 22,393 | 777,716 |
Brunel International NV | | 7,332 | 85,194 |
CNH Industrial NV | | 306,401 | 4,340,566 |
Corbion NV | | 17,558 | 608,740 |
COSMO Pharmaceuticals NV (a) | | 5,980 | 341,994 |
Davide Campari Milano NV | | 152,240 | 1,717,752 |
Eurocommercial Properties NV | | 12,708 | 307,482 |
Euronext NV (c) | | 25,335 | 2,029,895 |
EXOR NV | | 31,665 | 2,197,387 |
Ferrari NV (Italy) | | 37,877 | 7,975,182 |
Flow Traders BV (c) | | 11,122 | 363,087 |
Fugro NV (Certificaten Van Aandelen) (a) | | 49,568 | 607,225 |
Heineken Holding NV | | 34,811 | 2,717,424 |
Heineken NV (Bearer) | | 77,509 | 7,565,734 |
IMCD NV | | 16,857 | 2,684,014 |
ING Groep NV (Certificaten Van Aandelen) | | 1,172,269 | 11,106,320 |
Intertrust NV (a)(c) | | 30,029 | 619,653 |
JDE Peet's BV | | 30,184 | 887,985 |
Just Eat Takeaway.com NV (a)(c) | | 55,038 | 1,494,973 |
Koninklijke Ahold Delhaize NV | | 310,658 | 9,163,161 |
Koninklijke BAM Groep NV (a) | | 111,046 | 307,357 |
Koninklijke DSM NV | | 52,038 | 8,748,088 |
Koninklijke KPN NV | | 1,001,875 | 3,457,062 |
Koninklijke Philips Electronics NV | | 272,743 | 7,127,078 |
Koninklijke Vopak NV | | 20,203 | 543,253 |
Meltwater Holding BV (a) | | 57,070 | 75,112 |
MFE-MediaForEurope NV | | 72,020 | 66,328 |
MFE-MediaForEurope NV Class A (a)(b) | | 72,020 | 43,977 |
NN Group NV | | 80,308 | 3,933,615 |
NSI NV | | 7,465 | 292,007 |
NSI NV rights (a)(d) | | 7,465 | 8,820 |
OCI NV (a) | | 29,141 | 1,104,226 |
Pharming Group NV (a) | | 337,924 | 276,690 |
PostNL NV | | 151,253 | 495,621 |
PostNL NV rights (a)(d) | | 151,253 | 51,061 |
Prosus NV | | 279,937 | 13,500,988 |
PT Smartfren Telecom Tbk (a) | | 31,915,700 | 182,540 |
QIAGEN NV (Germany) (a) | | 68,049 | 3,138,222 |
Randstad NV | | 35,485 | 1,876,416 |
RHI Magnesita NV | | 8,312 | 247,290 |
SBM Offshore NV | | 55,027 | 797,404 |
Signify NV (c) | | 39,563 | 1,673,815 |
Sligro Food Group NV (a) | | 4,496 | 105,527 |
Steinhoff International Holdings NV (South Africa) (a) | | 1,315,192 | 216,859 |
Stellantis NV (Italy) | | 610,380 | 8,194,751 |
STMicroelectronics NV (France) | | 202,981 | 7,499,570 |
Technip Energies NV | | 31,290 | 380,231 |
TKH Group NV (depositary receipt) | | 13,004 | 637,719 |
TomTom Group BV (a) | | 18,979 | 163,858 |
Universal Music Group NV | | 218,190 | 5,063,408 |
Wereldhave NV | | 12,130 | 197,842 |
Wolters Kluwer NV | | 77,726 | 7,848,989 |
Wolters Kluwer NV rights (a)(d) | | 77,726 | 84,457 |
X5 Retail Group NV GDR (e) | | 33,857 | 10,417 |
Yandex NV Class A (a)(e) | | 90,012 | 438,264 |
|
TOTAL NETHERLANDS | | | 262,780,953 |
|
New Zealand - 0.2% | | | |
Air New Zealand Ltd. (a) | | 550,638 | 312,506 |
Air New Zealand Ltd. rights 5/2/22 (a) | | 99,109 | 45,429 |
Argosy Property Ltd. | | 298,019 | 249,687 |
Auckland International Airport Ltd. (a) | | 392,513 | 1,971,595 |
Chorus Ltd. | | 110,184 | 522,739 |
Contact Energy Ltd. | | 255,501 | 1,342,304 |
Fisher & Paykel Healthcare Corp. | | 171,915 | 2,362,477 |
Fletcher Building Ltd. | | 207,513 | 826,632 |
Genesis Energy Ltd. | | 167,487 | 309,309 |
Goodman Property Trust | | 307,128 | 447,083 |
Infratil Ltd. | | 196,485 | 1,063,306 |
Kiwi Property Group Ltd. | | 446,684 | 304,663 |
Mercury Nz Ltd. | | 205,268 | 795,837 |
Meridian Energy Ltd. | | 418,261 | 1,269,447 |
Precinct Properties New Zealand Ltd. | | 382,227 | 373,530 |
Pushpay Holdings Ltd. (a) | | 244,641 | 206,335 |
Ryman Healthcare Group Ltd. | | 123,253 | 729,444 |
SKYCITY Entertainment Group Ltd. | | 208,871 | 390,202 |
Spark New Zealand Ltd. | | 589,927 | 1,865,758 |
Summerset Group Holdings Ltd. | | 62,503 | 470,771 |
Synlait Milk Ltd. (a) | | 38,685 | 88,193 |
The a2 Milk Co. Ltd. (a) | | 213,804 | 677,479 |
Xero Ltd. (a) | | 40,483 | 2,669,536 |
Z Energy Ltd. | | 157,677 | 384,790 |
|
TOTAL NEW ZEALAND | | | 19,679,052 |
|
Norway - 0.6% | | | |
Adevinta ASA Class B (a) | | 87,635 | 677,018 |
Aker ASA (A Shares) | | 7,189 | 585,982 |
Aker BP ASA | | 39,287 | 1,407,609 |
Aker Carbon Capture A/S (a) | | 106,551 | 215,258 |
Atea ASA | | 33,144 | 394,934 |
Austevoll Seafood ASA | | 24,087 | 381,901 |
Bonheur A/S | | 4,493 | 167,080 |
Borregaard ASA | | 32,477 | 619,495 |
Crayon Group Holding A/S (a)(c) | | 19,457 | 286,201 |
DNB Bank ASA | | 273,921 | 5,307,854 |
DNO ASA (A Shares) | | 124,636 | 188,941 |
Elkem ASA (c) | | 90,267 | 374,872 |
Elmera Group ASA (c) | | 29,083 | 65,631 |
Entra ASA (c) | | 20,056 | 330,678 |
Equinor ASA | | 293,128 | 9,907,604 |
Europris ASA (c) | | 42,274 | 214,806 |
Gjensidige Forsikring ASA | | 65,877 | 1,408,412 |
Grieg Seafood ASA | | 15,158 | 225,824 |
Kahoot! A/S (a) | | 82,894 | 199,814 |
Kongsberg Gruppen ASA | | 33,613 | 1,443,765 |
Leroy Seafood Group ASA | | 89,588 | 840,809 |
Mowi ASA | | 135,791 | 3,835,695 |
MPC Container Ships ASA | | 143,514 | 427,167 |
NEL ASA (a)(b) | | 463,420 | 658,553 |
Nordic VLSI ASA (a) | | 51,767 | 1,029,192 |
Norsk Hydro ASA | | 405,043 | 3,401,359 |
Norwegian Air Shuttle A/S (a) | | 472,587 | 659,585 |
Nykode Therapeutics A/S (a) | | 34,938 | 136,537 |
Orkla ASA | | 219,301 | 1,779,550 |
Pexip Holding ASA (a) | | 17,305 | 37,952 |
Protector Forsikring ASA | | 21,927 | 247,429 |
Quantafuel ASA (a)(b) | | 57,593 | 95,149 |
REC Silicon ASA (a)(b) | | 138,608 | 238,524 |
Salmar ASA | | 17,097 | 1,399,043 |
Scatec Solar AS (c) | | 34,755 | 420,071 |
Schibsted ASA: | | | |
(A Shares) | | 22,837 | 475,898 |
(B Shares) | | 29,736 | 571,596 |
Sparebank 1 Oestlandet | | 6,479 | 94,808 |
Sparebank 1 Sr Bank ASA (primary capital certificate) | | 49,073 | 624,883 |
Sparebanken Midt-Norge | | 40,757 | 571,106 |
Sparebanken Nord-Norge | | 29,084 | 309,552 |
Storebrand ASA (A Shares) | | 130,712 | 1,135,390 |
Telenor ASA | | 206,116 | 2,906,950 |
TGS ASA | | 30,919 | 476,980 |
Tomra Systems ASA | | 37,516 | 1,475,333 |
Veidekke ASA | | 26,115 | 338,154 |
Wallenius Wilhelmsen ASA | | 25,081 | 157,428 |
Yara International ASA | | 48,278 | 2,454,852 |
|
TOTAL NORWAY | | | 51,203,224 |
|
Panama - 0.0% | | | |
Intercorp Financial Services, Inc. | | 10,730 | 293,251 |
Peru - 0.0% | | | |
Compania de Minas Buenaventura SA sponsored ADR | | 75,528 | 712,984 |
Philippines - 0.2% | | | |
Aboitiz Equity Ventures, Inc. | | 626,760 | 607,341 |
AC Energy Corp. | | 2,580,700 | 354,486 |
Alliance Global Group, Inc. | | 1,008,900 | 227,183 |
Ayala Corp. | | 87,935 | 1,235,299 |
Ayala Land, Inc. | | 2,573,100 | 1,567,988 |
Bank of the Philippine Islands (BPI) | | 596,044 | 1,079,418 |
BDO Unibank, Inc. | | 589,573 | 1,454,507 |
Bloomberry Resorts Corp. (a) | | 1,447,500 | 166,656 |
D&L Industries, Inc. | | 1,431,500 | 194,649 |
Globe Telecom, Inc. | | 8,835 | 383,479 |
GT Capital Holdings, Inc. | | 36,950 | 354,088 |
International Container Terminal Services, Inc. | | 297,280 | 1,218,645 |
JG Summit Holdings, Inc. | | 960,080 | 1,019,669 |
Jollibee Food Corp. | | 140,950 | 578,077 |
Manila Electric Co. | | 77,210 | 518,913 |
Manila Water Co., Inc. | | 257,300 | 90,345 |
Megaworld Corp. | | 3,321,000 | 179,709 |
Metro Pacific Investments Corp. | | 3,857,600 | 278,549 |
Metropolitan Bank & Trust Co. | | 654,698 | 636,500 |
Monde Nissin Corp. (c) | | 1,364,200 | 333,219 |
PLDT, Inc. | | 21,715 | 771,414 |
PUREGOLD Price Club, Inc. | | 486,100 | 305,777 |
Robinsons Land Corp. | | 713,756 | 258,838 |
Security Bank Corp. | | 139,950 | 274,854 |
SM Investments Corp. | | 75,805 | 1,229,679 |
SM Prime Holdings, Inc. | | 3,128,500 | 2,081,919 |
Universal Robina Corp. | | 260,900 | 509,554 |
Vista Land & Lifescapes, Inc. | | 862,300 | 42,258 |
Wilcon Depot, Inc. | | 321,200 | 169,243 |
|
TOTAL PHILIPPINES | | | 18,122,256 |
|
Poland - 0.2% | | | |
Alior Bank SA (a) | | 36,716 | 299,743 |
Asseco Poland SA | | 18,320 | 321,925 |
Bank Millennium SA (a) | | 204,946 | 232,177 |
Bank Polska Kasa Opieki SA | | 55,537 | 1,220,440 |
Budimex SA | | 4,808 | 221,276 |
CCC SA (a) | | 12,732 | 148,893 |
CD Projekt RED SA | | 20,902 | 565,711 |
Cyfrowy Polsat SA | | 84,943 | 462,541 |
Dino Polska SA (a)(c) | | 14,823 | 958,927 |
ENEA SA (a) | | 94,099 | 203,244 |
Eurocash SA | | 33,144 | 88,821 |
Grupa Azoty SA (a) | | 13,020 | 117,401 |
Grupa Lotos SA (a) | | 29,323 | 455,960 |
Jastrzebska Spolka Weglowa SA (a) | | 17,422 | 263,911 |
KGHM Polska Miedz SA (Bearer) | | 43,686 | 1,413,164 |
Kruk SA | | 5,991 | 345,428 |
LPP SA | | 343 | 724,821 |
mBank SA (a) | | 5,103 | 341,552 |
Orange Polska SA | | 205,009 | 313,357 |
PGE Polska Grupa Energetyczna SA (a) | | 257,314 | 572,250 |
Polish Oil & Gas Co. SA | | 535,406 | 750,140 |
Polski Koncern Naftowy Orlen SA | | 88,729 | 1,499,027 |
Powszechna Kasa Oszczednosci Bank SA (a) | | 276,568 | 2,041,223 |
Powszechny Zaklad Ubezpieczen SA | | 192,224 | 1,328,988 |
Santander Bank Polska SA | | 11,666 | 710,426 |
Tauron Polska Energia SA (a) | | 282,624 | 212,536 |
|
TOTAL POLAND | | | 15,813,882 |
|
Portugal - 0.1% | | | |
Banco Comercial Portugues SA (Reg.) (a) | | 2,926,806 | 452,453 |
Corticeira Amorim SGPS SA | | 7,280 | 75,312 |
Energias de Portugal SA | | 800,783 | 3,732,180 |
Galp Energia SGPS SA Class B | | 149,336 | 1,817,666 |
Jeronimo Martins SGPS SA | | 94,539 | 1,967,984 |
NOS SGPS | | 80,580 | 340,756 |
REN - Redes Energeticas Nacionais SGPS SA | | 123,547 | 376,586 |
Sonae SGPS SA | | 435,270 | 469,913 |
|
TOTAL PORTUGAL | | | 9,232,850 |
|
Qatar - 0.3% | | | |
Barwa Real Estate Co. (a) | | 520,492 | 485,226 |
Doha Bank (a) | | 457,746 | 326,804 |
Gulf Warehousing Co. (a) | | 174,951 | 203,931 |
Industries Qatar QSC (a) | | 442,783 | 2,287,018 |
Masraf al Rayan (a) | | 1,393,069 | 2,061,822 |
Medicare Group | | 74,966 | 142,038 |
Mesaieed Petrochemical Holding Co. (a) | | 1,348,405 | 958,981 |
Ooredoo QSC | | 242,348 | 498,371 |
Qatar Aluminum Manufacturing Co. (a) | | 917,250 | 604,490 |
Qatar Electricity & Water Co. | | 119,816 | 562,601 |
Qatar Fuel Co. (a) | | 144,774 | 728,690 |
Qatar Gas Transport Co. Ltd. (Nakilat) (a) | | 724,635 | 680,511 |
Qatar Insurance Co. SAQ (a) | | 664,914 | 447,323 |
Qatar International Islamic Bank QSC (a) | | 244,959 | 776,900 |
Qatar Islamic Bank (a) | | 353,788 | 2,379,150 |
Qatar National Bank SAQ (a) | | 1,350,408 | 8,621,401 |
Qatar National Cement Co. QSC (a) | | 112,594 | 156,845 |
Qatar Navigation QPSC | | 280,257 | 654,901 |
The Commercial Bank of Qatar (a) | | 715,961 | 1,511,643 |
United Development Co. (a) | | 695,669 | 276,988 |
Vodafone Qatar QSC (a) | | 617,816 | 279,750 |
|
TOTAL QATAR | | | 24,645,384 |
|
Russia - 0.0% | | | |
Aeroflot Pjsc (a)(e) | | 402,869 | 37,402 |
Alrosa Co. Ltd. (e) | | 739,283 | 160,394 |
Credit Bank of Moscow (a)(e) | | 4,537,000 | 59,026 |
Detsky Mir PJSC (c)(e) | | 227,830 | 49,200 |
Gazprom OAO (e) | | 3,442,771 | 469,811 |
Inter Rao Ues JSC (e) | | 11,220,073 | 80,671 |
LUKOIL PJSC (e) | | 120,075 | 48,469 |
Magnit OJSC GDR (Reg. S) (e) | | 100,509 | 489 |
MMC Norilsk Nickel PJSC (e) | | 18,318 | 158,874 |
Mobile TeleSystems OJSC sponsored ADR (e) | | 173,383 | 172,688 |
Moscow Exchange MICEX-RTS OAO (e) | | 449,874 | 112,778 |
Novatek PJSC GDR (Reg. S) (e) | | 26,560 | 6,785 |
Novolipetsk Steel OJSC (e) | | 409,801 | 5,131 |
PhosAgro OJSC GDR (Reg. S) (e) | | 43,516 | 893 |
Polyus PJSC (e) | | 10,038 | 30,784 |
Rosneft Oil Co. OJSC (e) | | 315,946 | 68,907 |
Rostelecom PJSC (e) | | 298,140 | 86,805 |
Sberbank of Russia (e) | | 3,156,853 | 25,312 |
Segezha Group PJSC (c)(e) | | 1,842,700 | 35,981 |
Severstal PAO (e) | | 63,766 | 1,857 |
Sistema JSFC sponsored GDR (e) | | 40,315 | 71,280 |
Surgutneftegas OJSC (e) | | 2,091,286 | 33,372 |
Tatneft PAO (e) | | 399,435 | 64,790 |
Unipro PJSC (e) | | 8,778,000 | 36,517 |
United Co. RUSAL International PJSC (a)(e) | | 983,490 | 154,574 |
VTB Bank OJSC (e) | | 963,847,980 | 48,024 |
|
TOTAL RUSSIA | | | 2,020,814 |
|
Saudi Arabia - 1.3% | | | |
Abdullah Al Othaim Markets Co. | | 18,324 | 546,183 |
Advanced Polypropylene Co. | | 47,839 | 855,817 |
Al Rajhi Bank | | 369,879 | 17,415,120 |
Aldrees Petroleum and Transport Services Co. | | 13,460 | 283,138 |
Alinma Bank | | 291,591 | 3,222,365 |
Almarai Co. Ltd. | | 84,688 | 1,174,090 |
Arab National Bank | | 190,761 | 1,790,228 |
Bank Al-Jazira | | 126,249 | 1,065,314 |
Bank Albilad | | 161,690 | 2,233,001 |
Banque Saudi Fransi | | 184,738 | 2,669,510 |
Bupa Arabia for Cooperative Insurance Co. (a) | | 19,945 | 883,774 |
Dallah Healthcare Co. | | 12,439 | 399,290 |
Dar Al Arkan Real Estate Development Co. (a) | | 257,886 | 743,928 |
Dr Sulaiman Al Habib Medical Services Group Co. | | 16,678 | 889,304 |
Emaar The Economic City (a) | | 136,942 | 400,150 |
Etihad Etisalat Co. | | 106,596 | 1,229,145 |
Jadwa (REIT) Saudi Fund | | 66,326 | 248,979 |
Jarir Marketing Co. | | 20,265 | 1,037,347 |
Mobile Telecommunications Co. Saudi Arabia (a) | | 153,670 | 571,121 |
Mouwasat Medical Services Co. | | 16,137 | 1,036,850 |
National Industrialization Co. (a) | | 132,229 | 727,633 |
Qassim Cement Co. | | 15,800 | 338,680 |
Rabigh Refining & Petrochemical Co. (a) | | 80,565 | 618,607 |
Riyad Bank | | 410,990 | 4,470,617 |
Sabic Agriculture-Nutrients Co. | | 65,276 | 2,829,764 |
Sahara International Petrochemical Co. | | 117,536 | 1,795,567 |
Saudi Airlines Catering Co. (a) | | 16,080 | 405,987 |
Saudi Arabian Mining Co. (a) | | 129,067 | 4,748,653 |
Saudi Arabian Oil Co. (c) | | 655,497 | 7,846,810 |
Saudi Basic Industries Corp. | | 271,866 | 9,495,160 |
Saudi Cement Co. | | 31,589 | 486,788 |
Saudi Dairy & Foodstuffs Co. | | 7,297 | 342,399 |
Saudi Electricity Co. | | 244,093 | 1,760,349 |
Saudi Ground Services Co. (a) | | 30,826 | 282,717 |
Saudi Industrial Investment Group | | 125,078 | 1,100,452 |
Saudi Kayan Petrochemical Co. (a) | | 239,328 | 1,204,680 |
Saudi Pharmaceutical Industries & Medical Appliances Corp. | | 18,302 | 175,662 |
Saudi Research & Marketing Group (a) | | 10,980 | 773,998 |
Saudi Telecom Co. | | 183,747 | 5,682,695 |
Seera Group Holding (a) | | 39,529 | 231,854 |
Southern Province Cement Co. | | 26,449 | 471,044 |
The Co. for Cooperative Insurance | | 22,302 | 410,269 |
The National Agriculture Development Co. (a) | | 21,254 | 181,895 |
The Saudi British Bank | | 243,263 | 2,908,805 |
The Saudi National Bank | | 661,971 | 13,942,548 |
The Savola Group | | 81,992 | 780,397 |
United Electronics Co. | | 12,427 | 426,072 |
Yamama Cement Co. (a) | | 49,231 | 458,735 |
Yanbu Cement Co. | | 40,289 | 453,289 |
Yanbu National Petrochemical Co. | | 81,062 | 1,320,488 |
|
TOTAL SAUDI ARABIA | | | 105,367,268 |
|
Singapore - 0.9% | | | |
AEM Holdings Ltd. | | 81,600 | 279,445 |
Ascendas India Trust | | 296,200 | 267,619 |
Ascendas Real Estate Investment Trust | | 966,741 | 1,989,050 |
Ascott Residence Trust | | 523,724 | 435,101 |
Best World International Ltd. (a)(e) | | 28,600 | 26,843 |
BOC Aviation Ltd. Class A (c) | | 71,400 | 560,088 |
CapitaLand Investment Ltd. | | 781,125 | 2,368,529 |
CapitaMall Trust | | 1,401,337 | 2,348,069 |
CapitaRetail China Trust | | 520,374 | 437,233 |
CDL Hospitality Trusts unit | | 305,000 | 293,134 |
City Developments Ltd. | | 159,900 | 980,366 |
ComfortDelgro Corp. Ltd. | | 722,800 | 763,526 |
Cromwell European (REIT) | | 137,562 | 328,438 |
DBS Group Holdings Ltd. | | 538,175 | 13,056,466 |
ESR (REIT) | | 1,839,997 | 516,046 |
Ezion Holdings Ltd. warrants 4/16/23 (a)(e) | | 30,780 | 35 |
First Resources Ltd. | | 134,300 | 204,833 |
Frasers Centrepoint Trust | | 308,183 | 542,723 |
Frasers Logistics & Industrial Trust | | 783,865 | 816,286 |
Genting Singapore Ltd. | | 1,660,200 | 963,898 |
Hutchison Port Holdings Trust | | 1,302,000 | 310,340 |
iFast Corp. Ltd. | | 50,500 | 181,341 |
Kenon Holdings Ltd. | | 8,226 | 475,723 |
Keppel (REIT) | | 590,094 | 516,973 |
Keppel Corp. Ltd. | | 450,400 | 2,221,284 |
Keppel DC (REIT) | | 391,674 | 583,903 |
Keppel Infrastructure Trust | | 1,049,843 | 419,193 |
Keppel Pacific Oak U.S. (REIT) | | 429,900 | 311,335 |
Manulife U.S. REIT | | 416,249 | 259,326 |
Mapletree Commercial Trust | | 690,615 | 928,824 |
Mapletree Greater China Commercial Trust | | 787,093 | 679,791 |
Mapletree Industrial (REIT) | | 556,580 | 1,045,859 |
Mapletree Logistics Trust (REIT) | | 929,970 | 1,194,382 |
Maxeon Solar Technologies Ltd. (a)(b) | | 7,666 | 88,772 |
Nanofilm Technologies International Ltd. | | 79,000 | 152,473 |
NetLink NBN Trust | | 1,049,269 | 756,909 |
Olam Group Ltd. | | 246,300 | 296,169 |
OUE Commercial (REIT) | | 603,085 | 180,256 |
Oversea-Chinese Banking Corp. Ltd. | | 997,578 | 8,857,085 |
Parkway Life REIT | | 125,900 | 438,693 |
Raffles Medical Group Ltd. | | 284,055 | 245,291 |
SATS Ltd. (a) | | 170,200 | 555,716 |
Sembcorp Industries Ltd. | | 320,500 | 678,757 |
Sembcorp Marine Ltd. (a) | | 3,500,100 | 274,445 |
Sheng Siong Group Ltd. | | 317,500 | 350,580 |
SIA Engineering Co. Ltd. (a) | | 118,400 | 227,388 |
Singapore Airlines Ltd. (a) | | 378,850 | 1,493,299 |
Singapore Exchange Ltd. | | 241,600 | 1,699,981 |
Singapore Post Ltd. | | 520,100 | 267,085 |
Singapore Press Holdings Ltd. (e) | | 487,600 | 828,562 |
Singapore Technologies Engineering Ltd. | | 470,100 | 1,384,498 |
Singapore Telecommunications Ltd. | | 2,454,400 | 4,898,479 |
SPH REIT | | 640,700 | 451,703 |
Starhill Global (REIT) | | 725,783 | 310,729 |
StarHub Ltd. | | 280,800 | 254,695 |
Suntec (REIT) | | 695,000 | 918,143 |
United Overseas Bank Ltd. | | 347,714 | 7,443,254 |
UOL Group Ltd. | | 194,531 | 1,022,170 |
Venture Corp. Ltd. | | 89,300 | 1,096,240 |
Wilmar International Ltd. | | 592,000 | 1,887,115 |
Yangzijiang Financial Holding (a) | | 661,400 | 256,478 |
Yangzijiang Shipbuilding Holdings Ltd. | | 661,400 | 431,513 |
Yanlord Land Group Ltd. | | 208,100 | 182,329 |
|
TOTAL SINGAPORE | | | 74,234,809 |
|
South Africa - 1.0% | | | |
Absa Group Ltd. | | 241,832 | 2,612,648 |
African Rainbow Minerals Ltd. | | 36,514 | 600,674 |
Anglo American Platinum Ltd. | | 15,916 | 1,759,402 |
AngloGold Ashanti Ltd. | | 126,181 | 2,583,941 |
Aspen Pharmacare Holdings Ltd. | | 113,128 | 1,210,459 |
AVI Ltd. | | 130,650 | 566,793 |
Barloworld Ltd. | | 42,624 | 307,761 |
Bid Corp. Ltd. | | 99,500 | 2,089,501 |
Bidvest Group Ltd./The | | 87,033 | 1,193,101 |
Capitec Bank Holdings Ltd. | | 23,481 | 3,277,707 |
Clicks Group Ltd. | | 74,658 | 1,457,626 |
Coronation Fund Managers Ltd. | | 61,759 | 162,666 |
DataTec Ltd. | | 36,644 | 90,936 |
Dis-Chem Pharmacies Ltd. (c) | | 126,262 | 307,894 |
Discovery Ltd. (a) | | 152,639 | 1,465,585 |
Distell Group Holdings Ltd. (a) | | 43,189 | 473,193 |
DRDGOLD Ltd. | | 147,790 | 120,389 |
Equites Property Fund Ltd. | | 144,294 | 193,724 |
Exxaro Resources Ltd. | | 89,028 | 1,272,227 |
FirstRand Ltd. | | 1,511,492 | 6,509,515 |
Fortress (REIT) Ltd. Class A | | 363,654 | 284,393 |
Foschini Group Ltd./The | | 135,483 | 1,182,253 |
Gold Fields Ltd. | | 267,354 | 3,622,533 |
Growthpoint Properties Ltd. | | 1,022,235 | 906,664 |
Harmony Gold Mining Co. Ltd. | | 172,224 | 702,121 |
Impala Platinum Holdings Ltd. | | 246,670 | 3,190,779 |
Investec Ltd. | | 84,059 | 509,701 |
Investec Property Fund Ltd. | | 564,671 | 439,844 |
JSE Ltd. | | 34,577 | 244,069 |
KAP Industrial Holdings Ltd. | | 684,697 | 221,335 |
Kumba Iron Ore Ltd. | | 19,845 | 658,825 |
Life Healthcare Group Holdings Ltd. | | 399,776 | 542,724 |
Momentum Metropolitan Holdings | | 377,154 | 400,744 |
Motus Holdings Ltd. | | 46,737 | 333,944 |
Mr Price Group Ltd. | | 71,096 | 963,646 |
MTN Group Ltd. | | 507,666 | 5,384,303 |
MultiChoice Group Ltd. | | 97,262 | 793,433 |
Naspers Ltd. Class N | | 65,402 | 6,596,182 |
Nedbank Group Ltd. | | 135,212 | 1,888,151 |
Netcare Ltd. | | 302,503 | 290,563 |
Ninety One Ltd. | | 63,007 | 200,461 |
Northam Platinum Holdings Ltd. (a) | | 103,064 | 1,228,455 |
Old Mutual Ltd. | | 1,368,033 | 1,097,504 |
Pepkor Holdings Ltd. (c) | | 359,102 | 483,168 |
Pick 'n Pay Stores Ltd. | | 104,682 | 378,555 |
PSG Group Ltd. (a) | | 42,370 | 253,956 |
Rand Merchant Insurance Holdings Ltd. | | 230,104 | 395,432 |
Redefine Properties Ltd. | | 2,168,276 | 599,508 |
Remgro Ltd. | | 160,246 | 1,439,448 |
Resilient Property Income Fund Ltd. | | 61,923 | 225,445 |
Reunert Ltd. | | 33,657 | 93,107 |
Royal Bafokeng Holdings (Pty) Ltd. | | 53,684 | 536,318 |
Sanlam Ltd. | | 566,796 | 2,347,977 |
Sappi Ltd. (a) | | 196,188 | 718,279 |
Sasol Ltd. (a) | | 171,205 | 4,193,995 |
Shoprite Holdings Ltd. | | 144,072 | 2,080,981 |
Sibanye-Stillwater Ltd. | | 804,640 | 2,783,775 |
Spar Group Ltd./The | | 65,072 | 682,570 |
Standard Bank Group Ltd. | | 393,935 | 4,174,729 |
Super Group Ltd./South Africa | | 123,132 | 208,826 |
Telkom SA Ltd. (a) | | 84,632 | 255,051 |
Thungela Resources Ltd. | | 45,368 | 776,352 |
Tiger Brands Ltd. | | 52,227 | 508,496 |
Transaction Capital Ltd. | | 157,392 | 499,368 |
Truworths International Ltd. | | 133,669 | 472,212 |
Vodacom Group Ltd. | | 177,357 | 1,703,473 |
Wilson Bayly Holmes-Ovcon Ltd. (a) | | 9,618 | 45,403 |
Woolworths Holdings Ltd. | | 307,231 | 1,150,133 |
|
TOTAL SOUTH AFRICA | | | 86,944,926 |
|
Spain - 1.5% | | | |
Acciona SA | | 7,801 | 1,527,025 |
Acerinox SA | | 45,279 | 476,753 |
ACS Actividades de Construccion y Servicios SA | | 72,427 | 1,854,513 |
Aena SME SA (a)(c) | | 21,546 | 3,057,583 |
Almirall SA | | 21,067 | 273,682 |
Amadeus IT Holding SA Class A (a) | | 134,017 | 8,397,897 |
AmRest Holdings NV (a) | | 22,272 | 87,658 |
Applus Services SA | | 53,051 | 411,531 |
Atresmedia Corporacion de Medios de Comunicacion SA | | 49,558 | 189,576 |
Banco Bilbao Vizcaya Argentaria SA | | 1,977,886 | 10,378,463 |
Banco de Sabadell SA | | 1,589,001 | 1,233,184 |
Banco Santander SA (Spain) | | 5,149,171 | 15,047,682 |
Bankinter SA | | 280,987 | 1,653,573 |
CaixaBank SA | | 1,295,992 | 4,183,328 |
Cellnex Telecom SA (c) | | 152,070 | 7,088,029 |
Cie Automotive SA | | 22,437 | 489,168 |
Compania de Distribucion Integral Logista Holdings SA | | 29,253 | 538,999 |
Construcciones y Auxiliar de Ferrocarriles | | 6,069 | 186,076 |
Corporacion Financiera Alba SA | | 5,370 | 317,338 |
Ebro Foods SA | | 26,059 | 468,531 |
EDP Renovaveis SA | | 113,857 | 2,694,672 |
eDreams ODIGEO SA (a) | | 14,236 | 114,430 |
Enagas SA | | 72,871 | 1,575,667 |
Ence Energia y Celulosa SA | | 56,061 | 210,003 |
Endesa SA | | 99,134 | 2,077,596 |
Faes Farma SA | | 90,165 | 378,328 |
Ferrovial SA | | 139,414 | 3,575,183 |
Fluidra SA | | 24,441 | 661,476 |
Gestamp Automocion SA (c) | | 68,702 | 224,414 |
Global Dominion Access SA (c) | | 70,366 | 290,948 |
Grifols SA | | 92,862 | 1,555,323 |
Grupo Catalana Occidente SA | | 19,367 | 557,862 |
Iberdrola SA | | 1,732,102 | 19,903,240 |
Indra Sistemas SA (a) | | 48,069 | 489,852 |
Industria de Diseno Textil SA (b) | | 322,845 | 6,769,179 |
Inmobiliaria Colonial SA | | 105,886 | 880,483 |
Laboratorios Farmaceuticos ROVI SA | | 5,950 | 406,273 |
Lar Espana Real Estate Socimi SA | | 35,719 | 187,203 |
Linea Directa Aseguradora SA Compania de Seguros y Reaseguros | | 252,685 | 363,012 |
MAPFRE SA (Reg.) | | 414,209 | 755,873 |
Mediaset Espana Comunicacion SA (a) | | 51,440 | 230,193 |
Melia Hotels International SA (a) | | 73,498 | 607,852 |
Merlin Properties Socimi SA | | 112,453 | 1,221,651 |
Metrovacesa SA (c) | | 11,551 | 92,236 |
Miquel y Costas & Miquel SA | | 10,456 | 138,476 |
Naturgy Energy Group SA | | 58,127 | 1,748,595 |
Neinor Homes SLU (c) | | 17,685 | 200,356 |
Pharma Mar SA | | 4,175 | 319,567 |
Prosegur Cash SA (c) | | 95,201 | 70,594 |
Prosegur Compania de Seguridad SA (Reg.) | | 66,624 | 137,888 |
Red Electrica Corporacion SA | | 134,757 | 2,713,232 |
Repsol SA | | 425,173 | 6,342,683 |
Sacyr SA | | 136,165 | 366,776 |
Siemens Gamesa Renewable Energy SA (a) | | 69,991 | 1,114,856 |
Solaria Energia y Medio Ambiente SA (a) | | 21,135 | 469,000 |
Talgo SA (c) | | 21,598 | 87,260 |
Tecnicas Reunidas SA (a)(b) | | 16,117 | 133,467 |
Telefonica SA | | 1,546,405 | 7,522,708 |
Unicaja Banco SA (c) | | 535,129 | 504,086 |
Viscofan Envolturas Celulosicas SA | | 11,889 | 656,324 |
|
TOTAL SPAIN | | | 126,209,406 |
|
Sweden - 2.3% | | | |
AAK AB | | 54,803 | 950,874 |
AcadeMedia AB (c) | | 27,075 | 152,842 |
AddTech AB (B Shares) | | 78,607 | 1,386,658 |
AFRY AB (B Shares) | | 33,852 | 561,187 |
Alfa Laval AB | | 91,944 | 2,559,378 |
Alimak Group AB (c) | | 15,908 | 167,872 |
Arjo AB | | 68,111 | 511,299 |
ASSA ABLOY AB (B Shares) | | 298,575 | 7,545,630 |
Atlas Copco AB: | | | |
(A Shares) | | 209,839 | 9,513,445 |
(B Shares) | | 104,247 | 4,125,864 |
Atrium Ljungberg AB (B Shares) | | 25,355 | 414,600 |
Attendo AB (a)(c) | | 32,859 | 88,859 |
Avanza Bank Holding AB | | 40,394 | 1,022,846 |
Axfood AB | | 33,887 | 1,002,782 |
Beijer Alma AB (B Shares) | | 22,760 | 473,453 |
Beijer Ref AB (B Shares) | | 76,337 | 1,243,070 |
Betsson AB (B Shares) | | 52,603 | 323,137 |
BHG Group AB (a) | | 36,294 | 249,896 |
BICO Group AB (a)(b) | | 9,762 | 97,896 |
Bilia AB (A Shares) | | 29,965 | 415,552 |
Billerud AB | | 58,452 | 901,989 |
BioGaia AB | | 4,704 | 295,776 |
Biotage AB (A Shares) | | 25,050 | 518,911 |
Boliden AB | | 81,863 | 3,549,676 |
Bonava AB | | 21,786 | 105,761 |
Boozt AB (a)(c) | | 20,975 | 220,247 |
Bravida Holding AB (c) | | 51,690 | 529,906 |
Bure Equity AB | | 17,062 | 402,349 |
Camurus AB (a) | | 8,701 | 143,319 |
Castellum AB | | 78,228 | 1,549,176 |
Catena AB | | 8,751 | 456,846 |
Cellavision AB | | 6,730 | 211,305 |
Cibus Nordic Real Estate AB | | 15,246 | 352,590 |
Cint Group AB (a) | | 39,451 | 322,654 |
Clas Ohlson AB (B Shares) | | 13,538 | 153,697 |
Cloetta AB | | 83,904 | 212,028 |
Coor Service Management Holding AB (c) | | 35,080 | 318,051 |
Corem Property Group AB | | 200,916 | 425,407 |
Creades AB (A Shares) (b) | | 28,441 | 269,851 |
Dios Fastigheter AB | | 25,297 | 225,874 |
Dometic Group AB (c) | | 98,919 | 847,150 |
Dustin Group AB (c) | | 26,972 | 193,802 |
Electrolux AB (B Shares) | | 70,157 | 1,069,923 |
Electrolux Professional AB | | 66,588 | 373,238 |
Elekta AB (B Shares) | | 111,232 | 749,178 |
Embracer Group AB (a) | | 166,987 | 1,116,143 |
Epiroc AB: | | | |
(A Shares) | | 197,895 | 4,011,938 |
(B Shares) | | 113,736 | 1,984,222 |
EQT AB | | 89,661 | 2,537,570 |
Ericsson (B Shares) | | 872,487 | 6,960,025 |
Essity AB (B Shares) | | 182,341 | 4,808,512 |
Evolution AB (c) | | 52,224 | 5,358,094 |
Fabege AB | | 78,436 | 952,067 |
Fastighets AB Balder (a) | | 31,418 | 1,557,305 |
Fingerprint Cards AB (a)(b) | | 113,309 | 130,504 |
Fortnox AB | | 169,700 | 900,784 |
Getinge AB (B Shares) | | 93,473 | 2,703,967 |
Granges AB | | 38,219 | 313,888 |
H&M Hennes & Mauritz AB (B Shares) (b) | | 218,683 | 2,753,018 |
Hexagon AB (B Shares) | | 570,879 | 7,366,013 |
Hexatronic Group AB | | 9,220 | 390,081 |
HEXPOL AB (B Shares) | | 87,225 | 748,928 |
HMS Networks AB | | 20,854 | 853,551 |
Holmen AB (B Shares) | | 27,586 | 1,594,437 |
Hufvudstaden AB (A Shares) | | 29,333 | 380,072 |
Humble Group AB (a) | | 67,918 | 103,487 |
Husqvarna AB (B Shares) | | 122,738 | 1,173,265 |
Industrivarden AB: | | | |
(A Shares) | | 35,386 | 906,679 |
(C Shares) | | 46,407 | 1,168,504 |
Indutrade AB | | 80,191 | 1,891,532 |
Instalco AB | | 64,480 | 397,962 |
Intrum AB | | 27,495 | 664,638 |
Investment AB Oresund | | 12,432 | 148,668 |
Investor AB: | | | |
(A Shares) | | 132,280 | 2,762,869 |
(B Shares) | | 538,785 | 10,367,788 |
INVISIO AB | | 13,582 | 240,731 |
Inwido AB | | 20,618 | 284,649 |
JM AB (B Shares) | | 22,520 | 520,102 |
Karo Pharma AB (a) | | 16,144 | 92,766 |
Kinnevik AB (B Shares) (a) | | 73,587 | 1,440,279 |
Know IT AB | | 3,367 | 103,701 |
L E Lundbergforetagen AB | | 19,611 | 917,135 |
Latour Investment AB (B Shares) | | 43,526 | 1,153,116 |
Lifco AB | | 68,158 | 1,429,658 |
Lindab International AB | | 22,626 | 527,723 |
Loomis AB (B Shares) | | 24,255 | 604,332 |
Lundin Petroleum AB | | 60,262 | 2,491,584 |
Mekonomen AB | | 16,588 | 191,171 |
MIPS AB | | 7,830 | 556,082 |
Modern Times Group MTG AB (a) | | 5,335 | 56,885 |
Modern Times Group MTG AB (B Shares) (a) | | 41,103 | 434,700 |
Munters Group AB (c) | | 45,362 | 270,995 |
Mycronic AB | | 19,870 | 347,478 |
NCC AB (B Shares) | | 21,279 | 263,653 |
New Wave Group AB (B Shares) | | 18,877 | 329,603 |
Nibe Industrier AB (B Shares) | | 431,415 | 4,229,768 |
Nobia AB | | 44,603 | 175,044 |
Nolato AB (B Shares) | | 60,378 | 417,899 |
Nordic Entertainment Group AB (B Shares) (a) | | 21,852 | 717,597 |
Nordnet AB | | 43,669 | 757,428 |
Nordnet AB (B Shares) (a)(e) | | 492 | 0 |
Nyfosa AB | | 57,584 | 634,670 |
OX2 AB | | 22,764 | 167,364 |
Pandox AB (a) | | 24,930 | 347,336 |
Paradox Interactive AB | | 20,993 | 350,191 |
Peab AB | | 71,144 | 679,673 |
PowerCell Sweden AB (a) | | 13,383 | 195,528 |
Ratos AB (B Shares) | | 96,105 | 490,333 |
Resurs Holding AB (c) | | 72,162 | 209,897 |
Saab AB (B Shares) | | 21,340 | 902,659 |
Sagax AB | | 49,873 | 1,273,978 |
Samhallsbyggnadsbolaget I Norden AB (B Shares) (b) | | 291,657 | 916,144 |
Sandvik AB | | 335,439 | 6,349,294 |
SAS AB (a)(b) | | 1,090,474 | 113,046 |
Scandic Hotels Group AB (a)(c) | | 88,522 | 340,676 |
Sdiptech AB (a) | | 8,356 | 292,639 |
Sectra AB (B Shares) | | 40,863 | 515,501 |
Securitas AB (B Shares) | | 90,788 | 1,071,916 |
Sinch AB (a)(c) | | 157,888 | 697,769 |
Skandinaviska Enskilda Banken AB (A Shares) | | 517,606 | 5,804,483 |
Skanska AB (B Shares) | | 96,928 | 1,851,537 |
SKF AB (B Shares) | | 114,346 | 1,867,578 |
SSAB AB: | | | |
(A Shares) | | 69,911 | 444,013 |
(B Shares) | | 186,301 | 1,095,567 |
Stillfront Group AB (a)(b) | | 145,273 | 293,394 |
Storytel AB (a)(b) | | 18,546 | 134,182 |
Surgical Science Sweden AB (a) | | 7,537 | 143,449 |
Svenska Cellulosa AB SCA (B Shares) | | 176,795 | 3,421,478 |
Svenska Handelsbanken AB (A Shares) | | 424,911 | 4,285,788 |
Sweco AB (B Shares) | | 57,278 | 808,372 |
Swedbank AB (A Shares) | | 267,106 | 4,225,414 |
Swedencare AB | | 23,789 | 267,369 |
Swedish Match Co. AB | | 474,628 | 3,780,308 |
Tele2 AB (B Shares) | | 143,769 | 1,905,556 |
Telia Co. AB | | 764,092 | 3,171,451 |
Thule Group AB (c) | | 29,614 | 1,027,225 |
Tobii AB (a) | | 39,514 | 103,930 |
Tobii Dynavox AB (a) | | 49,665 | 128,597 |
Trelleborg AB (B Shares) | | 71,581 | 1,570,028 |
Troax Group AB | | 12,971 | 288,081 |
Vestum AB (a) | | 52,533 | 150,733 |
Vimian Group AB (b) | | 33,105 | 204,784 |
Vitec Software Group AB | | 8,787 | 442,793 |
Vitrolife AB | | 21,186 | 544,757 |
VNV Global AB (a) | | 27,809 | 115,974 |
Volvo AB: | | | |
(A Shares) | | 41,816 | 687,482 |
(B Shares) (b) | | 438,638 | 6,997,785 |
Wallenstam AB (B Shares) | | 51,104 | 565,040 |
Wihlborgs Fastigheter AB | | 38,682 | 670,655 |
Xvivo Perfusion AB (a) | | 8,364 | 180,301 |
|
TOTAL SWEDEN | | | 195,493,152 |
|
Switzerland - 6.1% | | | |
ABB Ltd. (Reg.) | | 490,015 | 14,701,411 |
Adecco SA (Reg.) | | 46,890 | 1,809,481 |
Alcon, Inc. (Switzerland) | | 150,442 | 10,741,690 |
Allreal Holding AG | | 4,930 | 929,912 |
ALSO Holding AG | | 2,699 | 610,335 |
ams-OSRAM AG (a) | | 79,407 | 971,400 |
APG SGA SA | | 936 | 178,257 |
Arbonia AG | | 15,112 | 269,113 |
Aryzta AG (a) | | 327,186 | 304,653 |
Ascom Holding AG (Reg.) | | 12,241 | 108,300 |
Autoneum Holding AG | | 1,533 | 181,337 |
Bachem Holding AG (B Shares) | | 1,770 | 772,336 |
Baloise Holdings AG | | 13,381 | 2,327,504 |
Banque Cantonale Vaudoise | | 9,694 | 819,267 |
Barry Callebaut AG | | 999 | 2,299,254 |
Basilea Pharmaceutica AG (a) | | 6,409 | 214,220 |
Belimo Holding AG (Reg.) | | 3,090 | 1,527,144 |
Bell Food Group AG | | 594 | 161,453 |
BKW AG | | 6,955 | 846,641 |
Bobst Group SA | | 2,262 | 190,796 |
Bossard Holding AG | | 1,692 | 366,288 |
Bucher Industries AG | | 2,261 | 815,170 |
Burckhardt Compression Holding AG | | 862 | 439,759 |
Burkhalter Holding AG | | 979 | 77,083 |
Bystronic AG | | 431 | 357,685 |
Cembra Money Bank AG | | 12,717 | 917,595 |
Clariant AG (Reg.) | | 63,582 | 1,085,556 |
Coca-Cola HBC AG | | 62,761 | 1,272,410 |
Comet Holding AG | | 2,236 | 483,366 |
Compagnie Financiere Richemont SA Series A | | 156,625 | 18,198,373 |
Credit Suisse Group AG | | 795,612 | 5,400,075 |
Daetwyler Holdings AG | | 2,154 | 692,586 |
DKSH Holding AG | | 13,144 | 1,128,609 |
Dorma Kaba Holding AG | | 1,129 | 524,023 |
Dufry AG (a) | | 22,813 | 908,007 |
EFG International | | 32,896 | 247,962 |
Emmi AG | | 619 | 613,531 |
Ems-Chemie Holding AG | | 2,043 | 1,822,612 |
Flughafen Zuerich AG (a) | | 6,626 | 1,120,448 |
Forbo Holding AG (Reg.) | | 336 | 491,863 |
Galenica AG (c) | | 14,435 | 1,062,957 |
Geberit AG (Reg.) | | 10,730 | 6,119,038 |
Georg Fischer AG (Reg.) | | 25,440 | 1,380,631 |
Givaudan SA | | 2,772 | 11,017,374 |
Gurit-Heberlein AG (Bearer) | | 165 | 210,346 |
Helvetia Holding AG (Reg.) | | 12,120 | 1,557,502 |
Holcim AG | | 156,285 | 7,641,638 |
Huber+Suhner AG | | 5,934 | 520,431 |
Idorsia Ltd. (a) | | 33,179 | 566,312 |
Implenia AG (a) | | 2,895 | 65,460 |
INFICON Holding AG | | 504 | 458,879 |
Interroll Holding AG | | 185 | 560,807 |
Intershop Holding AG | | 397 | 258,519 |
Julius Baer Group Ltd. | | 67,875 | 3,243,600 |
Kardex AG | | 1,999 | 380,432 |
Komax Holding AG (Reg.) | | 1,158 | 304,182 |
Kuehne & Nagel International AG | | 16,058 | 4,492,166 |
Landis+Gyr Group AG | | 7,169 | 400,096 |
LEM Holding SA | | 200 | 460,737 |
Leonteq AG | | 4,296 | 292,264 |
Lindt & Spruengli AG | | 27 | 3,201,067 |
Lindt & Spruengli AG (participation certificate) | | 375 | 4,205,623 |
Logitech International SA (Reg.) | | 52,611 | 3,423,851 |
Lonza Group AG | | 21,986 | 12,963,700 |
Medacta Group SA (a)(c) | | 1,949 | 222,042 |
Medartis Holding AG (a)(c) | | 1,267 | 133,398 |
Medmix AG (c) | | 8,657 | 290,735 |
Meyer Burger Technology AG (a) | | 760,354 | 360,285 |
Mobilezone Holding AG | | 7,171 | 116,114 |
Mobimo Holding AG | | 1,984 | 567,409 |
Molecular Partners AG (a) | | 6,695 | 54,025 |
Montana Aerospace AG (c) | | 6,680 | 101,838 |
Nestle SA (Reg. S) | | 842,455 | 108,755,960 |
Novartis AG | | 653,915 | 57,786,020 |
OC Oerlikon Corp. AG (Reg.) | | 77,128 | 549,973 |
Orior AG | | 2,423 | 223,846 |
Partners Group Holding AG | | 6,837 | 7,243,784 |
PolyPeptide Group AG (c) | | 4,222 | 369,466 |
PSP Swiss Property AG | | 12,762 | 1,608,420 |
Roche Holding AG: | | | |
(Bearer) | | 13,017 | 5,229,521 |
(participation certificate) | | 206,718 | 76,653,939 |
Schindler Holding AG: | | | |
(participation certificate) | | 10,077 | 1,936,050 |
(Reg.) | | 7,903 | 1,517,173 |
Schweiter Technologies AG | | 312 | 313,905 |
Sensirion Holding AG (a)(c) | | 4,169 | 500,007 |
SFS Group AG | | 5,581 | 698,927 |
SGS SA (Reg.) | | 1,867 | 4,797,296 |
Siegfried Holding AG | | 1,141 | 827,156 |
Sig Group AG | | 98,031 | 2,052,328 |
Sika AG | | 42,556 | 12,999,082 |
Softwareone Holding AG | | 30,763 | 415,930 |
Sonova Holding AG | | 15,961 | 5,755,954 |
St.Galler Kantonalbank AG | | 1,044 | 503,471 |
Stadler Rail AG (b) | | 15,245 | 553,871 |
Straumann Holding AG | | 30,380 | 3,581,548 |
Sulzer AG (Reg.) | | 6,726 | 503,963 |
Swatch Group AG (Bearer) | | 8,363 | 2,146,303 |
Swatch Group AG (Bearer) (Reg.) | | 17,547 | 865,667 |
Swiss Life Holding AG | | 9,281 | 5,426,745 |
Swiss Prime Site AG | | 21,236 | 2,075,703 |
Swiss Re Ltd. | | 89,576 | 7,345,845 |
Swisscom AG | | 7,573 | 4,477,921 |
Swissquote Group Holding SA | | 2,674 | 434,602 |
Tecan Group AG | | 3,902 | 1,172,620 |
Temenos Group AG | | 20,264 | 2,045,565 |
TX Group AG | | 377 | 53,361 |
u-blox Holding AG (a) | | 2,135 | 177,368 |
UBS Group AG | | 1,055,473 | 17,918,386 |
Valiant Holding AG | | 5,748 | 574,155 |
Valora Holding AG | | 1,937 | 316,714 |
VAT Group AG (c) | | 8,164 | 2,525,219 |
Vetropack Holding AG | | 5,935 | 244,184 |
Vifor Pharma AG | | 3,016 | 537,894 |
Vifor Pharma AG | | 14,118 | 2,474,573 |
Vontobel Holdings AG | | 9,416 | 688,656 |
VZ Holding AG | | 4,915 | 365,793 |
Ypsomed Holding AG | | 1,243 | 177,631 |
Zehnder Group AG | | 2,713 | 212,144 |
Zur Rose Group AG (a) | | 2,936 | 360,347 |
Zurich Insurance Group Ltd. | | 44,493 | 20,256,325 |
|
TOTAL SWITZERLAND | | | 511,812,274 |
|
Taiwan - 4.4% | | | |
Accton Technology Corp. | | 163,000 | 1,272,091 |
Acer, Inc. | | 931,000 | 864,225 |
ADATA Technology Co. Ltd. | | 85,000 | 200,148 |
Adimmune Corp. | | 121,000 | 164,259 |
Advanced Ceramic X Corp. | | 15,000 | 123,205 |
Advantech Co. Ltd. | | 125,741 | 1,563,919 |
Amazing Microelectronic Corp. | | 29,000 | 127,241 |
Andes Technology Corp. | | 16,000 | 156,127 |
AP Memory Technology Corp. | | 22,000 | 181,173 |
Arcadyan Technology Corp. | | 79,000 | 337,249 |
ASE Technology Holding Co. Ltd. | | 970,718 | 3,098,678 |
Asia Cement Corp. | | 731,000 | 1,188,562 |
Asia Optical Co., Inc. | | 103,000 | 243,870 |
Asia Pacific Telecom Co. Ltd. (a) | | 465,723 | 119,230 |
Asia Vital Components Co. Ltd. | | 113,000 | 390,954 |
ASMedia Technology, Inc. | | 10,000 | 470,913 |
ASPEED Tech, Inc. | | 7,000 | 615,177 |
ASUSTeK Computer, Inc. | | 209,000 | 2,515,327 |
AU Optronics Corp. | | 2,468,000 | 1,410,484 |
Bank of Kaohsiung Co. Ltd. | | 895,380 | 428,002 |
Brighton-Best International Taiwan, Inc. | | 165,000 | 196,038 |
Capital Securities Corp. | | 923,490 | 487,550 |
Catcher Technology Co. Ltd. | | 220,000 | 1,077,128 |
Cathay Financial Holding Co. Ltd. | | 2,383,216 | 5,013,668 |
Center Laboratories, Inc. | | 111,277 | 237,436 |
Century Iron & Steel Industrial Co. Ltd. | | 45,000 | 192,631 |
Chang Hwa Commercial Bank | | 1,495,546 | 935,503 |
Cheng Loong Corp. | | 244,000 | 275,349 |
Cheng Shin Rubber Industry Co. Ltd. | | 652,000 | 735,205 |
Cheng Uei Precision Industries Co. Ltd. | | 125,000 | 143,494 |
Chicony Electronics Co. Ltd. | | 216,125 | 601,515 |
Chin-Poon Industrial Co. Ltd. | | 137,000 | 138,110 |
China Airlines Ltd. (a) | | 890,000 | 817,849 |
China Bills Finance Corp. | | 183,000 | 109,775 |
China Development Financial Ho | | 4,742,957 | 2,861,807 |
China Motor Co. Ltd. | | 104,800 | 207,931 |
China Petrochemical Development Corp. (a) | | 1,291,532 | 511,533 |
China Steel Chemical Corp. | | 55,000 | 211,944 |
China Steel Corp. | | 3,586,000 | 4,346,403 |
Chipbond Technology Corp. | | 186,000 | 418,463 |
ChipMOS TECHNOLOGIES, Inc. | | 168,000 | 261,471 |
Chroma ATE, Inc. | | 109,000 | 606,269 |
Chung Hung Steel Co. Ltd. | | 289,000 | 364,818 |
Chunghwa Precision Test Tech Co. Ltd. | | 6,000 | 94,894 |
Chunghwa Telecom Co. Ltd. | | 1,145,000 | 5,078,592 |
Clevo Co. Ltd. | | 228,000 | 260,648 |
Compal Electronics, Inc. | | 1,231,000 | 924,236 |
Compeq Manufacturing Co. Ltd. | | 296,000 | 451,917 |
Coretronic Corp. | | 107,000 | 204,038 |
CTBC Financial Holding Co. Ltd. | | 5,438,960 | 5,352,861 |
CTCI Corp. | | 140,000 | 220,541 |
Delta Electronics, Inc. | | 597,000 | 4,986,300 |
E Ink Holdings, Inc. | | 273,000 | 1,561,702 |
E.SUN Financial Holdings Co. Ltd. | | 3,718,440 | 4,249,296 |
ECLAT Textile Co. Ltd. | | 58,060 | 953,212 |
EirGenix, Inc. (a) | | 52,000 | 155,581 |
Elan Microelectronics Corp. | | 84,500 | 426,467 |
Elite Material Co. Ltd. | | 97,000 | 717,677 |
Elite Semiconductor Memory Technology, Inc. | | 76,000 | 312,048 |
eMemory Technology, Inc. | | 19,000 | 798,959 |
Ennoconn Corp. | | 17,920 | 118,331 |
ENNOSTAR, Inc. | | 167,000 | 327,289 |
Episil Technologies, Inc. (a) | | 75,000 | 259,152 |
Episil Technologies, Inc. rights 5/27/22 (a) | | 398 | 135 |
Eternal Materials Co. Ltd. | | 263,291 | 337,687 |
EVA Airways Corp. (a) | | 784,040 | 921,596 |
Evergreen Marine Corp. (Taiwan) | | 769,878 | 3,702,827 |
Everlight Electronics Co. Ltd. | | 189,000 | 273,637 |
Far Eastern Department Stores Co. Ltd. | | 228,000 | 160,477 |
Far Eastern New Century Corp. | | 978,000 | 991,966 |
Far EasTone Telecommunications Co. Ltd. | | 436,000 | 1,225,736 |
Faraday Technology Corp. | | 68,000 | 580,663 |
Feng Hsin Iron & Steel Co. | | 173,000 | 487,375 |
Feng Tay Enterprise Co. Ltd. | | 147,758 | 951,814 |
First Financial Holding Co. Ltd. | | 2,964,699 | 2,785,776 |
Fitipower Integrated Technology, Inc. | | 38,159 | 221,141 |
FLEXium Interconnect, Inc. | | 143,940 | 446,825 |
FocalTech Systems Co. Ltd. | | 59,000 | 226,942 |
Formosa Chemicals & Fibre Corp. | | 1,104,000 | 2,974,914 |
Formosa Petrochemical Corp. | | 353,000 | 1,089,361 |
Formosa Plastics Corp. | | 1,177,000 | 4,186,631 |
Formosa Sumco Technology Corp. | | 33,000 | 213,746 |
Formosa Taffeta Co. Ltd. | | 322,000 | 295,578 |
Foxconn Technology Co. Ltd. | | 322,010 | 638,421 |
Fubon Financial Holding Co. Ltd. | | 2,287,877 | 5,747,887 |
Fusheng Precision Co. Ltd. | | 40,000 | 294,525 |
Genius Electronic Optical Co. Ltd. | | 21,792 | 274,482 |
Getac Holdings Corp. | | 159,000 | 247,296 |
Giant Manufacturing Co. Ltd. | | 92,000 | 769,595 |
Gigabyte Technology Co. Ltd. | | 154,000 | 552,813 |
Global Unichip Corp. | | 29,000 | 397,353 |
GlobalWafers Co. Ltd. | | 68,000 | 1,185,739 |
Gold Circuit Electronics Ltd. | | 148,000 | 408,107 |
Goldsun Development & Construction Co. Ltd. | | 411,101 | 403,969 |
Grand Pacific Petrochemical Corp. | | 388,000 | 338,915 |
Grape King Bio Ltd. | | 60,000 | 291,763 |
Great Wall Enterprise Co. Ltd. | | 184,881 | 329,784 |
Greatek Electronics, Inc. | | 166,000 | 386,324 |
HannStar Display Corp. | | 774,000 | 339,984 |
Highwealth Construction Corp. | | 229,900 | 364,551 |
HIWIN Technologies Corp. | | 82,695 | 612,715 |
Holystone Enterprise Co. Ltd. | | 40,000 | 153,614 |
Hon Hai Precision Industry Co. Ltd. (Foxconn) | | 3,732,600 | 12,795,352 |
Hota Industrial Manufacturing Co. Ltd. | | 59,014 | 150,310 |
Hotai Motor Co. Ltd. | | 92,000 | 1,795,096 |
HTC Corp. (a) | | 205,000 | 322,232 |
Hua Nan Financial Holdings Co. Ltd. | | 2,428,648 | 1,943,409 |
Huaku Development Co. Ltd. | | 97,000 | 303,122 |
IBF Financial Holdings Co. Ltd. | | 586,453 | 318,214 |
Innolux Corp. | | 2,921,000 | 1,330,865 |
International CSRC Investment Holdings Co. | | 227,579 | 178,615 |
International Games Systems Co. Ltd. | | 22,000 | 540,448 |
Inventec Corp. | | 877,000 | 749,634 |
ITEQ Corp. | | 64,931 | 227,814 |
Jentech Precision Industrial Co. Ltd. | | 27,000 | 341,186 |
Kenda Rubber Industrial Co. Ltd. | | 146,622 | 155,917 |
King Slide Works Co. Ltd. | | 24,000 | 320,505 |
King Yuan Electronics Co. Ltd. | | 441,000 | 597,506 |
Kings Town Bank Co. Ltd. | | 296,000 | 390,929 |
Kinpo Electronics, Inc. | | 434,000 | 205,511 |
Kinsus Interconnect Technology Corp. | | 90,000 | 507,635 |
LandMark Optoelectronics Corp. | | 41,000 | 194,097 |
Largan Precision Co. Ltd. | | 31,000 | 1,760,159 |
Lien Hwa Industrial Corp. | | 294,681 | 558,502 |
Lite-On Technology Corp. | | 678,009 | 1,486,353 |
Lotes Co. Ltd. | | 23,444 | 573,669 |
Macronix International Co. Ltd. | | 666,380 | 848,372 |
Makalot Industrial Co. Ltd. | | 60,701 | 373,616 |
Marketech International Corp. | | 33,000 | 140,316 |
MediaTek, Inc. | | 457,000 | 12,605,632 |
Medigen Vaccine Biologics Corp. (a) | | 43,000 | 360,159 |
Medigen Vaccine Biologics Corp. rights 6/10/22 (a) | | 1,127 | 1,167 |
Mega Financial Holding Co. Ltd. | | 3,338,000 | 4,695,211 |
Merida Industry Co. Ltd. | | 67,000 | 545,154 |
Merry Electronics Co. Ltd. | | 86,006 | 237,777 |
Micro-Star International Co. Ltd. | | 205,000 | 828,271 |
Microbio Co. Ltd. | | 152,954 | 298,599 |
MiTAC Holdings Corp. | | 353,483 | 330,417 |
momo.com, Inc. | | 14,700 | 388,256 |
Nan Ya Plastics Corp. | | 1,588,000 | 4,642,072 |
Nan Ya Printed Circuit Board Corp. | | 65,000 | 863,843 |
Nankang Rubber Tire Co. Ltd. | | 113,000 | 147,064 |
Nantex Industry Co. Ltd. | | 121,000 | 224,028 |
Nanya Technology Corp. | | 374,000 | 818,856 |
Nien Made Enterprise Co. Ltd. | | 50,000 | 526,913 |
Novatek Microelectronics Corp. | | 174,000 | 2,303,060 |
Nuvoton Technology Corp. | | 47,000 | 225,553 |
OBI Pharma, Inc. (a) | | 42,723 | 160,881 |
Oneness Biotech Co. Ltd. (a) | | 71,000 | 465,525 |
Pan Jit International, Inc. | | 102,000 | 256,236 |
PChome Online, Inc. | | 38,062 | 100,415 |
Pegatron Corp. | | 630,000 | 1,493,388 |
Phison Electronics Corp. | | 52,000 | 670,616 |
PixArt Imaging, Inc. | | 56,000 | 217,831 |
Pou Chen Corp. | | 880,000 | 918,215 |
Powertech Technology, Inc. | | 285,000 | 895,993 |
Poya International Co. Ltd. | | 20,610 | 219,267 |
President Chain Store Corp. | | 167,000 | 1,546,056 |
Primax Electronics Ltd. | | 99,000 | 185,329 |
Qisda Corp. | | 553,000 | 587,895 |
Quanta Computer, Inc. | | 814,000 | 2,293,922 |
Radiant Opto-Electronics Corp. | | 156,000 | 538,171 |
RDC Semiconductor Co. Ltd. (a) | | 15,000 | 157,778 |
Realtek Semiconductor Corp. | | 145,000 | 1,968,682 |
RichWave Technology Corp. | | 21,000 | 140,972 |
Ruentex Development Co. Ltd. | | 379,700 | 994,336 |
Ruentex Industries Ltd. | | 123,500 | 475,846 |
SDI Corp. | | 46,000 | 200,635 |
SerComm Corp. | | 96,000 | 267,369 |
Shin Kong Financial Holding Co. Ltd. | | 3,948,410 | 1,306,324 |
Shin Zu Shing Co. Ltd. | | 42,279 | 119,541 |
Shinkong Synthetic Fiber Co. | | 462,000 | 307,235 |
Simplo Technology Co. Ltd. | | 63,000 | 619,441 |
SINBON Electronics Co. Ltd. | | 74,000 | 650,348 |
Sino-American Silicon Products, Inc. | | 149,000 | 742,036 |
Sinopac Financial Holdings Co. | | 3,152,495 | 1,942,467 |
Sitronix Technology Corp. | | 32,000 | 274,607 |
St.Shine Optical Co. Ltd. | | 17,000 | 153,200 |
Standard Foods Corp. | | 115,714 | 197,386 |
Synnex Technology International Corp. | | 448,100 | 1,166,922 |
Systex Corp. | | 54,000 | 147,711 |
Ta Chen Stainless Pipe Co. Ltd. | | 447,629 | 662,416 |
Taichung Commercial Bank Co. Ltd. | | 1,722,920 | 868,377 |
TaiDoc Technology Corp. | | 23,000 | 225,887 |
TaiMed Biologics, Inc. (a) | | 52,000 | 109,592 |
Tainan Spinning Co. Ltd. | | 286,000 | 197,230 |
Taishin Financial Holdings Co. Ltd. | | 3,009,585 | 1,969,707 |
Taiwan Business Bank | | 1,894,186 | 812,555 |
Taiwan Cement Corp. | | 1,576,110 | 2,448,082 |
Taiwan Cooperative Financial Holding Co. Ltd. | | 2,749,857 | 2,645,812 |
Taiwan Fertilizer Co. Ltd. | | 241,000 | 606,960 |
Taiwan Glass Industry Corp. | | 422,000 | 317,370 |
Taiwan High Speed Rail Corp. | | 552,000 | 523,253 |
Taiwan Hon Chuan Enterprise Co. Ltd. | | 117,000 | 298,185 |
Taiwan Mask Corp. | | 84,000 | 205,641 |
Taiwan Mobile Co. Ltd. | | 538,000 | 1,977,658 |
Taiwan Paiho Ltd. | | 76,000 | 171,626 |
Taiwan Secom Co. | | 94,000 | 347,649 |
Taiwan Semiconductor Co. Ltd. | | 113,000 | 289,811 |
Taiwan Semiconductor Manufacturing Co. Ltd. | | 7,393,000 | 133,759,969 |
Taiwan Surface Mounting Technology Co. Ltd. | | 69,000 | 242,166 |
Taiwan Union Technology Corp. | | 98,000 | 253,197 |
Tatung Co. Ltd. (a) | | 548,000 | 616,511 |
TCI Co. Ltd. | | 38,557 | 221,059 |
TECO Electric & Machinery Co. Ltd. | | 583,000 | 612,610 |
The Shanghai Commercial & Savings Bank Ltd. | | 1,096,842 | 1,810,427 |
Tong Hsing Electronics Industries Ltd. | | 41,286 | 320,648 |
Tong Yang Industry Co. Ltd. | | 168,000 | 188,423 |
Topco Scientific Co. Ltd. | | 76,304 | 429,843 |
Transcend Information, Inc. | | 79,000 | 189,564 |
Tripod Technology Corp. | | 168,000 | 700,884 |
TSEC Corp. (a) | | 191,000 | 281,183 |
TSRC Corp. | | 299,000 | 323,551 |
TTY Biopharm Co. Ltd. | | 160,000 | 404,376 |
Tung Ho Steel Enterprise Corp. | | 244,040 | 518,069 |
Tung Thih Electronic Co. Ltd. | | 25,000 | 126,830 |
TXC Corp. | | 119,000 | 362,293 |
U-Ming Marine Transport Corp. | | 143,000 | 307,474 |
Unified-President Enterprises Corp. | | 1,521,000 | 3,520,987 |
Unimicron Technology Corp. | | 358,000 | 2,512,465 |
Union Bank of Taiwan | | 807,000 | 439,657 |
United Integrated Services Co. | | 66,000 | 399,374 |
United Microelectronics Corp. | | 3,589,000 | 5,704,640 |
United Renewable Energy Co. Ltd. (a) | | 659,796 | 476,225 |
USI Corp. | | 218,000 | 212,272 |
Vanguard International Semiconductor Corp. | | 279,000 | 982,222 |
Via Technologies, Inc. | | 88,000 | 143,124 |
Visual Photonics Epitaxy Co. Ltd. | | 44,000 | 126,338 |
Voltronic Power Technology Corp. | | 18,075 | 791,240 |
Wafer Works Corp. | | 171,511 | 308,984 |
Walsin Lihwa Corp. | | 844,000 | 1,258,404 |
Walsin Technology Corp. | | 99,875 | 408,414 |
Wan Hai Lines Ltd. | | 192,700 | 934,584 |
Win Semiconductors Corp. | | 108,389 | 705,878 |
Winbond Electronics Corp. | | 973,363 | 879,267 |
Wistron Corp. | | 1,005,829 | 969,566 |
Wistron NeWeb Corp. | | 109,460 | 281,594 |
Wiwynn Corp. | | 24,000 | 821,155 |
WPG Holding Co. Ltd. | | 493,760 | 906,328 |
WT Microelectronics Co. Ltd. | | 187,235 | 451,499 |
XinTec, Inc. | | 66,000 | 302,223 |
Yageo Corp. | | 147,333 | 1,989,745 |
Yang Ming Marine Transport Corp. (a) | | 534,000 | 2,229,054 |
YFY, Inc. | | 415,000 | 437,384 |
Yieh Phui Enterprise Co. (a) | | 265,568 | 188,710 |
Yuanta Financial Holding Co. Ltd. | | 2,864,920 | 2,523,096 |
Yulon Finance Corp. | | 44,000 | 342,461 |
Yulon Motor Co. Ltd. | | 194,364 | 258,851 |
|
TOTAL TAIWAN | | | 368,875,750 |
|
Thailand - 0.6% | | | |
Advanced Info Service PCL (For. Reg.) | | 207,800 | 1,300,327 |
Advanced Information Service PCL NVDR | | 197,500 | 1,235,874 |
Airports of Thailand PCL: | | | |
(For. Reg.) (a) | | 20,200 | 39,070 |
NVDR (a) | | 1,681,700 | 3,252,683 |
AP Thailand PCL NVDR | | 1,637,600 | 562,235 |
Asset World Corp. PCL (For. Reg.) | | 2,400,600 | 336,157 |
B. Grimm Power PCL (For. Reg.) | | 267,600 | 252,600 |
Bangchak Corp. PCL (For. Reg.) | | 266,300 | 259,128 |
Bangkok Chain Hospital PCL (For. Reg.) | | 273,800 | 171,591 |
Bangkok Commercial Asset Management PCL (For. Reg.) | | 444,400 | 248,039 |
Bangkok Dusit Medical Services PCL: | | | |
(For. Reg.) | | 1,755,900 | 1,315,510 |
NVDR | | 1,768,900 | 1,325,249 |
Bangkok Expressway and Metro PCL (For. Reg.) | | 2,773,700 | 665,056 |
Bangkok Land PCL (For. Reg.) | | 2,816,000 | 80,974 |
Banpu PCL: | | | |
(For. Reg.) | | 844,800 | 301,263 |
NVDR | | 1,535,000 | 547,394 |
BEC World PCL NVDR | | 531,800 | 239,103 |
Berli Jucker PCL (For. Reg.) | | 296,700 | 295,728 |
BTS Group Holdings PCL (For. Reg.) | | 1,410,700 | 365,084 |
Bumrungrad Hospital PCL (For. Reg.) | | 112,800 | 526,044 |
Carabao Group PCL NVDR | | 194,200 | 617,962 |
Central Pattana PCL (For. Reg.) | | 494,900 | 868,610 |
Central Retail Corp. PCL (For. Reg.) | | 702,983 | 804,031 |
CH. Karnchang PCL (For. Reg.) | | 388,600 | 220,412 |
Charoen Pokphand Foods PCL (For. Reg.) | | 726,960 | 511,022 |
Chularat Hospital PCL (For. Reg.) | | 1,771,600 | 201,480 |
Com7 PCL (For. Reg.) | | 641,000 | 775,082 |
CP ALL PCL: | | | |
(For. Reg.) | | 1,189,800 | 2,245,260 |
NVDR | | 795,900 | 1,501,935 |
Delta Electronics PCL: | | | |
(For. Reg.) | | 71,300 | 747,226 |
NVDR | | 89,700 | 940,058 |
Dhipaya Group Holdings PCL NVDR (a) | | 159,300 | 299,432 |
Dynasty Ceramic PCL (For. Reg.) | | 1,960,860 | 175,024 |
Electricity Generating PCL (For. Reg.) | | 81,000 | 392,246 |
Energy Absolute PCL (For. Reg.) | | 372,400 | 950,862 |
Energy Earth PCL (For. Reg.) (a)(e) | | 7,600 | 0 |
Global Power Synergy Public Co. Ltd. (For. Reg.) | | 180,500 | 348,196 |
Gulf Energy Development PCL: | | | |
(For. Reg.) | | 410,500 | 579,579 |
NVDR | | 591,300 | 834,848 |
Gunkul Engineering PCL (For. Reg.) | | 1,929,339 | 324,506 |
Hana Microelectronics PCL (For. Reg.) | | 154,400 | 199,926 |
Home Product Center PCL (For. Reg.) | | 1,427,700 | 621,257 |
Indorama Ventures PCL (For. Reg.) | | 476,600 | 624,668 |
Intouch Holdings PCL (For. Reg.) | | 287,200 | 585,151 |
IRPC PCL (For. Reg.) | | 2,406,200 | 242,675 |
Jay Mart PCL unit | | 232,500 | 420,929 |
JMT Network Services PCL: | | | |
(For. Reg.) | | 188,038 | 475,449 |
warrants (a) | | 9,695 | 6,105 |
KCE Electronics PCL (For. Reg.) | | 228,200 | 405,514 |
Kiatnakin Bank PCL (For. Reg.) | | 34,900 | 73,144 |
Krung Thai Bank PCL (For. Reg.) | | 599,200 | 264,395 |
Krungthai Card PCL (For. Reg.) | | 264,900 | 443,218 |
Land & House PCL (For. Reg.) | | 1,812,800 | 504,250 |
Major Cineplex Group PCL (For. Reg.) | | 300,500 | 179,751 |
Minor International PCL: | | | |
unit (a) | | 749,700 | 758,303 |
(For. Reg.) (a) | | 578,249 | 584,884 |
Muangthai Leasing PCL (For. Reg.) | | 195,300 | 261,727 |
Ngern Tid Lor PCL NVDR | | 654,769 | 699,634 |
PTG Energy PCL (For. Reg.) | | 341,200 | 141,911 |
PTT Exploration and Production PCL (For. Reg.) | | 321,100 | 1,406,177 |
PTT Global Chemical PCL (For. Reg.) | | 441,700 | 640,945 |
PTT Oil & Retail Business PCL (For. Reg.) | | 650,800 | 472,871 |
PTT PCL (For. Reg.) | | 2,469,500 | 2,686,272 |
Quality Houses PCL (For. Reg.) | | 2,204,300 | 143,893 |
Ratch Group PCL (For. Reg.) | | 130,200 | 167,135 |
Regional Container Lines PCL NVDR | | 259,200 | 336,275 |
RS PCL NVDR | | 427,700 | 218,598 |
SCB X PCL: | | | |
(For. Reg.) | | 74,700 | 247,021 |
NVDR unit | | 64,650 | 213,787 |
SCG Packaging PCL NVDR | | 542,900 | 870,592 |
Siam Cement PCL (For. Reg.) | | 177,000 | 1,904,055 |
Siam Commercial Bank PCL: | | | |
(For. Reg.) | | 74,700 | 251,037 |
(NVDR) | | 64,650 | 217,263 |
Singer Thailand PCL NVDR | | 150,000 | 250,244 |
Sino-Thai Engineering & Construction PCL (For. Reg.) | | 521,300 | 196,517 |
Sri Trang Agro-Industry PCL (For. Reg.) | | 263,160 | 193,211 |
Sri Trang Gloves Thailand PCL (For. Reg.) | | 279,400 | 195,231 |
Srisawad Corp. PCL (For. Reg.) | | 187,130 | 289,226 |
Star Petroleum Refining PCL (For. Reg.) | | 469,800 | 146,929 |
Supalai PCL (For. Reg.) | | 381,875 | 243,596 |
Thai Airways International PCL (For. Reg.) (a)(e) | | 126,000 | 12,224 |
Thai Oil PCL (For. Reg.) | | 262,400 | 429,722 |
Thai Union Frozen Products PCL (For. Reg.) | | 817,400 | 402,347 |
Thai Vegetable Oil PCL | | 141,800 | 131,499 |
Thonburi Healthcare Group PCL NVDR | | 309,200 | 546,802 |
Thoresen Thai Agencies PCL NVDR | | 975,200 | 274,703 |
TQM Corp. PCL (For. Reg.) | | 302,200 | 438,547 |
True Corp. PCL: | | | |
(For. Reg.) | | 2,301,300 | 322,559 |
NVDR | | 2,352,000 | 329,665 |
TTW PCL (For. Reg.) | | 454,400 | 143,730 |
VGI PCL: | | | |
(For. Reg.) | | 2,227,030 | 321,175 |
warrants (For. Reg.) (a) | | 513,930 | 7,062 |
WHA Corp. PCL (For. Reg.) | | 1,819,200 | 177,548 |
|
TOTAL THAILAND | | | 48,978,229 |
|
Turkey - 0.1% | | | |
Akbank TAS | | 952,004 | 571,911 |
Anadolu Efes Biracilik Ve Malt Sanayii A/S | | 118,490 | 236,210 |
Aselsan A/S | | 258,060 | 425,806 |
Bim Birlesik Magazalar A/S JSC | | 146,924 | 826,730 |
Coca-Cola Icecek Sanayi A/S | | 25,886 | 215,481 |
Eregli Demir ve Celik Fabrikalari T.A.S. | | 400,160 | 904,441 |
Ford Otomotiv Sanayi A/S | | 21,798 | 438,801 |
Haci Omer Sabanci Holding A/S | | 463,412 | 625,446 |
Kardemir Karabuk Demir Celik Sanayi ve Ticaret A/S Class D | | 480,092 | 490,172 |
Koc Holding A/S | | 258,317 | 699,365 |
Petkim Petrokimya Holding A/S (a) | | 682,033 | 438,206 |
Tekfen Holding A/S | | 93,195 | 123,333 |
Tofas Turk Otomobil Fabrikasi A/S | | 42,514 | 225,193 |
Turk Hava Yollari AO (a) | | 226,504 | 629,404 |
Turk Sise ve Cam Fabrikalari A/S | | 586,695 | 715,971 |
Turkcell Iletisim Hizmet A/S | | 433,832 | 632,271 |
Turkiye Garanti Bankasi A/S | | 740,138 | 746,705 |
Turkiye Is Bankasi A/S Series C | | 631,212 | 447,639 |
Turkiye Petrol Rafinerileri A/S (a) | | 43,055 | 679,102 |
Yapi ve Kredi Bankasi A/S | | 842,918 | 276,464 |
|
TOTAL TURKEY | | | 10,348,651 |
|
United Arab Emirates - 0.4% | | | |
Abu Dhabi Commercial Bank PJSC | | 842,055 | 2,333,788 |
Abu Dhabi Islamic Bank | | 462,187 | 1,104,804 |
Abu Dhabi National Oil Co. for Distribution PJSC | | 882,669 | 992,478 |
Air Arabia PJSC (a) | | 858,937 | 502,774 |
Al Yah Satellite Communications Co. PJSC (Yahsat) | | 450,464 | 326,223 |
Aldar Properties PJSC (a) | | 1,128,081 | 1,735,249 |
Aramex Co. | | 171,960 | 191,012 |
Dana Gas PJSC | | 1,524,959 | 489,907 |
Dubai Financial Market PJSC (a) | | 489,583 | 355,886 |
Dubai Investments Ltd. (a) | | 739,247 | 505,169 |
Dubai Islamic Bank Pakistan Ltd. (a) | | 933,918 | 1,639,992 |
Emaar Development PJSC (a) | | 349,721 | 493,202 |
Emaar Properties PJSC (a) | | 1,180,152 | 2,049,896 |
Emirates NBD Bank PJSC (a) | | 749,267 | 3,110,854 |
Emirates Telecommunications Corp. | | 1,043,736 | 9,945,620 |
First Abu Dhabi Bank PJSC | | 1,325,365 | 8,097,137 |
|
TOTAL UNITED ARAB EMIRATES | | | 33,873,991 |
|
United Kingdom - 9.2% | | | |
3i Group PLC | | 291,525 | 4,770,877 |
A.G. Barr PLC | | 31,889 | 231,970 |
AB Dynamics PLC | | 5,161 | 94,621 |
Abcam PLC (a) | | 62,668 | 972,429 |
Abrdn PLC | | 667,404 | 1,567,150 |
Admiral Group PLC | | 58,374 | 1,837,455 |
Advanced Medical Solutions Group PLC | | 70,253 | 244,907 |
Airtel Africa PLC (c) | | 255,485 | 467,470 |
AJ Bell PLC | | 101,664 | 315,034 |
Alpha FX Group PLC | | 11,055 | 285,521 |
Alphawave IP Group PLC | | 87,813 | 165,977 |
Anglo American PLC (United Kingdom) | | 383,014 | 16,964,068 |
Antofagasta PLC | | 118,745 | 2,273,243 |
Argo Blockchain PLC (a) | | 126,323 | 102,709 |
Ascential PLC (a) | | 115,478 | 457,841 |
Ashmore Group PLC | | 153,430 | 424,150 |
Ashtead Group PLC | | 133,639 | 6,910,105 |
ASOS PLC (a) | | 21,965 | 382,465 |
Associated British Foods PLC | | 107,083 | 2,142,811 |
Assura PLC | | 894,172 | 737,731 |
Aston Martin Lagonda Global Holdings PLC (a)(c) | | 20,999 | 220,007 |
AstraZeneca PLC (United Kingdom) | | 464,591 | 61,995,597 |
Auction Technology Group PLC (a) | | 21,878 | 240,754 |
Auto Trader Group PLC (c) | | 279,152 | 2,203,113 |
Avast PLC (c) | | 185,083 | 1,300,798 |
Aveva Group PLC | | 35,381 | 950,902 |
Aviva PLC | | 1,114,221 | 5,977,939 |
Avon Protection PLC | | 7,938 | 105,051 |
Babcock International Group PLC (a) | | 65,672 | 250,733 |
BAE Systems PLC | | 933,481 | 8,622,244 |
Balfour Beatty PLC | | 248,771 | 753,704 |
Bank of Georgia Group PLC | | 14,643 | 225,610 |
Barclays PLC | | 4,986,028 | 9,165,030 |
Barratt Developments PLC | | 303,066 | 1,854,171 |
Beazley PLC | | 195,419 | 1,052,643 |
Bellway PLC | | 37,878 | 1,150,441 |
Berkeley Group Holdings PLC | | 32,911 | 1,669,131 |
Biffa PLC (c) | | 130,608 | 566,479 |
Big Yellow Group PLC | | 54,311 | 981,507 |
Bodycote PLC | | 64,648 | 501,401 |
BP PLC | | 5,914,972 | 28,556,274 |
Brewin Dolphin Holding PLC | | 87,289 | 559,058 |
Bridgepoint Group Holdings Ltd. (c) | | 81,073 | 309,347 |
British American Tobacco PLC (United Kingdom) | | 650,926 | 27,281,832 |
British Land Co. PLC | | 280,865 | 1,809,168 |
Britvic PLC | | 81,392 | 872,203 |
BT Group PLC | | 2,684,574 | 5,953,277 |
Bunzl PLC | | 99,464 | 3,837,383 |
Burberry Group PLC | | 120,815 | 2,384,340 |
Bytes Technology Group PLC | | 91,458 | 508,415 |
Capita Group PLC (a) | | 402,533 | 120,127 |
Capital & Counties Properties PLC | | 244,447 | 505,068 |
Capricorn Energy PLC (a) | | 143,688 | 369,571 |
Carnival PLC (a) | | 44,787 | 702,182 |
Centrica PLC (a) | | 1,718,186 | 1,702,361 |
Ceres Power Holdings PLC (a) | | 30,525 | 278,527 |
Chemring Group PLC | | 119,920 | 523,686 |
Cineworld Group PLC (a)(b) | | 233,534 | 89,389 |
Civitas Social Housing PLC | | 185,403 | 198,692 |
Clarkson PLC | | 6,524 | 300,381 |
Clipper Logistics PLC | | 26,693 | 288,803 |
Close Brothers Group PLC | | 44,395 | 615,577 |
Coats Group PLC | | 590,174 | 521,748 |
Compass Group PLC | | 531,775 | 11,221,437 |
Computacenter PLC | | 22,206 | 746,114 |
ConvaTec Group PLC (c) | | 505,209 | 1,336,424 |
Countryside Partnerships PLC (a)(c) | | 168,461 | 525,985 |
Craneware PLC | | 10,876 | 234,644 |
Cranswick PLC | | 16,010 | 636,627 |
Crest Nicholson Holdings PLC | | 75,679 | 238,122 |
Croda International PLC | | 42,112 | 4,090,193 |
Currys PLC | | 370,312 | 429,353 |
Custodian (REIT) PLC | | 176,590 | 221,375 |
CVS Group PLC | | 18,402 | 415,421 |
Dechra Pharmaceuticals PLC | | 33,140 | 1,501,751 |
Deliveroo PLC Class A (a)(c) | | 200,185 | 276,668 |
Derwent London PLC | | 29,756 | 1,129,000 |
Diageo PLC | | 697,840 | 34,814,427 |
Diploma PLC | | 38,844 | 1,332,302 |
Direct Line Insurance Group PLC | | 387,918 | 1,231,204 |
Diversified Gas & Oil PLC | | 260,645 | 393,797 |
Domino's Pizza UK & IRL PLC | | 128,810 | 557,948 |
Dr. Martens Ltd. | | 132,159 | 345,546 |
Drax Group PLC | | 174,260 | 1,761,020 |
DS Smith PLC | | 444,457 | 1,826,392 |
Dunelm Group PLC | | 35,306 | 432,337 |
easyJet PLC (a) | | 98,150 | 680,130 |
Electrocomponents PLC | | 140,973 | 1,840,047 |
Elementis PLC (a) | | 172,963 | 262,729 |
EMIS Group PLC | | 19,237 | 320,650 |
Empiric Student Property PLC | | 182,726 | 209,516 |
Energean PLC (a) | | 35,141 | 516,583 |
Ergomed PLC (a) | | 10,466 | 154,421 |
Essentra PLC | | 105,017 | 411,556 |
Eurasia Mining PLC (a) | | 551,626 | 56,736 |
Euromoney Institutional Invest | | 28,566 | 352,245 |
FD Technologies PLC (a) | | 7,774 | 230,354 |
Ferrexpo PLC | | 114,124 | 234,346 |
Fever-Tree Drinks PLC | | 34,678 | 786,315 |
Firstgroup PLC (a) | | 312,935 | 439,295 |
Forterra PLC (c) | | 76,777 | 240,030 |
Frasers Group PLC (a) | | 68,762 | 584,021 |
Frontier Developments PLC (a) | | 12,866 | 207,238 |
Funding Circle Holdings PLC (a)(c) | | 56,056 | 51,059 |
Future PLC | | 33,936 | 929,446 |
Games Workshop Group PLC | | 9,274 | 857,084 |
Gamma Communications PLC | | 26,395 | 393,420 |
GB Group PLC | | 71,082 | 515,133 |
Genuit Group PLC | | 83,048 | 468,817 |
Genus PLC | | 20,432 | 641,950 |
GlaxoSmithKline PLC | | 1,503,681 | 33,896,844 |
Grainger Trust PLC | | 195,167 | 725,976 |
Great Portland Estates PLC | | 57,798 | 490,932 |
Greatland Gold PLC (a) | | 1,389,638 | 231,977 |
Greggs PLC | | 29,688 | 866,175 |
Halfords Group PLC | | 79,925 | 227,431 |
Halma PLC | | 112,959 | 3,467,338 |
Hammerson PLC | | 873,367 | 315,314 |
Harbour Energy PLC | | 117,978 | 739,840 |
Hargreaves Lansdown PLC | | 109,935 | 1,258,574 |
Hays PLC | | 480,038 | 737,265 |
Helical PLC | | 24,389 | 132,625 |
Helios Towers PLC (a) | | 247,501 | 345,738 |
Hikma Pharmaceuticals PLC | | 54,213 | 1,273,486 |
Hill & Smith Holdings PLC | | 24,095 | 416,733 |
Hochschild Mining PLC | | 116,153 | 170,625 |
Home (REIT) PLC | | 110,629 | 169,014 |
HomeServe PLC | | 96,916 | 1,191,071 |
Hotel Chocolat Group Ltd. (a) | | 31,140 | 146,289 |
Howden Joinery Group PLC | | 179,595 | 1,700,319 |
HSBC Holdings PLC (United Kingdom) | | 6,073,066 | 37,951,364 |
Hunting PLC | | 34,510 | 125,800 |
Ibstock PLC (c) | | 131,633 | 310,745 |
Ideagen PLC | | 63,226 | 185,152 |
IG Group Holdings PLC | | 120,628 | 1,232,827 |
IMI PLC | | 80,871 | 1,361,441 |
Impax Asset Management Group PLC | | 28,076 | 303,634 |
Imperial Brands PLC | | 277,810 | 5,782,761 |
Inchcape PLC | | 119,890 | 1,072,736 |
Indivior PLC (a) | | 223,468 | 875,215 |
Informa PLC (a) | | 450,795 | 3,197,895 |
IntegraFin Holdings PLC | | 91,803 | 413,987 |
InterContinental Hotel Group PLC | | 54,437 | 3,475,244 |
Intermediate Capital Group PLC | | 91,505 | 1,751,083 |
Intertek Group PLC | | 47,730 | 2,974,293 |
Investec PLC | | 203,602 | 1,199,194 |
IP Group PLC | | 309,060 | 318,689 |
IQE PLC (a) | | 278,395 | 104,249 |
ITM Power PLC (a)(b) | | 125,014 | 515,034 |
ITV PLC | | 1,078,159 | 995,629 |
J Sainsbury PLC | | 511,483 | 1,492,382 |
J.D. Wetherspoon PLC (a) | | 36,132 | 328,321 |
JD Sports Fashion PLC | | 802,642 | 1,322,494 |
Jet2 PLC (a) | | 50,597 | 777,017 |
John Wood Group PLC (a) | | 220,706 | 613,676 |
Johnson Matthey PLC | | 60,104 | 1,653,358 |
Jupiter Fund Management PLC | | 129,235 | 288,458 |
Just Group PLC | | 396,572 | 418,937 |
Kainos Group PLC | | 29,000 | 439,378 |
Keller Group PLC | | 17,202 | 181,275 |
Keywords Studios PLC | | 22,787 | 683,567 |
Kingfisher PLC | | 647,354 | 2,041,477 |
Land Securities Group PLC | | 209,579 | 1,965,551 |
Learning Technologies Group PLC | | 166,265 | 272,038 |
Legal & General Group PLC | | 1,780,103 | 5,548,751 |
Liontrust Asset Management PLC | | 18,772 | 272,449 |
Lloyds Banking Group PLC | | 21,170,008 | 12,023,797 |
London Stock Exchange Group PLC | | 98,667 | 9,727,751 |
Londonmetric Properity PLC | | 327,208 | 1,105,921 |
LXI REIT PLC | | 290,803 | 539,801 |
M&G PLC | | 784,308 | 2,082,296 |
Marks & Spencer Group PLC (a) | | 582,638 | 994,633 |
Marshalls PLC | | 63,886 | 488,891 |
Marston's PLC (a) | | 147,334 | 137,790 |
Mediclinic International PLC (London) (a) | | 131,974 | 611,824 |
Meggitt PLC (a) | | 254,295 | 2,465,369 |
Melrose Industries PLC | | 1,346,980 | 1,957,294 |
Micro Focus International PLC | | 90,927 | 429,375 |
Mitchells & Butlers PLC (a) | | 68,521 | 195,191 |
Mitie Group PLC | | 702,034 | 473,272 |
Mondi PLC | | 149,873 | 2,815,509 |
Moneysupermarket.com Group PLC | | 192,513 | 421,730 |
Morgan Advanced Materials PLC | | 82,475 | 289,237 |
Morgan Sindall PLC | | 11,793 | 317,967 |
National Express Group PLC Class L (a) | | 168,719 | 522,974 |
National Grid PLC | | 1,071,979 | 15,926,368 |
NatWest Group PLC | | 1,669,693 | 4,479,432 |
NCC Group Ltd. | | 93,834 | 212,982 |
Network International Holdings PLC (a)(c) | | 144,052 | 470,608 |
Next PLC | | 40,364 | 3,023,292 |
Ninety One PLC | | 113,922 | 379,585 |
NMC Health PLC (a) | | 17,953 | 179 |
Ocado Group PLC (a) | | 149,227 | 1,706,657 |
OSB Group PLC | | 147,442 | 1,029,210 |
Pagegroup PLC | | 101,494 | 621,029 |
Pantheon Resources PLC (a) | | 189,875 | 293,273 |
Paragon Banking Group PLC | | 103,973 | 642,995 |
Pearson PLC | | 227,652 | 2,210,456 |
Pennon Group PLC | | 83,170 | 1,155,751 |
Persimmon PLC | | 95,495 | 2,487,098 |
Pets At Home Group PLC | | 151,956 | 589,833 |
Phoenix Group Holdings PLC | | 201,621 | 1,527,158 |
Premier Foods PLC | | 237,218 | 328,122 |
Primary Health Properties PLC | | 456,585 | 828,021 |
Provident Financial PLC | | 90,630 | 290,079 |
Prudential PLC | | 826,283 | 10,285,943 |
PZ Cussons PLC Class L | | 76,203 | 195,531 |
QinetiQ Group PLC | | 169,860 | 720,651 |
Quilter PLC (c) | | 528,498 | 870,587 |
Rathbone Brothers PLC | | 26,708 | 704,990 |
Reach PLC | | 96,647 | 196,953 |
Reckitt Benckiser Group PLC | | 214,627 | 16,737,816 |
Redde Northgate PLC | | 89,139 | 440,960 |
Redrow PLC | | 77,835 | 510,232 |
RELX PLC (London Stock Exchange) | | 573,560 | 17,086,629 |
Renishaw PLC | | 10,364 | 547,708 |
Rentokil Initial PLC | | 560,323 | 3,848,451 |
Restore PLC | | 34,718 | 192,937 |
Rightmove PLC | | 255,327 | 1,962,724 |
Rio Tinto PLC | | 336,215 | 23,755,663 |
Rolls-Royce Holdings PLC (a) | | 2,507,412 | 2,570,501 |
Rotork PLC | | 248,367 | 906,174 |
Royal Mail PLC | | 243,618 | 1,044,220 |
RWS Holdings PLC | | 115,055 | 630,127 |
S4 Capital PLC (a) | | 79,231 | 299,680 |
Sabre Insurance Group PLC (c) | | 68,008 | 178,175 |
Safestore Holdings PLC | | 60,798 | 956,460 |
Sage Group PLC | | 289,502 | 2,656,642 |
Savills PLC | | 42,350 | 569,718 |
Schroders PLC | | 37,035 | 1,307,344 |
Secure Income (REIT) PLC | | 56,413 | 305,787 |
Segro PLC | | 356,830 | 5,974,083 |
Senior Engineering Group PLC (a) | | 101,169 | 161,370 |
Serco Group PLC | | 374,869 | 708,908 |
Serica Energy PLC | | 44,981 | 197,614 |
Severn Trent PLC | | 75,991 | 2,986,563 |
Shaftesbury PLC | | 46,943 | 351,534 |
Shell PLC (London) | | 2,308,177 | 61,965,077 |
Smart Metering Systems PLC | | 45,791 | 473,633 |
Smith & Nephew PLC | | 257,943 | 4,180,885 |
Smiths Group PLC | | 115,454 | 2,112,728 |
Softcat PLC | | 38,039 | 671,818 |
Spectris PLC | | 34,932 | 1,277,599 |
Spirax-Sarco Engineering PLC | | 22,153 | 3,342,789 |
Spire Healthcare Group PLC (a)(c) | | 139,507 | 376,587 |
Spirent Communications PLC | | 175,105 | 506,296 |
SSE PLC | | 316,378 | 7,348,140 |
SSP Group PLC (a) | | 223,420 | 659,452 |
St. James's Place PLC | | 164,934 | 2,650,422 |
Stagecoach Group PLC (a) | | 106,997 | 140,132 |
Standard Chartered PLC (United Kingdom) | | 783,053 | 5,353,202 |
SThree PLC | | 31,728 | 146,263 |
Synthomer PLC | | 126,395 | 480,928 |
Target Healthcare (REIT) PLC | | 54,227 | 75,686 |
Tate & Lyle PLC | | 139,691 | 1,357,741 |
Taylor Wimpey PLC | | 1,121,656 | 1,764,091 |
Team17 Group PLC (a) | | 31,186 | 169,848 |
Telecom Plus PLC | | 19,977 | 412,109 |
Tesco PLC | | 2,249,318 | 7,641,653 |
The Go-Ahead Group PLC (a) | | 11,430 | 135,611 |
The Restaurant Group PLC (a) | | 262,270 | 200,754 |
The Weir Group PLC | | 78,373 | 1,506,681 |
TI Fluid Systems PLC (c) | | 88,283 | 179,409 |
Trainline PLC (a)(c) | | 148,362 | 524,316 |
Travis Perkins PLC | | 68,576 | 1,045,950 |
Tritax Big Box REIT PLC | | 550,503 | 1,680,504 |
Tullow Oil PLC (a) | | 327,059 | 227,738 |
Tyman PLC | | 92,259 | 316,891 |
Ultra Electronics Holdings PLC | | 23,176 | 943,916 |
Unilever PLC | | 768,489 | 35,727,144 |
Unite Group PLC | | 104,176 | 1,475,155 |
United Utilities Group PLC | | 204,272 | 2,935,473 |
Urban Logistics REIT PLC | | 167,435 | 390,169 |
Vesuvius PLC | | 61,652 | 250,649 |
Victoria PLC (a) | | 19,921 | 159,743 |
Victrex PLC | | 31,639 | 721,474 |
Virgin Money UK PLC | | 400,364 | 868,628 |
Vistry Group PLC | | 64,377 | 671,650 |
Vivo Energy PLC (c) | | 147,893 | 267,394 |
Vodafone Group PLC | | 8,148,367 | 12,336,296 |
Volution Group PLC | | 69,672 | 354,883 |
Warehouse (REIT) PLC | | 69,692 | 139,300 |
WH Smith PLC (a) | | 40,560 | 729,726 |
Whitbread PLC | | 62,599 | 2,185,133 |
Wickes Group PLC | | 102,109 | 243,424 |
Workspace Group PLC | | 71,752 | 600,458 |
YouGov PLC | | 31,106 | 490,166 |
|
TOTAL UNITED KINGDOM | | | 773,535,212 |
|
United States of America - 0.2% | | | |
360 DigiTech, Inc. ADR | | 29,978 | 432,583 |
Coca-Cola European Partners PLC | | 62,517 | 3,122,724 |
Coronado Global Resources, Inc. unit (c) | | 212,400 | 342,168 |
Dada Nexus Ltd. ADR (a) | | 16,603 | 126,681 |
DiDi Global, Inc. ADR | | 87,078 | 163,707 |
DouYu International Holdings Ltd. ADR (a) | | 55,295 | 97,872 |
Fiverr International Ltd. (a)(b) | | 9,556 | 508,857 |
Legend Biotech Corp. ADR (a) | | 15,969 | 641,155 |
Li Auto, Inc. ADR (a) | | 167,450 | 3,755,904 |
Nano-X Imaging Ltd. (a)(b) | | 12,068 | 110,905 |
Southern Copper Corp. | | 24,714 | 1,538,941 |
Yum China Holdings, Inc. | | 129,041 | 5,393,914 |
|
TOTAL UNITED STATES OF AMERICA | | | 16,235,411 |
|
TOTAL COMMON STOCKS | | | |
(Cost $8,244,201,648) | | | 8,220,002,563 |
|
Nonconvertible Preferred Stocks - 0.9% | | | |
Brazil - 0.4% | | | |
Alpargatas SA (PN) | | 69,200 | 274,339 |
Azul SA (a) | | 94,600 | 420,385 |
Banco ABC Brasil SA Series A | | 52,789 | 168,704 |
Banco Bradesco SA (PN) | | 1,487,352 | 5,409,154 |
Banco do Estado Rio Grande do Sul SA Class B | | 92,900 | 198,053 |
Banco Pan SA | | 78,600 | 148,807 |
Bradespar SA (PN) | | 79,156 | 468,953 |
Braskem SA Class A | | 61,100 | 497,060 |
Centrais Eletricas Brasileiras SA (Electrobras) (PN-B) | | 70,811 | 575,059 |
Companhia Energetica de Minas Gerais (CEMIG) (PN) | | 353,150 | 1,047,889 |
Companhia Paranaense de Energia-COPEL (PN-B) | | 367,100 | 552,438 |
Gerdau SA | | 338,203 | 1,913,356 |
Gol Linhas Aereas Inteligentes SA (PN) (a) | | 94,546 | 290,870 |
Itau Unibanco Holding SA | | 1,456,960 | 7,034,382 |
Itausa-Investimentos Itau SA (PN) | | 1,359,263 | 2,532,148 |
Metalurgica Gerdau SA (PN) | | 195,700 | 449,671 |
Petroleo Brasileiro SA - Petrobras (PN) (non-vtg.) | | 1,488,686 | 9,117,692 |
Unipar Carbocloro SA | | 16,390 | 318,289 |
|
TOTAL BRAZIL | | | 31,417,249 |
|
Chile - 0.0% | | | |
Embotelladora Andina SA Class B | | 156,427 | 284,326 |
Sociedad Quimica y Minera de Chile SA (PN-B) | | 41,320 | 3,067,165 |
|
TOTAL CHILE | | | 3,351,491 |
|
Colombia - 0.0% | | | |
Bancolombia SA (PN) | | 119,471 | 1,159,092 |
Germany - 0.3% | | | |
Bayerische Motoren Werke AG (BMW) (non-vtg.) | | 30,608 | 2,254,848 |
Draegerwerk AG & Co. KGaA (non-vtg.) | | 3,600 | 178,164 |
Einhell Germany AG | | 1,430 | 294,161 |
Fuchs Petrolub AG | | 23,272 | 734,028 |
Henkel AG & Co. KGaA | | 43,999 | 2,825,234 |
Jungheinrich AG | | 17,950 | 439,022 |
Porsche Automobil Holding SE (Germany) | | 45,901 | 3,785,911 |
Sartorius AG (non-vtg.) | | 7,710 | 2,890,707 |
Sixt SE Preference Shares | | 2,910 | 210,322 |
Sto SE & Co. KGaA | | 1,245 | 261,220 |
Volkswagen AG | | 52,253 | 8,092,236 |
|
TOTAL GERMANY | | | 21,965,853 |
|
Italy - 0.0% | | | |
Danieli & C. Officine Meccaniche SpA | | 7,847 | 122,752 |
Korea (South) - 0.2% | | | |
Daishin Securities Co. Ltd. | | 14,209 | 171,019 |
Hyundai Motor Co. | | 5,432 | 400,966 |
Hyundai Motor Co. Series 2 | | 19,169 | 1,427,165 |
LG Chemical Ltd. | | 3,566 | 699,658 |
LG Household & Health Care Ltd. | | 813 | 318,279 |
Samsung Electronics Co. Ltd. | | 276,978 | 12,916,679 |
|
TOTAL KOREA (SOUTH) | | | 15,933,766 |
|
Russia - 0.0% | | | |
Surgutneftegas OJSC (e) | | 1,961,555 | 44,507 |
TOTAL NONCONVERTIBLE PREFERRED STOCKS | | | |
(Cost $80,721,341) | | | 73,994,710 |
| | Principal Amount | Value |
|
Government Obligations - 0.1% | | | |
United States of America - 0.1% | | | |
U.S. Treasury Bills, yield at date of purchase 1.23% 1/26/23 (Cost $11,097,982)(f) | | 11,200,000 | 11,064,103 |
| | Shares | Value |
|
Money Market Funds - 2.1% | | | |
Fidelity Cash Central Fund 0.32% (g) | | 91,373,970 | 91,392,245 |
Fidelity Securities Lending Cash Central Fund 0.32% (g)(h) | | 87,042,017 | 87,050,721 |
TOTAL MONEY MARKET FUNDS | | | |
(Cost $178,442,966) | | | 178,442,966 |
TOTAL INVESTMENT IN SECURITIES - 100.5% | | | |
(Cost $8,514,463,937) | | | 8,483,504,342 |
NET OTHER ASSETS (LIABILITIES) - (0.5)% | | | (38,806,328) |
NET ASSETS - 100% | | | $8,444,698,014 |
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) | 909 | June 2022 | $90,745,470 | $(1,068,548) | $(1,068,548) |
ICE E-mini MSCI Emerging Markets Index Contracts (United States) | 778 | June 2022 | 41,132,860 | 585,637 | 585,637 |
TME S&P/TSX 60 Index Contracts (Canada) | 62 | June 2022 | 12,084,848 | (223,842) | (223,842) |
TOTAL FUTURES CONTRACTS | | | | | $(706,753) |
The notional amount of futures purchased as a percentage of Net Assets is 1.7%
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 $221,536,726 or 2.6% 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 $7,112,638.
(g) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
(h) Investment made with cash collateral received from securities on loan.
Affiliated Central Funds
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Fund | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain/Loss | Change in Unrealized appreciation (depreciation) | Value, end of period | % ownership, end of period |
Fidelity Cash Central Fund 0.32% | $-- | $1,135,789,525 | $1,044,397,280 | $81,823 | $-- | $-- | $91,392,245 | 0.2% |
Fidelity Securities Lending Cash Central Fund 0.32% | 53,637,748 | 189,894,321 | 156,481,348 | 571,501 | -- | -- | 87,050,721 | 0.2% |
Total | $53,637,748 | $1,325,683,846 | $1,200,878,628 | $653,324 | $-- | $-- | $178,442,966 | |
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, 2022, 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 | $498,078,218 | $77,170,766 | $419,292,288 | $1,615,164 |
Consumer Discretionary | 905,519,514 | 72,067,249 | 833,355,356 | 96,909 |
Consumer Staples | 698,514,759 | 69,677,198 | 628,795,739 | 41,822 |
Energy | 450,135,764 | 163,629,114 | 285,738,674 | 767,976 |
Financials | 1,586,161,215 | 387,790,999 | 1,198,064,186 | 306,030 |
Health Care | 755,760,840 | 19,855,113 | 735,727,171 | 178,556 |
Industrials | 1,088,377,147 | 115,509,938 | 972,812,394 | 54,815 |
Information Technology | 951,063,037 | 61,030,929 | 889,872,317 | 159,791 |
Materials | 769,067,436 | 175,732,855 | 592,786,093 | 548,488 |
Real Estate | 307,980,342 | 34,161,803 | 272,857,548 | 960,991 |
Utilities | 283,339,001 | 48,883,853 | 234,337,960 | 117,188 |
Government Obligations | 11,064,103 | -- | 11,064,103 | -- |
Money Market Funds | 178,442,966 | 178,442,966 | -- | -- |
Total Investments in Securities: | $8,483,504,342 | $1,403,952,783 | $7,074,703,829 | $4,847,730 |
Derivative Instruments: | | | | |
Assets | | | | |
Futures Contracts | $585,637 | $585,637 | $-- | $-- |
Total Assets | $585,637 | $585,637 | $-- | $-- |
Liabilities | | | | |
Futures Contracts | $(1,292,390) | $(1,292,390) | $-- | $-- |
Total Liabilities | $(1,292,390) | $(1,292,390) | $-- | $-- |
Total Derivative Instruments: | $(706,753) | $(706,753) | $-- | $-- |
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, 2022. 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) | $585,637 | $(1,292,390) |
Total Equity Risk | 585,637 | (1,292,390) |
Total Value of Derivatives | $585,637 | $(1,292,390) |
(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, 2022 (Unaudited) |
Assets | | |
Investment in securities, at value (including securities loaned of $70,741,863) — See accompanying schedule: Unaffiliated issuers (cost $8,336,020,971) | $8,305,061,376 | |
Fidelity Central Funds (cost $178,442,966) | 178,442,966 | |
Total Investment in Securities (cost $8,514,463,937) | | $8,483,504,342 |
Foreign currency held at value (cost $10,572,644) | | 10,482,572 |
Receivable for investments sold | | |
Regular delivery | | 490,296 |
Delayed delivery | | 76,073 |
Receivable for fund shares sold | | 15,845,766 |
Dividends receivable | | 27,546,611 |
Reclaims receivable | | 10,548,119 |
Distributions receivable from Fidelity Central Funds | | 183,297 |
Other receivables | | 41,829 |
Total assets | | 8,548,718,905 |
Liabilities | | |
Payable to custodian bank | $9,489 | |
Payable for investments purchased | | |
Regular delivery | 213,385 | |
Delayed delivery | 336,785 | |
Payable for fund shares redeemed | 4,149,555 | |
Accrued management fee | 435,616 | |
Payable for daily variation margin on futures contracts | 1,234,900 | |
Deferred taxes | 10,317,518 | |
Other payables and accrued expenses | 271,639 | |
Collateral on securities loaned | 87,052,004 | |
Total liabilities | | 104,020,891 |
Net Assets | | $8,444,698,014 |
Net Assets consist of: | | |
Paid in capital | | $8,467,259,883 |
Total accumulated earnings (loss) | | (22,561,869) |
Net Assets | | $8,444,698,014 |
Net Asset Value, offering price and redemption price per share ($8,444,698,014 ÷ 671,130,785 shares) | | $12.58 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
| | Six months ended April 30, 2022 (Unaudited) |
Investment Income | | |
Dividends | | $118,158,917 |
Non-Cash dividends | | 8,957,033 |
Interest | | 15,565 |
Income from Fidelity Central Funds (including $571,501 from security lending) | | 653,324 |
Income before foreign taxes withheld | | 127,784,839 |
Less foreign taxes withheld | | (11,697,179) |
Total income | | 116,087,660 |
Expenses | | |
Management fee | $2,634,559 | |
Independent trustees' fees and expenses | 13,091 | |
Interest | 249 | |
Total expenses | | 2,647,899 |
Net investment income (loss) | | 113,439,761 |
Realized and Unrealized Gain (Loss) | | |
Net realized gain (loss) on: | | |
Investment securities: | | |
Unaffiliated issuers | 33,175,265 | |
Foreign currency transactions | (170,048) | |
Futures contracts | (11,637,498) | |
Total net realized gain (loss) | | 21,367,719 |
Change in net unrealized appreciation (depreciation) on: | | |
Investment securities: | | |
Unaffiliated issuers (net of decrease in deferred foreign taxes of $2,035,545) | (1,335,742,775) | |
Assets and liabilities in foreign currencies | (1,742,905) | |
Futures contracts | (709,990) | |
Total change in net unrealized appreciation (depreciation) | | (1,338,195,670) |
Net gain (loss) | | (1,316,827,951) |
Net increase (decrease) in net assets resulting from operations | | $(1,203,388,190) |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
| Six months ended April 30, 2022 (Unaudited) | Year ended October 31, 2021 |
Increase (Decrease) in Net Assets | | |
Operations | | |
Net investment income (loss) | $113,439,761 | $177,250,777 |
Net realized gain (loss) | 21,367,719 | (9,815,269) |
Change in net unrealized appreciation (depreciation) | (1,338,195,670) | 1,329,118,103 |
Net increase (decrease) in net assets resulting from operations | (1,203,388,190) | 1,496,553,611 |
Distributions to shareholders | (217,671,505) | (90,362,587) |
Share transactions | | |
Proceeds from sales of shares | 2,161,894,872 | 4,282,334,390 |
Reinvestment of distributions | 206,193,841 | 85,865,324 |
Cost of shares redeemed | (1,059,986,726) | (1,873,000,573) |
Net increase (decrease) in net assets resulting from share transactions | 1,308,101,987 | 2,495,199,141 |
Total increase (decrease) in net assets | (112,957,708) | 3,901,390,165 |
Net Assets | | |
Beginning of period | 8,557,655,722 | 4,656,265,557 |
End of period | $8,444,698,014 | $8,557,655,722 |
Other Information | | |
Shares | | |
Sold | 155,506,406 | 299,302,742 |
Issued in reinvestment of distributions | 14,892,066 | 6,485,296 |
Redeemed | (77,027,632) | (131,651,107) |
Net increase (decrease) | 93,370,840 | 174,136,931 |
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, | | | | |
| 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
Selected Per–Share Data | | | | | | |
Net asset value, beginning of period | $14.81 | $11.54 | $12.09 | $11.14 | $12.39 | $10.09 |
Income from Investment Operations | | | | | | |
Net investment income (loss)A,B | .18 | .35 | .27 | .37 | .34 | .31 |
Net realized and unrealized gain (loss) | (2.04) | 3.14 | (.50) | .81 | (1.36) | 2.04 |
Total from investment operations | (1.86) | 3.49 | (.23) | 1.18 | (1.02) | 2.35 |
Distributions from net investment income | (.37) | (.22) | (.32) | (.23) | (.17) | (.04) |
Distributions from net realized gain | – | – | – | – | (.06) | (.01) |
Total distributions | (.37) | (.22) | (.32) | (.23) | (.23) | (.05) |
Redemption fees added to paid in capitalA | – | – | – | – | –C | –C |
Net asset value, end of period | $12.58 | $14.81 | $11.54 | $12.09 | $11.14 | $12.39 |
Total ReturnD,E | (12.81)% | 30.47% | (1.97)% | 10.88% | (8.42)% | 23.37% |
Ratios to Average Net AssetsB,F,G | | | | | | |
Expenses before reductions | .06%H | .06% | .06% | .06% | .06% | .06% |
Expenses net of fee waivers, if any | .06%H | .06% | .06% | .06% | .06% | .06% |
Expenses net of all reductions | .06%H | .06% | .06% | .06% | .06% | .06% |
Net investment income (loss) | 2.59%H | 2.47% | 2.41% | 3.25% | 2.81% | 2.65% |
Supplemental Data | | | | | | |
Net assets, end of period (000 omitted) | $8,444,698 | $8,557,656 | $4,656,266 | $3,254,707 | $589,295 | $135,488 |
Portfolio turnover rateI | 2%H,J | 5% | 4% | 4% | 3% | 2% |
A Calculated based on average shares outstanding during the period.
B Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any such underlying funds is not included in the Fund's net investment income (loss) ratio.
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 adviser, 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, 2022
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% |
(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 – unadjusted quoted prices in active markets for identical investments
- Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
- Level 3 – unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value 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 prepayment speed assumptions, attributes of the collateral, 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, 2022 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. Commissions paid to certain brokers with whom the investment adviser, or its affiliates, places trades on behalf of a fund include an amount in addition to trade execution, which may be rebated back to a fund. Any such rebates are included in net realized gain (loss) on investments in the Statement of Operations. 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. Funds may file withholding tax reclaims in certain jurisdictions to recover a portion of amounts previously withheld. Any withholding tax reclaims income is included in the Statement of Operations in foreign taxes withheld. Any receivables for withholding tax reclaims are included in the Statement of Assets and Liabilities in reclaims receivable.
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 Deferred taxes 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, 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 | $1,196,377,447 |
Gross unrealized depreciation | (1,303,261,820) |
Net unrealized appreciation (depreciation) | $(106,884,373) |
Tax cost | $8,589,681,960 |
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 | $(7,337,752) |
Total capital loss carryforward | $(7,337,752) |
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 and in-kind transactions, as applicable, are noted in the table below.
| Purchases ($) | Sales ($) |
Fidelity Total International Index Fund | 1,280,475,408 | 104,652,689 |
Unaffiliated Redemptions In-Kind. Shares that were redeemed in-kind for investments, including accrued interest and cash, if any, are shown in the table below. The net realized gain or loss on investments delivered through in-kind redemptions is included in the accompanying Statement of Operations. The amount of the in-kind redemptions is included in share transactions in the accompanying Statement of Changes in Net Assets. There was no gain or loss for federal income tax purposes.
| Shares | Total net realized gain or loss ($) | Total Proceeds ($) |
Fidelity Total International Index Fund | 13,066,155 | 51,582,020 | 176,131,768 |
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 | $14,441,000 | .31% | $249 |
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. During the period there were no interfund trades.
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 | $61,419 | $656 | $– |
9. Other.
A 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, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a 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, 2021 to April 30, 2022).
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. In addition, if these transactional costs were included, your costs would have been higher.
| Annualized Expense Ratio-A | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses Paid During Period-B November 1, 2021 to April 30, 2022 |
Fidelity Total International Index Fund | .06% | | | |
Actual | | $1,000.00 | $871.90 | $.28 |
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, 2020 through November 30, 2021. 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-0622
1.9879614.105
Fidelity® U.S. Sustainability Index Fund
Semi-Annual Report
April 30, 2022


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. © 2022 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 COVID-19 emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and corporate earnings. On March 11, 2020, the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread. The pandemic prompted a number of measures to limit the spread of COVID-19, 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. To help stem the turmoil, the U.S. government took unprecedented action – in concert with the U.S. Federal Reserve and central banks around the world – to help support consumers, businesses, and the broader economy, and to limit disruption to the financial system.
In general, the overall impact of the pandemic lessened in 2021, amid a resilient economy and widespread distribution of three COVID-19 vaccines granted emergency use authorization from the U.S. Food and Drug Administration (FDA) early in the year. Still, the situation remains dynamic, and the extent and duration of its influence on financial markets and the economy is highly uncertain, due in part to a recent spike in cases based on highly contagious variants of the coronavirus.
Extreme events such as the COVID-19 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 continue to take extra steps to be responsive to customer needs. We encourage you to visit us online, where we offer ongoing updates, commentary, and analysis on the markets and our funds.
Investment Summary (Unaudited)
Top Ten Stocks as of April 30, 2022
| % of fund's net assets |
Microsoft Corp. | 10.7 |
Tesla, Inc. | 4.0 |
Alphabet, Inc. Class A | 3.7 |
Alphabet, Inc. Class C | 3.6 |
Johnson & Johnson | 2.6 |
NVIDIA Corp. | 2.5 |
Procter & Gamble Co. | 2.1 |
Visa, Inc. Class A | 1.9 |
MasterCard, Inc. Class A | 1.7 |
The Home Depot, Inc. | 1.7 |
| 34.5 |
Market Sectors as of April 30, 2022
| % of fund's net assets |
Information Technology | 27.5 |
Health Care | 14.2 |
Consumer Discretionary | 12.7 |
Financials | 11.1 |
Communication Services | 10.4 |
Industrials | 7.9 |
Consumer Staples | 7.0 |
Materials | 3.0 |
Real Estate | 3.0 |
Energy | 1.7 |
Utilities | 1.1 |
Asset Allocation (% of fund's net assets)
As of April 30, 2022* |
| Stocks and Equity Futures | 100.0% |

* Foreign investments - 4.8%
Schedule of Investments April 30, 2022 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 99.6% | | | |
| | Shares | Value |
COMMUNICATION SERVICES - 10.4% | | | |
Diversified Telecommunication Services - 1.0% | | | |
Verizon Communications, Inc. | | 518,737 | $24,017,523 |
Entertainment - 1.9% | | | |
Activision Blizzard, Inc. | | 97,591 | 7,377,880 |
Electronic Arts, Inc. | | 35,434 | 4,182,984 |
Take-Two Interactive Software, Inc. (a) | | 14,446 | 1,726,441 |
The Walt Disney Co. (a) | | 227,740 | 25,422,616 |
Warner Bros Discovery, Inc. (a) | | 279,013 | 5,064,086 |
| | | 43,774,007 |
Interactive Media & Services - 7.3% | | | |
Alphabet, Inc.: | | | |
Class A (a) | | 37,689 | 86,013,459 |
Class C (a) | | 35,831 | 82,387,293 |
| | | 168,400,752 |
Media - 0.2% | | | |
Cable One, Inc. | | 682 | 795,348 |
Interpublic Group of Companies, Inc. | | 49,331 | 1,609,177 |
Omnicom Group, Inc. | | 26,631 | 2,027,418 |
Sirius XM Holdings, Inc. (b) | | 125,426 | 752,556 |
| | | 5,184,499 |
|
TOTAL COMMUNICATION SERVICES | | | 241,376,781 |
|
CONSUMER DISCRETIONARY - 12.7% | | | |
Auto Components - 0.2% | | | |
Aptiv PLC (a) | | 33,894 | 3,606,322 |
BorgWarner, Inc. | | 30,040 | 1,106,373 |
| | | 4,712,695 |
Automobiles - 4.0% | | | |
Tesla, Inc. (a) | | 106,954 | 93,131,265 |
Distributors - 0.3% | | | |
Genuine Parts Co. | | 17,845 | 2,320,742 |
LKQ Corp. (b) | | 34,695 | 1,721,913 |
Pool Corp. | | 5,023 | 2,035,420 |
| | | 6,078,075 |
Hotels, Restaurants & Leisure - 2.4% | | | |
Booking Holdings, Inc. (a) | | 5,145 | 11,372,045 |
Darden Restaurants, Inc. | | 16,260 | 2,141,930 |
Domino's Pizza, Inc. | | 4,559 | 1,540,942 |
Hilton Worldwide Holdings, Inc. | | 34,921 | 5,422,882 |
McDonald's Corp. | | 93,625 | 23,327,605 |
Starbucks Corp. | | 146,994 | 10,971,632 |
Vail Resorts, Inc. | | 5,067 | 1,287,829 |
| | | 56,064,865 |
Household Durables - 0.3% | | | |
Garmin Ltd. | | 19,277 | 2,115,458 |
Mohawk Industries, Inc. (a) | | 7,219 | 1,018,312 |
Newell Brands, Inc. | | 47,967 | 1,110,436 |
NVR, Inc. (a) | | 414 | 1,811,751 |
| | | 6,055,957 |
Internet & Direct Marketing Retail - 0.4% | | | |
eBay, Inc. | | 78,435 | 4,072,345 |
MercadoLibre, Inc. (a) | | 5,690 | 5,539,955 |
| | | 9,612,300 |
Leisure Products - 0.1% | | | |
Hasbro, Inc. | | 16,419 | 1,445,857 |
Multiline Retail - 0.6% | | | |
Target Corp. | | 60,032 | 13,726,317 |
Specialty Retail - 3.2% | | | |
Advance Auto Parts, Inc. | | 7,813 | 1,559,709 |
Best Buy Co., Inc. | | 27,736 | 2,494,298 |
Burlington Stores, Inc. (a) | | 8,365 | 1,702,779 |
CarMax, Inc. (a) | | 20,311 | 1,742,278 |
Lowe's Companies, Inc. | | 84,417 | 16,691,773 |
The Home Depot, Inc. | | 130,837 | 39,303,435 |
TJX Companies, Inc. | | 150,671 | 9,233,119 |
Tractor Supply Co. | | 14,260 | 2,872,677 |
| | | 75,600,068 |
Textiles, Apparel & Luxury Goods - 1.2% | | | |
lululemon athletica, Inc. (a) | | 14,832 | 5,259,872 |
NIKE, Inc. Class B | | 160,102 | 19,964,719 |
VF Corp. | | 41,831 | 2,175,212 |
| | | 27,399,803 |
|
TOTAL CONSUMER DISCRETIONARY | | | 293,827,202 |
|
CONSUMER STAPLES - 7.0% | | | |
Beverages - 2.9% | | | |
Keurig Dr. Pepper, Inc. | | 88,830 | 3,322,242 |
PepsiCo, Inc. | | 173,239 | 29,746,869 |
The Coca-Cola Co. | | 514,140 | 33,218,585 |
| | | 66,287,696 |
Food & Staples Retailing - 0.2% | | | |
Kroger Co. | | 88,516 | 4,776,323 |
Food Products - 0.8% | | | |
Bunge Ltd. | | 17,606 | 1,991,591 |
Campbell Soup Co. (b) | | 24,603 | 1,161,754 |
Conagra Brands, Inc. | | 60,102 | 2,099,363 |
General Mills, Inc. | | 75,890 | 5,367,700 |
Hormel Foods Corp. | | 37,388 | 1,958,757 |
Kellogg Co. | | 32,056 | 2,195,836 |
McCormick & Co., Inc. (non-vtg.) | | 31,242 | 3,142,008 |
The J.M. Smucker Co. | | 13,577 | 1,859,099 |
| | | 19,776,108 |
Household Products - 2.8% | | | |
Colgate-Palmolive Co. | | 100,323 | 7,729,887 |
Kimberly-Clark Corp. | | 42,188 | 5,856,960 |
Procter & Gamble Co. | | 303,206 | 48,679,723 |
The Clorox Co. | | 15,394 | 2,208,577 |
| | | 64,475,147 |
Personal Products - 0.3% | | | |
Estee Lauder Companies, Inc. Class A | | 29,031 | 7,665,926 |
|
TOTAL CONSUMER STAPLES | | | 162,981,200 |
|
ENERGY - 1.7% | | | |
Energy Equipment & Services - 0.4% | | | |
Baker Hughes Co. Class A | | 103,553 | 3,212,214 |
Schlumberger Ltd. | | 175,743 | 6,855,734 |
| | | 10,067,948 |
Oil, Gas & Consumable Fuels - 1.3% | | | |
Cheniere Energy, Inc. | | 30,185 | 4,099,425 |
Marathon Petroleum Corp. | | 77,130 | 6,730,364 |
ONEOK, Inc. | | 55,873 | 3,538,437 |
Phillips 66 Co. | | 60,115 | 5,215,577 |
The Williams Companies, Inc. | | 152,238 | 5,220,241 |
Valero Energy Corp. | | 51,225 | 5,710,563 |
| | | 30,514,607 |
|
TOTAL ENERGY | | | 40,582,555 |
|
FINANCIALS - 11.1% | | | |
Banks - 2.0% | | | |
Citizens Financial Group, Inc. | | 62,619 | 2,467,189 |
First Republic Bank | | 22,145 | 3,304,477 |
Huntington Bancshares, Inc. | | 181,230 | 2,383,175 |
KeyCorp | | 116,656 | 2,252,627 |
M&T Bank Corp. | | 22,452 | 3,741,401 |
PNC Financial Services Group, Inc. | | 52,954 | 8,795,659 |
Regions Financial Corp. | | 119,439 | 2,474,776 |
SVB Financial Group (a) | | 7,353 | 3,585,617 |
Truist Financial Corp. | | 167,252 | 8,086,634 |
U.S. Bancorp | | 176,496 | 8,570,646 |
| | | 45,662,201 |
Capital Markets - 4.6% | | | |
Ameriprise Financial, Inc. | | 14,019 | 3,721,904 |
Bank of New York Mellon Corp. | | 98,296 | 4,134,330 |
BlackRock, Inc. Class A | | 19,034 | 11,890,159 |
Carlyle Group LP | | 20,116 | 730,010 |
Cboe Global Markets, Inc. | | 13,362 | 1,509,639 |
Charles Schwab Corp. | | 181,557 | 12,042,676 |
CME Group, Inc. | | 45,030 | 9,876,880 |
FactSet Research Systems, Inc. | | 4,716 | 1,902,859 |
Franklin Resources, Inc. | | 37,728 | 927,732 |
Intercontinental Exchange, Inc. | | 70,591 | 8,175,144 |
Invesco Ltd. | | 43,359 | 796,938 |
MarketAxess Holdings, Inc. | | 4,764 | 1,255,838 |
Moody's Corp. | | 20,963 | 6,634,370 |
Morgan Stanley | | 168,622 | 13,589,247 |
NASDAQ, Inc. | | 14,666 | 2,307,988 |
Northern Trust Corp. | | 24,717 | 2,547,087 |
Raymond James Financial, Inc. | | 23,205 | 2,261,559 |
S&P Global, Inc. | | 44,378 | 16,708,317 |
State Street Corp. | | 45,811 | 3,067,963 |
T. Rowe Price Group, Inc. | | 28,160 | 3,464,806 |
| | | 107,545,446 |
Consumer Finance - 0.9% | | | |
Ally Financial, Inc. | | 45,660 | 1,824,574 |
American Express Co. | | 82,490 | 14,411,828 |
Discover Financial Services | | 36,720 | 4,129,531 |
| | | 20,365,933 |
Diversified Financial Services - 0.0% | | | |
Equitable Holdings, Inc. | | 45,642 | 1,315,859 |
Insurance - 3.6% | | | |
AFLAC, Inc. | | 78,739 | 4,510,170 |
Allstate Corp. | | 35,919 | 4,545,190 |
American International Group, Inc. | | 104,030 | 6,086,795 |
Aon PLC | | 27,606 | 7,950,252 |
Arch Capital Group Ltd. (a) | | 48,377 | 2,209,378 |
Arthur J. Gallagher & Co. | | 25,970 | 4,375,685 |
Assurant, Inc. | | 7,138 | 1,298,259 |
Chubb Ltd. | | 53,969 | 11,141,900 |
Erie Indemnity Co. Class A | | 3,194 | 511,934 |
Hartford Financial Services Group, Inc. | | 42,643 | 2,982,025 |
Lincoln National Corp. | | 21,507 | 1,293,646 |
Loews Corp. | | 27,011 | 1,697,371 |
Marsh & McLennan Companies, Inc. | | 63,260 | 10,229,142 |
Principal Financial Group, Inc. | | 33,210 | 2,262,929 |
Progressive Corp. | | 73,299 | 7,869,381 |
Prudential Financial, Inc. | | 47,359 | 5,138,925 |
The Travelers Companies, Inc. | | 30,824 | 5,272,753 |
Willis Towers Watson PLC | | 15,612 | 3,354,394 |
| | | 82,730,129 |
Mortgage Real Estate Investment Trusts - 0.0% | | | |
Annaly Capital Management, Inc. | | 181,700 | 1,166,514 |
|
TOTAL FINANCIALS | | | 258,786,082 |
|
HEALTH CARE - 14.2% | | | |
Biotechnology - 1.8% | | | |
Amgen, Inc. | | 70,574 | 16,457,151 |
Biogen, Inc. (a) | | 18,405 | 3,817,933 |
BioMarin Pharmaceutical, Inc. (a) | | 23,003 | 1,871,294 |
Gilead Sciences, Inc. | | 157,168 | 9,326,349 |
Horizon Therapeutics PLC (a) | | 26,998 | 2,660,923 |
Vertex Pharmaceuticals, Inc. (a) | | 31,856 | 8,703,696 |
| | | 42,837,346 |
Health Care Equipment & Supplies - 1.8% | | | |
Abiomed, Inc. (a) | | 5,700 | 1,633,506 |
Align Technology, Inc. (a) | | 9,386 | 2,721,095 |
Baxter International, Inc. | | 62,734 | 4,457,878 |
Dentsply Sirona, Inc. | | 27,390 | 1,095,326 |
DexCom, Inc. (a) | | 12,144 | 4,961,796 |
Edwards Lifesciences Corp. (a) | | 78,225 | 8,274,641 |
Hologic, Inc. (a) | | 31,501 | 2,267,757 |
IDEXX Laboratories, Inc. (a) | | 10,624 | 4,573,420 |
Insulet Corp. (a)(b) | | 8,641 | 2,065,113 |
Novocure Ltd. (a)(b) | | 11,707 | 896,522 |
ResMed, Inc. | | 18,258 | 3,651,052 |
STERIS PLC | | 12,532 | 2,807,795 |
Teleflex, Inc. | | 5,869 | 1,676,304 |
| | | 41,082,205 |
Health Care Providers & Services - 1.8% | | | |
AmerisourceBergen Corp. | | 19,558 | 2,958,930 |
Cardinal Health, Inc. | | 35,306 | 2,049,513 |
Centene Corp. (a) | | 73,109 | 5,888,930 |
Cigna Corp. | | 41,526 | 10,247,786 |
DaVita HealthCare Partners, Inc. (a) | | 8,299 | 899,363 |
HCA Holdings, Inc. | | 31,175 | 6,688,596 |
Humana, Inc. | | 16,105 | 7,159,639 |
Laboratory Corp. of America Holdings | | 11,991 | 2,881,197 |
Quest Diagnostics, Inc. | | 15,370 | 2,057,121 |
| | | 40,831,075 |
Health Care Technology - 0.2% | | | |
Cerner Corp. | | 36,866 | 3,452,132 |
Teladoc Health, Inc. (a)(b) | | 18,051 | 609,402 |
| | | 4,061,534 |
Life Sciences Tools & Services - 2.1% | | | |
Agilent Technologies, Inc. | | 37,839 | 4,513,058 |
Bio-Techne Corp. | | 4,923 | 1,869,214 |
Illumina, Inc. (a) | | 18,604 | 5,518,877 |
Mettler-Toledo International, Inc. (a) | | 2,880 | 3,679,286 |
Thermo Fisher Scientific, Inc. | | 49,372 | 27,298,766 |
Waters Corp. (a) | | 7,648 | 2,317,497 |
West Pharmaceutical Services, Inc. | | 9,282 | 2,924,387 |
| | | 48,121,085 |
Pharmaceuticals - 6.5% | | | |
Bristol-Myers Squibb Co. | | 278,110 | 20,933,340 |
Catalent, Inc. (a) | | 21,448 | 1,942,331 |
Eli Lilly & Co. | | 101,877 | 29,761,328 |
Jazz Pharmaceuticals PLC (a) | | 7,702 | 1,234,014 |
Johnson & Johnson | | 329,849 | 59,524,551 |
Merck & Co., Inc. | | 316,487 | 28,069,232 |
Zoetis, Inc. Class A | | 59,280 | 10,507,380 |
| | | 151,972,176 |
|
TOTAL HEALTH CARE | | | 328,905,421 |
|
INDUSTRIALS - 7.9% | | | |
Aerospace & Defense - 0.1% | | | |
Howmet Aerospace, Inc. | | 48,171 | 1,643,595 |
Air Freight & Logistics - 0.9% | | | |
C.H. Robinson Worldwide, Inc. (b) | | 16,286 | 1,728,759 |
Expeditors International of Washington, Inc. | | 21,224 | 2,102,662 |
United Parcel Service, Inc. Class B | | 91,359 | 16,442,793 |
| | | 20,274,214 |
Airlines - 0.0% | | | |
Delta Air Lines, Inc. (a) | | 20,071 | 863,655 |
Building Products - 0.7% | | | |
Allegion PLC | | 11,238 | 1,283,829 |
Fortune Brands Home & Security, Inc. | | 17,005 | 1,211,606 |
Johnson Controls International PLC | | 88,248 | 5,283,408 |
Lennox International, Inc. | | 4,127 | 879,835 |
Masco Corp. | | 30,582 | 1,611,366 |
Owens Corning | | 12,590 | 1,144,809 |
Trane Technologies PLC | | 29,762 | 4,163,406 |
| | | 15,578,259 |
Commercial Services & Supplies - 0.5% | | | |
Copart, Inc. (a) | | 26,746 | 3,039,683 |
Waste Management, Inc. | | 52,413 | 8,618,794 |
| | | 11,658,477 |
Electrical Equipment - 0.5% | | | |
Eaton Corp. PLC | | 49,943 | 7,242,734 |
Generac Holdings, Inc. (a) | | 7,905 | 1,734,199 |
Rockwell Automation, Inc. | | 14,532 | 3,671,800 |
| | | 12,648,733 |
Industrial Conglomerates - 0.7% | | | |
3M Co. | | 72,200 | 10,412,684 |
Roper Technologies, Inc. | | 13,216 | 6,210,463 |
| | | 16,623,147 |
Machinery - 2.4% | | | |
Caterpillar, Inc. | | 67,777 | 14,269,770 |
Cummins, Inc. | | 17,921 | 3,390,474 |
Deere & Co. | | 36,906 | 13,933,860 |
Dover Corp. | | 18,040 | 2,404,732 |
Fortive Corp. | | 42,681 | 2,454,158 |
IDEX Corp. | | 9,526 | 1,808,225 |
Illinois Tool Works, Inc. | | 39,327 | 7,751,745 |
PACCAR, Inc. | | 43,499 | 3,612,592 |
Pentair PLC | | 20,732 | 1,052,149 |
Snap-On, Inc. | | 6,731 | 1,430,270 |
Stanley Black & Decker, Inc. | | 20,427 | 2,454,304 |
Xylem, Inc. | | 22,593 | 1,818,737 |
| | | 56,381,016 |
Professional Services - 0.1% | | | |
Robert Half International, Inc. | | 13,949 | 1,371,326 |
Road & Rail - 1.6% | | | |
AMERCO | | 1,231 | 659,176 |
CSX Corp. | | 277,894 | 9,542,880 |
Norfolk Southern Corp. | | 30,489 | 7,862,503 |
Union Pacific Corp. | | 80,547 | 18,871,357 |
| | | 36,935,916 |
Trading Companies & Distributors - 0.4% | | | |
Fastenal Co. | | 72,064 | 3,985,860 |
United Rentals, Inc. (a) | | 9,070 | 2,870,836 |
W.W. Grainger, Inc. | | 5,487 | 2,743,665 |
| | | 9,600,361 |
|
TOTAL INDUSTRIALS | | | 183,578,699 |
|
INFORMATION TECHNOLOGY - 27.5% | | | |
Communications Equipment - 1.3% | | | |
Cisco Systems, Inc. | | 528,444 | 25,883,187 |
Motorola Solutions, Inc. | | 21,162 | 4,522,108 |
| | | 30,405,295 |
Electronic Equipment & Components - 0.5% | | | |
Cognex Corp. | | 22,151 | 1,498,072 |
Keysight Technologies, Inc. (a) | | 23,079 | 3,237,291 |
Teledyne Technologies, Inc. (a) | | 5,846 | 2,522,841 |
Trimble, Inc. (a) | | 31,449 | 2,097,648 |
Zebra Technologies Corp. Class A (a) | | 6,696 | 2,475,243 |
| | | 11,831,095 |
IT Services - 5.9% | | | |
Accenture PLC Class A | | 79,141 | 23,770,791 |
Automatic Data Processing, Inc. | | 52,797 | 11,519,249 |
IBM Corp. | | 112,364 | 14,855,644 |
MasterCard, Inc. Class A | | 109,913 | 39,940,186 |
Okta, Inc. (a) | | 18,495 | 2,206,638 |
The Western Union Co. | | 50,387 | 844,486 |
Visa, Inc. Class A | | 209,207 | 44,588,288 |
| | | 137,725,282 |
Semiconductors & Semiconductor Equipment - 5.2% | | | |
Applied Materials, Inc. | | 113,132 | 12,484,116 |
Intel Corp. | | 509,572 | 22,212,243 |
Lam Research Corp. | | 17,641 | 8,216,472 |
NVIDIA Corp. | | 313,236 | 58,095,881 |
Texas Instruments, Inc. | | 115,713 | 19,700,138 |
| | | 120,708,850 |
Software - 14.2% | | | |
Adobe, Inc. (a) | | 59,615 | 23,604,559 |
ANSYS, Inc. (a) | | 10,932 | 3,013,843 |
Autodesk, Inc. (a) | | 27,546 | 5,213,907 |
Cadence Design Systems, Inc. (a) | | 34,724 | 5,238,115 |
Citrix Systems, Inc. | | 15,627 | 1,564,263 |
Intuit, Inc. | | 33,705 | 14,113,969 |
Microsoft Corp. | | 893,672 | 248,011,854 |
Salesforce.com, Inc. (a) | | 122,663 | 21,581,328 |
VMware, Inc. Class A | | 26,290 | 2,840,372 |
Workday, Inc. Class A (a) | | 24,182 | 4,998,419 |
| | | 330,180,629 |
Technology Hardware, Storage & Peripherals - 0.4% | | | |
Hewlett Packard Enterprise Co. | | 163,885 | 2,525,468 |
HP, Inc. | | 144,404 | 5,289,519 |
| | | 7,814,987 |
|
TOTAL INFORMATION TECHNOLOGY | | | 638,666,138 |
|
MATERIALS - 3.0% | | | |
Chemicals - 2.3% | | | |
DuPont de Nemours, Inc. | | 64,914 | 4,279,780 |
Ecolab, Inc. | | 32,314 | 5,472,053 |
International Flavors & Fragrances, Inc. | | 31,893 | 3,868,621 |
Linde PLC | | 64,220 | 20,034,071 |
LyondellBasell Industries NV Class A | | 33,357 | 3,536,843 |
PPG Industries, Inc. | | 29,745 | 3,807,063 |
Sherwin-Williams Co. | | 31,209 | 8,581,227 |
The Mosaic Co. | | 46,411 | 2,896,975 |
| | | 52,476,633 |
Containers & Packaging - 0.3% | | | |
Amcor PLC | | 192,095 | 2,278,247 |
Ball Corp. | | 40,582 | 3,293,635 |
International Paper Co. | | 46,095 | 2,133,277 |
| | | 7,705,159 |
Metals & Mining - 0.4% | | | |
Newmont Corp. | | 99,915 | 7,278,808 |
Steel Dynamics, Inc. | | 24,865 | 2,132,174 |
| | | 9,410,982 |
|
TOTAL MATERIALS | | | 69,592,774 |
|
REAL ESTATE - 3.0% | | | |
Equity Real Estate Investment Trusts (REITs) - 2.8% | | | |
American Tower Corp. | | 57,060 | 13,752,601 |
Boston Properties, Inc. | | 18,593 | 2,186,537 |
Crown Castle International Corp. | | 54,152 | 10,029,492 |
Equinix, Inc. | | 11,282 | 8,112,661 |
Equity Residential (SBI) | | 44,638 | 3,637,997 |
Healthpeak Properties, Inc. | | 67,541 | 2,216,020 |
Host Hotels & Resorts, Inc. | | 89,461 | 1,820,531 |
Prologis (REIT), Inc. | | 92,634 | 14,848,304 |
Welltower, Inc. | | 54,537 | 4,952,505 |
Weyerhaeuser Co. | | 93,850 | 3,868,497 |
| | | 65,425,145 |
Real Estate Management & Development - 0.2% | | | |
CBRE Group, Inc. | | 41,931 | 3,481,950 |
|
TOTAL REAL ESTATE | | | 68,907,095 |
|
UTILITIES - 1.1% | | | |
Electric Utilities - 0.3% | | | |
Edison International | | 47,600 | 3,274,404 |
Eversource Energy | | 43,077 | 3,764,930 |
| | | 7,039,334 |
Gas Utilities - 0.1% | | | |
Atmos Energy Corp. | | 16,591 | 1,881,419 |
UGI Corp. | | 26,224 | 899,483 |
| | | 2,780,902 |
Multi-Utilities - 0.5% | | | |
Consolidated Edison, Inc. | | 44,323 | 4,110,515 |
Sempra Energy | | 40,011 | 6,456,175 |
| | | 10,566,690 |
Water Utilities - 0.2% | | | |
American Water Works Co., Inc. | | 22,746 | 3,504,704 |
Essential Utilities, Inc. | | 30,082 | 1,346,470 |
| | | 4,851,174 |
|
TOTAL UTILITIES | | | 25,238,100 |
|
TOTAL COMMON STOCKS | | | |
(Cost $2,215,113,012) | | | 2,312,442,047 |
| | Principal Amount | Value |
|
U.S. Treasury Obligations - 0.0% | | | |
U.S. Treasury Bills, yield at date of purchase 1.23% 1/26/23 (c) | | | |
(Cost $396,357) | | 400,000 | 395,147 |
| | Shares | Value |
|
Money Market Funds - 0.7% | | | |
Fidelity Cash Central Fund 0.32% (d) | | 8,778,077 | $8,779,833 |
Fidelity Securities Lending Cash Central Fund 0.32% (d)(e) | | 7,707,574 | 7,708,345 |
TOTAL MONEY MARKET FUNDS | | | |
(Cost $16,488,178) | | | 16,488,178 |
TOTAL INVESTMENT IN SECURITIES - 100.3% | | | |
(Cost $2,231,997,547) | | | 2,329,325,372 |
NET OTHER ASSETS (LIABILITIES) - (0.3)% | | | (6,005,662) |
NET ASSETS - 100% | | | $2,323,319,710 |
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) | 50 | June 2022 | $10,318,750 | $(319,434) | $(319,434) |
The notional amount of futures purchased as a percentage of Net Assets is 0.4%
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 $395,147.
(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
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Fund | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain/Loss | Change in Unrealized appreciation (depreciation) | Value, end of period | % ownership, end of period |
Fidelity Cash Central Fund 0.32% | $15,023,399 | $501,655,970 | $507,899,536 | $7,705 | $-- | $-- | $8,779,833 | 0.0% |
Fidelity Securities Lending Cash Central Fund 0.32% | 2,463,470 | 56,058,300 | 50,813,425 | 9,211 | -- | -- | 7,708,345 | 0.0% |
Total | $17,486,869 | $557,714,270 | $558,712,961 | $16,916 | $-- | $-- | $16,488,178 | |
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, 2022, 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 | $241,376,781 | $241,376,781 | $-- | $-- |
Consumer Discretionary | 293,827,202 | 293,827,202 | -- | -- |
Consumer Staples | 162,981,200 | 162,981,200 | -- | -- |
Energy | 40,582,555 | 40,582,555 | -- | -- |
Financials | 258,786,082 | 258,786,082 | -- | -- |
Health Care | 328,905,421 | 328,905,421 | -- | -- |
Industrials | 183,578,699 | 183,578,699 | -- | -- |
Information Technology | 638,666,138 | 638,666,138 | -- | -- |
Materials | 69,592,774 | 69,592,774 | -- | -- |
Real Estate | 68,907,095 | 68,907,095 | -- | -- |
Utilities | 25,238,100 | 25,238,100 | -- | -- |
U.S. Government and Government Agency Obligations | 395,147 | -- | 395,147 | -- |
Money Market Funds | 16,488,178 | 16,488,178 | -- | -- |
Total Investments in Securities: | $2,329,325,372 | $2,328,930,225 | $395,147 | $-- |
Derivative Instruments: | | | | |
Liabilities | | | | |
Futures Contracts | $(319,434) | $(319,434) | $-- | $-- |
Total Liabilities | $(319,434) | $(319,434) | $-- | $-- |
Total Derivative Instruments: | $(319,434) | $(319,434) | $-- | $-- |
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, 2022. 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) | $0 | $(319,434) |
Total Equity Risk | 0 | (319,434) |
Total Value of Derivatives | $0 | $(319,434) |
(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, 2022 (Unaudited) |
Assets | | |
Investment in securities, at value (including securities loaned of $7,403,830) — See accompanying schedule: Unaffiliated issuers (cost $2,215,509,369) | $2,312,837,194 | |
Fidelity Central Funds (cost $16,488,178) | 16,488,178 | |
Total Investment in Securities (cost $2,231,997,547) | | $2,329,325,372 |
Segregated cash with brokers for derivative instruments | | 168,594 |
Receivable for fund shares sold | | 2,571,624 |
Dividends receivable | | 1,768,633 |
Distributions receivable from Fidelity Central Funds | | 5,409 |
Other receivables | | 15 |
Total assets | | 2,333,839,647 |
Liabilities | | |
Payable for fund shares redeemed | $2,196,531 | |
Accrued management fee | 225,131 | |
Payable for daily variation margin on futures contracts | 390,000 | |
Collateral on securities loaned | 7,708,275 | |
Total liabilities | | 10,519,937 |
Net Assets | | $2,323,319,710 |
Net Assets consist of: | | |
Paid in capital | | $2,226,728,572 |
Total accumulated earnings (loss) | | 96,591,138 |
Net Assets | | $2,323,319,710 |
Net Asset Value, offering price and redemption price per share ($2,323,319,710 ÷ 127,451,684 shares) | | $18.23 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
| | Six months ended April 30, 2022 (Unaudited) |
Investment Income | | |
Dividends | | $15,296,886 |
Interest | | 705 |
Income from Fidelity Central Funds (including $9,211 from security lending) | | 16,916 |
Total income | | 15,314,507 |
Expenses | | |
Management fee | $1,260,453 | |
Independent trustees' fees and expenses | 3,142 | |
Total expenses before reductions | 1,263,595 | |
Expense reductions | (8) | |
Total expenses after reductions | | 1,263,587 |
Net investment income (loss) | | 14,050,920 |
Realized and Unrealized Gain (Loss) | | |
Net realized gain (loss) on: | | |
Investment securities: | | |
Unaffiliated issuers | (2,953,225) | |
Futures contracts | (1,308,170) | |
Total net realized gain (loss) | | (4,261,395) |
Change in net unrealized appreciation (depreciation) on: | | |
Investment securities: | | |
Unaffiliated issuers | (313,925,094) | |
Futures contracts | (605,564) | |
Total change in net unrealized appreciation (depreciation) | | (314,530,658) |
Net gain (loss) | | (318,792,053) |
Net increase (decrease) in net assets resulting from operations | | $(304,741,133) |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
| Six months ended April 30, 2022 (Unaudited) | Year ended October 31, 2021 |
Increase (Decrease) in Net Assets | | |
Operations | | |
Net investment income (loss) | $14,050,920 | $14,040,418 |
Net realized gain (loss) | (4,261,395) | 3,187,164 |
Change in net unrealized appreciation (depreciation) | (314,530,658) | 364,587,836 |
Net increase (decrease) in net assets resulting from operations | (304,741,133) | 381,815,418 |
Distributions to shareholders | (20,452,876) | (5,983,382) |
Share transactions | | |
Proceeds from sales of shares | 1,073,366,338 | 1,187,275,553 |
Reinvestment of distributions | 19,223,799 | 5,525,267 |
Cost of shares redeemed | (312,533,329) | (188,928,085) |
Net increase (decrease) in net assets resulting from share transactions | 780,056,808 | 1,003,872,735 |
Total increase (decrease) in net assets | 454,862,799 | 1,379,704,771 |
Net Assets | | |
Beginning of period | 1,868,456,911 | 488,752,140 |
End of period | $2,323,319,710 | $1,868,456,911 |
Other Information | | |
Shares | | |
Sold | 52,981,289 | 65,208,424 |
Issued in reinvestment of distributions | 949,791 | 345,545 |
Redeemed | (15,854,038) | (10,378,452) |
Net increase (decrease) | 38,077,042 | 55,175,517 |
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, | | | | |
| 2022 | 2021 | 2020 | 2019 | 2018 | 2017 A |
Selected Per–Share Data | | | | | | |
Net asset value, beginning of period | $20.91 | $14.29 | $13.18 | $11.43 | $10.90 | $10.00 |
Income from Investment Operations | | | | | | |
Net investment income (loss)B,C | .12 | .23 | .23 | .23 | .21 | .09 |
Net realized and unrealized gain (loss) | (2.59) | 6.56 | 1.08 | 1.69 | .41 | .81 |
Total from investment operations | (2.47) | 6.79 | 1.31 | 1.92 | .62 | .90 |
Distributions from net investment income | (.17) | (.17) | (.18) | (.15) | (.08) | – |
Distributions from net realized gain | (.04) | – | (.02) | (.02) | (.01) | – |
Total distributions | (.21) | (.17) | (.20) | (.17) | (.09) | – |
Net asset value, end of period | $18.23 | $20.91 | $14.29 | $13.18 | $11.43 | $10.90 |
Total ReturnD,E | (11.92)% | 47.84% | 9.99% | 17.06% | 5.67% | 9.00% |
Ratios to Average Net AssetsC,F,G | | | | | | |
Expenses before reductions | .11%H | .11% | .11% | .11% | .11% | .11%H |
Expenses net of fee waivers, if any | .11%H | .11% | .11% | .11% | .11% | .11%H |
Expenses net of all reductions | .11%H | .11% | .11% | .11% | .11% | .11%H |
Net investment income (loss) | 1.23%H | 1.28% | 1.68% | 1.84% | 1.82% | 1.86%H |
Supplemental Data | | | | | | |
Net assets, end of period (000 omitted) | $2,323,320 | $1,868,457 | $488,752 | $206,094 | $6,125 | $558 |
Portfolio turnover rateI | 5%H | 12% | 10% | 12% | 15% | 3%J |
A For the period May 9, 2017 (commencement of operations) through October 31, 2017.
B Calculated based on average shares outstanding during the period.
C Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any such underlying funds is not included in the Fund's net investment income (loss) ratio.
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 adviser, 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, 2022
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% |
(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 – unadjusted quoted prices in active markets for identical investments
- Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
- Level 3 – unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value 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, 2022 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 and include proceeds received from litigation. Commissions paid to certain brokers with whom the investment adviser, or its affiliates, places trades on behalf of a fund include an amount in addition to trade execution, which may be rebated back to a fund. Any such rebates are included in net realized gain (loss) on investments in the Statement of Operations. 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.
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 | $287,749,399 |
Gross unrealized depreciation | (199,746,916) |
Net unrealized appreciation (depreciation) | $88,002,483 |
Tax cost | $2,241,003,455 |
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 in-kind transactions, as applicable, are noted in the table below.
| Purchases ($) | Sales ($) |
Fidelity U.S. Sustainability Index Fund | 835,616,251 | 58,920,874 |
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. During the period there were no interfund trades.
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 | $985 | $43 | $– |
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 $8.
10. Other.
A 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, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a 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, 2021 to April 30, 2022).
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. In addition, if these transactional costs were included, your costs would have been higher.
| Annualized Expense Ratio-A | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses Paid During Period-B November 1, 2021 to April 30, 2022 |
Fidelity U.S. Sustainability Index Fund | .11% | | | |
Actual | | $1,000.00 | $880.80 | $.51 |
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, 2020 through November 30, 2021. 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-0622
1.9883816.104
Fidelity® International Sustainability Index Fund
Semi-Annual Report
April 30, 2022


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. © 2022 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 COVID-19 emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and corporate earnings. On March 11, 2020, the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread. The pandemic prompted a number of measures to limit the spread of COVID-19, 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. To help stem the turmoil, the U.S. government took unprecedented action – in concert with the U.S. Federal Reserve and central banks around the world – to help support consumers, businesses, and the broader economy, and to limit disruption to the financial system.
In general, the overall impact of the pandemic lessened in 2021, amid a resilient economy and widespread distribution of three COVID-19 vaccines granted emergency use authorization from the U.S. Food and Drug Administration (FDA) early in the year. Still, the situation remains dynamic, and the extent and duration of its influence on financial markets and the economy is highly uncertain, due in part to a recent spike in cases based on highly contagious variants of the coronavirus.
Extreme events such as the COVID-19 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 continue to take extra steps to be responsive to customer needs. We encourage you to visit us online, where we offer ongoing updates, commentary, and analysis on the markets and our funds.
Investment Summary (Unaudited)
Top Ten Stocks as of April 30, 2022
| % of fund's net assets |
Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan, Semiconductors & Semiconductor Equipment) | 3.6 |
Tencent Holdings Ltd. (Cayman Islands, Interactive Media & Services) | 2.2 |
Roche Holding AG (participation certificate) (Switzerland, Pharmaceuticals) | 2.1 |
ASML Holding NV (Netherlands) (Netherlands, Semiconductors & Semiconductor Equipment) | 1.9 |
AstraZeneca PLC (United Kingdom) (United Kingdom, Pharmaceuticals) | 1.7 |
Novo Nordisk A/S Series B (Denmark, Pharmaceuticals) | 1.5 |
Alibaba Group Holding Ltd. (Cayman Islands, Internet & Direct Marketing Retail) | 1.5 |
Commonwealth Bank of Australia (Australia, Banks) | 1.0 |
TotalEnergies SE (France, Oil, Gas & Consumable Fuels) | 1.0 |
Unilever PLC (United Kingdom, Personal Products) | 1.0 |
| 17.5 |
Market Sectors as of April 30, 2022
| % of fund's net assets |
Financials | 21.2 |
Information Technology | 11.7 |
Industrials | 10.6 |
Consumer Discretionary | 11.0 |
Health Care | 10.4 |
Materials | 9.1 |
Consumer Staples | 7.5 |
Communication Services | 7.1 |
Energy | 4.3 |
Utilities | 3.0 |
Real Estate | 2.5 |
Geographic Diversification (% of fund's net assets)
As of April 30, 2022 |
| Japan | 14.1% |
| United Kingdom | 8.4% |
| Canada | 8.4% |
| Taiwan | 6.6% |
| France | 6.5% |
| Cayman Islands | 6.2% |
| Switzerland | 6.0% |
| Australia | 4.6% |
| Germany | 4.6% |
| Other* | 34.6% |

* 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, 2022
| % of fund's net assets |
Stocks and Equity Futures | 99.9 |
Short-Term Investments and Net Other Assets (Liabilities) | 0.1 |
Schedule of Investments April 30, 2022 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 97.9% | | | |
| | Shares | Value |
Australia - 4.6% | | | |
APA Group unit | | 39,682 | $318,850 |
Aristocrat Leisure Ltd. | | 19,613 | 455,068 |
ASX Ltd. | | 6,504 | 393,230 |
Aurizon Holdings Ltd. | | 59,773 | 168,806 |
Australia & New Zealand Banking Group Ltd. | | 93,913 | 1,787,088 |
BlueScope Steel Ltd. | | 16,757 | 238,211 |
Brambles Ltd. | | 49,278 | 363,884 |
Cochlear Ltd. | | 2,129 | 342,913 |
Coles Group Ltd. | | 44,902 | 590,401 |
Commonwealth Bank of Australia | | 56,715 | 4,122,246 |
Computershare Ltd. | | 18,026 | 317,800 |
Dexus unit | | 35,032 | 273,900 |
Evolution Mining Ltd. | | 59,531 | 168,449 |
Fortescue Metals Group Ltd. | | 56,449 | 853,118 |
Goodman Group unit | | 56,436 | 939,315 |
Insurance Australia Group Ltd. | | 83,463 | 266,522 |
Lendlease Group unit | | 22,093 | 189,257 |
Macquarie Group Ltd. | | 11,272 | 1,622,752 |
Mineral Resources Ltd. | | 5,508 | 223,808 |
Mirvac Group unit | | 129,375 | 218,656 |
Newcrest Mining Ltd. | | 29,753 | 558,742 |
Northern Star Resources Ltd. | | 37,110 | 255,086 |
Orica Ltd. | | 13,187 | 151,530 |
QBE Insurance Group Ltd. | | 49,660 | 428,431 |
Ramsay Health Care Ltd. | | 5,817 | 330,099 |
REA Group Ltd. | | 1,844 | 165,200 |
SEEK Ltd. | | 11,052 | 216,568 |
Sonic Healthcare Ltd. | | 14,647 | 378,277 |
Stockland Corp. Ltd. unit | | 78,398 | 226,918 |
Telstra Corp. Ltd. | | 139,863 | 397,022 |
The GPT Group unit | | 62,721 | 222,966 |
Transurban Group unit | | 102,395 | 1,028,211 |
Vicinity Centres unit | | 126,442 | 164,983 |
Woodside Petroleum Ltd. | | 32,374 | 704,332 |
|
TOTAL AUSTRALIA | | | 19,082,639 |
|
Austria - 0.2% | | | |
Erste Group Bank AG | | 11,577 | 360,459 |
OMV AG | | 5,009 | 256,048 |
Voestalpine AG | | 3,720 | 96,805 |
|
TOTAL AUSTRIA | | | 713,312 |
|
Bailiwick of Jersey - 0.3% | | | |
Ferguson PLC | | 7,337 | 920,421 |
WPP PLC | | 38,937 | 485,345 |
|
TOTAL BAILIWICK OF JERSEY | | | 1,405,766 |
|
Belgium - 0.4% | | | |
Colruyt NV | | 1,804 | 66,244 |
KBC Group NV | | 8,375 | 569,767 |
Solvay SA Class A | | 2,435 | 228,981 |
UCB SA | | 4,221 | 479,812 |
Umicore SA | | 6,416 | 246,653 |
|
TOTAL BELGIUM | | | 1,591,457 |
|
Bermuda - 0.2% | | | |
Alibaba Health Information Technology Ltd. (a) | | 128,000 | 72,118 |
Beijing Enterprises Water Group Ltd. | | 132,000 | 42,700 |
China Gas Holdings Ltd. | | 107,200 | 130,673 |
China Resource Gas Group Ltd. | | 32,000 | 120,236 |
China Ruyi Holdings Ltd. (a)(b) | | 76,000 | 18,215 |
CK Infrastructure Holdings Ltd. | | 21,500 | 144,553 |
Hopson Development Holdings Ltd. | | 24,990 | 48,183 |
Kunlun Energy Co. Ltd. | | 126,000 | 104,566 |
Shenzhen International Holdings Ltd. | | 51,500 | 55,156 |
|
TOTAL BERMUDA | | | 736,400 |
|
Brazil - 0.9% | | | |
Americanas SA | | 20,991 | 101,899 |
Atacadao SA | | 17,100 | 71,147 |
B3 SA - Brasil Bolsa Balcao | | 204,900 | 551,213 |
Banco Bradesco SA | | 58,410 | 176,153 |
Banco do Brasil SA | | 27,600 | 185,453 |
Banco Santander SA (Brasil) unit | | 12,900 | 82,844 |
CCR SA | | 38,300 | 96,138 |
Cosan SA | | 33,644 | 142,907 |
Energisa SA unit | | 6,400 | 61,671 |
Equatorial Energia SA | | 32,200 | 166,994 |
Hapvida Participacoes e Investimentos SA (c) | | 138,400 | 245,506 |
Hypera SA | | 12,700 | 96,124 |
Klabin SA unit | | 24,000 | 100,681 |
Localiza Rent A Car SA | | 20,600 | 220,586 |
Lojas Renner SA | | 34,265 | 164,604 |
Natura & Co. Holding SA (a) | | 30,613 | 115,110 |
Petro Rio SA (a) | | 23,100 | 124,752 |
Raia Drogasil SA | | 37,500 | 158,755 |
Rede D'Oregon Sao Luiz SA (c) | | 12,900 | 95,838 |
Rumo SA | | 42,300 | 140,060 |
Telefonica Brasil SA | | 17,200 | 185,048 |
TIM SA | | 28,400 | 77,434 |
Totvs SA | | 17,100 | 110,577 |
Ultrapar Participacoes SA | | 24,400 | 64,505 |
Weg SA | | 57,280 | 348,735 |
|
TOTAL BRAZIL | | | 3,884,734 |
|
Canada - 8.3% | | | |
Agnico Eagle Mines Ltd. (Canada) | | 15,219 | 885,904 |
Algonquin Power & Utilities Corp. | | 22,731 | 329,114 |
Alimentation Couche-Tard, Inc. Class A (multi-vtg.) | | 28,363 | 1,262,663 |
Ballard Power Systems, Inc. (a) | | 8,206 | 68,157 |
Bank of Montreal | | 21,454 | 2,274,744 |
Bank of Nova Scotia | | 40,365 | 2,556,099 |
Brookfield Asset Management, Inc. (Canada) Class A | | 46,901 | 2,339,482 |
CAE, Inc. (a) | | 10,396 | 247,225 |
Cameco Corp. | | 13,318 | 343,874 |
Canadian Apartment Properties (REIT) unit | | 2,767 | 108,384 |
Canadian Imperial Bank of Commerce | | 14,943 | 1,651,971 |
Canadian National Railway Co. | | 23,511 | 2,764,988 |
Canadian Tire Ltd. Class A (non-vtg.) | | 1,899 | 261,572 |
Enbridge, Inc. | | 67,275 | 2,935,770 |
FirstService Corp. | | 1,315 | 163,964 |
Fortis, Inc. | | 15,897 | 773,535 |
Franco-Nevada Corp. | | 6,372 | 963,649 |
Gildan Activewear, Inc. | | 6,579 | 222,928 |
Hydro One Ltd. (c) | | 10,760 | 290,892 |
Intact Financial Corp. | | 5,850 | 818,403 |
Keyera Corp. | | 7,314 | 181,448 |
Kinross Gold Corp. | | 42,510 | 214,759 |
Loblaw Companies Ltd. | | 5,577 | 510,141 |
Lundin Mining Corp. | | 22,322 | 203,820 |
Magna International, Inc. Class A (sub. vtg.) | | 9,581 | 577,403 |
Manulife Financial Corp. | | 64,784 | 1,266,784 |
Metro, Inc. | | 8,265 | 454,281 |
National Bank of Canada | | 11,310 | 789,891 |
Nutrien Ltd. | | 18,975 | 1,864,636 |
Parkland Corp. | | 5,283 | 150,062 |
Pembina Pipeline Corp. | | 18,448 | 698,056 |
Ritchie Bros. Auctioneers, Inc. | | 3,579 | 197,135 |
Rogers Communications, Inc. Class B (non-vtg.) | | 11,868 | 646,497 |
Shopify, Inc. Class A (a) | | 3,784 | 1,618,668 |
Sun Life Financial, Inc. | | 19,497 | 969,955 |
TELUS Corp. | | 15,063 | 376,853 |
Thomson Reuters Corp. | | 5,651 | 564,990 |
TMX Group Ltd. | | 1,932 | 196,697 |
Toromont Industries Ltd. | | 2,808 | 247,193 |
Wheaton Precious Metals Corp. | | 15,053 | 674,699 |
WSP Global, Inc. | | 3,938 | 459,262 |
|
TOTAL CANADA | | | 34,126,548 |
|
Cayman Islands - 6.2% | | | |
3SBio, Inc. (c) | | 37,000 | 26,103 |
51job, Inc. sponsored ADR (a)(b) | | 1,022 | 62,189 |
AAC Technology Holdings, Inc. (b) | | 22,000 | 51,387 |
Alibaba Group Holding Ltd. (a) | | 505,000 | 6,159,833 |
Chailease Holding Co. Ltd. | | 43,297 | 344,266 |
China Conch Environment Protection Holdings Ltd. (a) | | 32,241 | 27,169 |
China Conch Venture Holdings Ltd. | | 52,500 | 136,331 |
China Education Group Holdings Ltd. | | 24,000 | 20,454 |
China Feihe Ltd. (c) | | 113,000 | 107,437 |
China Liansu Group Holdings Ltd. | | 34,000 | 42,518 |
China Medical System Holdings Ltd. | | 45,000 | 64,429 |
China Mengniu Dairy Co. Ltd. | | 107,000 | 577,481 |
CIFI Ever Sunshine Services Group Ltd. | | 22,000 | 29,137 |
CIFI Holdings Group Co. Ltd. | | 118,000 | 56,760 |
Country Garden Services Holdings Co. Ltd. | | 66,000 | 278,175 |
Dali Foods Group Co. Ltd. (c) | | 84,500 | 43,002 |
ENN Energy Holdings Ltd. | | 25,700 | 344,253 |
ESR Cayman Ltd. (a)(c) | | 65,800 | 199,743 |
Geely Automobile Holdings Ltd. | | 205,000 | 316,969 |
Genscript Biotech Corp. (a) | | 38,000 | 107,335 |
Greentown Service Group Co. Ltd. | | 42,000 | 41,812 |
Hansoh Pharmaceutical Group Co. Ltd. (c) | | 36,000 | 59,297 |
HUTCHMED China Ltd. sponsored ADR (a) | | 2,889 | 43,595 |
Jinxin Fertility Group Ltd. (c) | | 45,500 | 28,519 |
Kingdee International Software Group Co. Ltd. (a) | | 84,000 | 171,410 |
KWG Group Holdings Ltd. (b) | | 42,500 | 15,207 |
Lee & Man Paper Manufacturing Ltd. | | 39,000 | 18,655 |
Legend Biotech Corp. ADR (a) | | 2 | 80 |
Li Ning Co. Ltd. | | 79,000 | 615,739 |
Logan Property Holdings Co. Ltd. | | 45,000 | 14,001 |
Longfor Properties Co. Ltd. (c) | | 62,000 | 307,060 |
Meituan Class B (a)(c) | | 136,200 | 2,918,277 |
Microport Scientific Corp. | | 22,100 | 43,439 |
Minth Group Ltd. | | 24,000 | 56,549 |
NIO, Inc. sponsored ADR (a) | | 43,901 | 733,147 |
Shenzhou International Group Holdings Ltd. | | 27,000 | 366,362 |
Shimao Property Holdings Ltd. (d) | | 28,500 | 16,053 |
Sino Biopharmaceutical Ltd. | | 350,750 | 183,980 |
Tencent Holdings Ltd. | | 191,800 | 9,038,553 |
Tongcheng Travel Holdings Ltd. (a) | | 37,200 | 65,597 |
Topsports International Holdings Ltd. (c) | | 53,000 | 40,537 |
Uni-President China Holdings Ltd. | | 38,000 | 33,299 |
Vinda International Holdings Ltd. (b) | | 11,000 | 26,523 |
Vipshop Holdings Ltd. ADR (a) | | 14,698 | 112,587 |
Want Want China Holdings Ltd. | | 153,000 | 138,108 |
Wuxi Biologics (Cayman), Inc. (a)(c) | | 119,500 | 882,008 |
Xinyi Solar Holdings Ltd. | | 159,494 | 237,076 |
XPeng, Inc. ADR (a) | | 12,699 | 312,522 |
Yadea Group Holdings Ltd. (c) | | 42,000 | 63,306 |
Zhongsheng Group Holdings Ltd. Class H | | 20,500 | 135,460 |
|
TOTAL CAYMAN ISLANDS | | | 25,713,729 |
|
Chile - 0.1% | | | |
Empresas CMPC SA | | 32,914 | 49,057 |
Empresas COPEC SA | | 12,956 | 95,260 |
Enel Americas SA | | 740,774 | 77,573 |
Falabella SA | | 25,829 | 72,541 |
|
TOTAL CHILE | | | 294,431 |
|
China - 2.0% | | | |
360 Security Technology, Inc. (A Shares) (a) | | 13,500 | 16,575 |
37 Interactive Entertainment Network Technology Group Co. Ltd. (A Shares) | | 2,900 | 10,468 |
A-Living Smart City Services C (H Shares) (c) | | 15,250 | 24,119 |
Air China Ltd.: | | | |
(A Shares) (a) | | 23,600 | 33,530 |
(H Shares) (a) | | 26,000 | 17,525 |
Angel Yeast Co. Ltd. (A Shares) | | 1,100 | 6,363 |
Anjoy Foods Group Co. Ltd. (A Shares) | | 400 | 7,804 |
BBMG Corp. (A Shares) | | 23,600 | 9,959 |
Beijing Capital International Airport Co. Ltd. (H Shares) (a) | | 70,000 | 38,242 |
By-Health Co. Ltd. (A Shares) | | 3,800 | 11,475 |
BYD Co. Ltd.: | | | |
(A Shares) | | 1,100 | 39,900 |
(H Shares) | | 30,500 | 887,603 |
CanSino Biologics, Inc.: | | | |
(A Shares) (a) | | 274 | 6,285 |
(H Shares) (a)(c) | | 2,400 | 25,466 |
Changzhou Xingyu Automotive Lighting Systems Co. Ltd. (A Shares) | | 400 | 7,694 |
China Communications Services Corp. Ltd. (H Shares) | | 70,000 | 31,881 |
China Construction Bank Corp.: | | | |
(A Shares) | | 81,800 | 74,796 |
(H Shares) | | 3,135,000 | 2,233,372 |
China Eastern Airlines Corp. Ltd.: | | | |
(A Shares) (a) | | 10,900 | 7,733 |
(H Shares) (a) | | 6,000 | 2,021 |
China International Travel Service Corp. Ltd. (A Shares) | | 3,100 | 84,094 |
China Jushi Co. Ltd. (A Shares) | | 5,457 | 12,874 |
China Merchants Bank Co. Ltd. (H Shares) | | 131,500 | 792,583 |
China Merchants Shekou Industrial Zone Holdings Co. Ltd. (A Shares) | | 10,000 | 23,686 |
China Molybdenum Co. Ltd.: | | | |
(A Shares) | | 20,600 | 14,402 |
(H Shares) | | 132,000 | 65,643 |
China National Medicines Corp. Ltd. (A Shares) | | 2,500 | 11,104 |
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. (A Shares) | | 4,000 | 22,259 |
China Southern Airlines Ltd. (A Shares) (a) | | 77,500 | 75,887 |
China Three Gorges Renewables Group Co. Ltd. (A Shares) | | 67,000 | 58,577 |
China Vanke Co. Ltd.: | | | |
(A Shares) | | 4,300 | 12,592 |
(H Shares) | | 79,800 | 188,169 |
Contemporary Amperex Technology Co. Ltd. | | 3,900 | 237,647 |
Dongfeng Motor Group Co. Ltd. (H Shares) | | 114,000 | 83,163 |
ENN Natural Gas Co. Ltd. (A Shares) | | 4,000 | 9,864 |
Eve Energy Co. Ltd. (A shares) | | 3,240 | 31,613 |
Fuyao Glass Industries Group Co. Ltd.: | | | |
(A Shares) | | 6,000 | 32,002 |
(H Shares) (c) | | 20,800 | 84,983 |
Ganfeng Lithium Co. Ltd. (A Shares) | | 1,300 | 21,490 |
GEM Co. Ltd. (A Shares) | | 8,600 | 8,690 |
GoerTek, Inc. (A Shares) | | 4,600 | 24,125 |
Gotion High-tech Co. Ltd. (A Shares) (a) | | 1,800 | 7,219 |
Great Wall Motor Co. Ltd.: | | | |
(A Shares) | | 3,900 | 14,472 |
(H Shares) | | 101,500 | 142,143 |
Greenland Holdings Corp. Ltd. (A Shares) | | 21,695 | 15,727 |
Guangzhou Automobile Group Co. Ltd. (H Shares) | | 98,000 | 83,094 |
Guangzhou Baiyunshan Pharma Health (A Shares) | | 3,600 | 15,771 |
Guangzhou Kingmed Diagnostics Group Co. Ltd. (A Shares) | | 600 | 7,356 |
Guangzhou R&F Properties Co. Ltd. (H Shares) (b) | | 40,800 | 15,146 |
Hangzhou Robam Appliances Co. Ltd. (A Shares) | | 2,100 | 9,749 |
Huaxia Bank Co. Ltd. (A Shares) | | 23,900 | 19,637 |
Industrial Bank Co. Ltd. (A Shares) | | 33,600 | 103,289 |
Inner Mongoli Yili Industries Co. Ltd. (A Shares) | | 11,600 | 67,203 |
Jafron Biomedical Co. Ltd. (A Shares) | | 1,800 | 11,201 |
Jiangsu Zhongtian Technology Co. Ltd. (A Shares) | | 3,900 | 9,525 |
Jinke Properties Group Co. Ltd. (A Shares) | | 7,300 | 4,940 |
Kuang-Chi Technologies Co. Ltd. (A Shares) (a) | | 4,000 | 7,968 |
Ming Yang Smart Energy Group Ltd. (A Shares) | | 3,900 | 12,894 |
Offshore Oil Enginering Co. Ltd. (A Shares) | | 9,300 | 5,730 |
Ovctek China, Inc. (A Shares) | | 1,640 | 9,123 |
Pharmaron Beijing Co. Ltd.: | | | |
(A Shares) | | 1,800 | 33,946 |
(H Shares) (c) | | 3,600 | 45,225 |
Ping An Insurance Group Co. of China Ltd.: | | | |
(A Shares) | | 19,900 | 133,257 |
(H Shares) | | 215,000 | 1,358,955 |
Poly Developments & Holdings (A Shares) | | 16,000 | 43,915 |
Shandong Weigao Medical Polymer Co. Ltd. (H Shares) | | 85,600 | 91,194 |
Shanghai Electric Group Co. Ltd. (A Shares) | | 13,400 | 7,741 |
Shanghai Fosun Pharmaceutical (Group) Co. Ltd.: | | | |
(A Shares) | | 3,700 | 23,850 |
(H Shares) | | 17,000 | 72,728 |
Shanghai M&G Stationery, Inc. (A Shares) | | 1,200 | 8,664 |
Shanghai Pharmaceuticals Holding Co. Ltd.: | | | |
(A Shares) | | 1,900 | 5,036 |
(H Shares) | | 31,800 | 51,420 |
Shenzhen Inovance Technology Co. Ltd. (A Shares) | | 3,600 | 31,100 |
Shenzhen Overseas Chinese Town Co. Ltd. (A Shares) | | 17,900 | 16,299 |
Sinotrans Ltd. | | 5,400 | 3,055 |
SKSHU Paint Co. Ltd. (A Shares) | | 420 | 4,690 |
Sungrow Power Supply Co. Ltd. (A Shares) | | 2,500 | 23,572 |
Suning.com Co. Ltd. (A Shares) (a) | | 18,200 | 8,861 |
TCL Technology Group Corp. (A Shares) | | 19,100 | 11,967 |
Topchoice Medical Corp. (a) | | 400 | 7,708 |
Transfar Zhilian Co. Ltd. | | 4,400 | 4,170 |
Unisplendour Corp. Ltd. (A Shares) | | 5,200 | 13,293 |
Wuchan Zhongda Group Co. Ltd. | | 9,200 | 6,835 |
WuXi AppTec Co. Ltd. | | 3,576 | 55,407 |
WuXi AppTec Co. Ltd. (H Shares) (c) | | 12,880 | 175,191 |
Xiamen Intretech, Inc. | | 2,300 | 7,102 |
Xinjiang Goldwind Science & Technology Co. Ltd. (H Shares) | | 40,818 | 58,016 |
Yantai Jereh Oilfield Services (A Shares) | | 1,800 | 8,379 |
Yunnan Baiyao Group Co. Ltd. (A Shares) | | 1,800 | 20,674 |
Zhejiang Chint Electric Co. Ltd. (A Shares) | | 2,700 | 13,181 |
Zhejiang Expressway Co. Ltd. (H Shares) | | 48,000 | 39,571 |
Zhejiang Huayou Cobalt Co. Ltd. (A Shares) | | 1,660 | 20,436 |
Zhejiang Jiuzhou Pharmaceutical Co. Ltd. (A Shares) | | 1,200 | 8,483 |
Zhejiang Weixing New Building Materials Co. Ltd. (A Shares) | | 2,100 | 6,002 |
Zoomlion Heavy Industry Science and Technology Co. Ltd.: | | | |
(A Shares) | | 22,800 | 19,865 |
(H Shares) | | 43,000 | 25,142 |
|
TOTAL CHINA | | | 8,415,375 |
|
Colombia - 0.0% | | | |
Bancolombia SA | | 494 | 4,845 |
Czech Republic - 0.0% | | | |
Komercni Banka A/S | | 2,594 | 86,068 |
MONETA Money Bank A/S (c) | | 13,040 | 48,912 |
|
TOTAL CZECH REPUBLIC | | | 134,980 |
|
Denmark - 2.6% | | | |
Ambu A/S Series B | | 5,097 | 67,089 |
Chr. Hansen Holding A/S | | 3,415 | 266,062 |
Coloplast A/S Series B | | 3,818 | 514,394 |
Demant A/S (a) | | 3,322 | 145,980 |
Genmab A/S (a) | | 2,196 | 772,205 |
GN Store Nord A/S | | 3,960 | 148,617 |
Novo Nordisk A/S Series B | | 55,939 | 6,389,704 |
Novozymes A/S Series B | | 6,824 | 475,698 |
ORSTED A/S (c) | | 6,304 | 697,415 |
Pandora A/S | | 3,317 | 291,254 |
Tryg A/S | | 11,687 | 277,883 |
Vestas Wind Systems A/S | | 33,678 | 858,823 |
|
TOTAL DENMARK | | | 10,905,124 |
|
Egypt - 0.0% | | | |
Commercial International Bank SAE | | 46,526 | 112,729 |
Commercial International Bank SAE sponsored GDR | | 11,643 | 26,173 |
|
TOTAL EGYPT | | | 138,902 |
|
Finland - 0.8% | | | |
Elisa Corp. (A Shares) | | 4,896 | 287,010 |
Kesko Oyj | | 9,124 | 229,710 |
Neste OYJ | | 14,155 | 607,374 |
Nordea Bank ABP | | 105,969 | 1,056,520 |
Orion Oyj (B Shares) | | 3,415 | 133,945 |
Stora Enso Oyj (R Shares) | | 19,585 | 385,423 |
UPM-Kymmene Corp. | | 17,907 | 619,444 |
Wartsila Corp. | | 15,299 | 122,849 |
|
TOTAL FINLAND | | | 3,442,275 |
|
France - 6.5% | | | |
Accor SA (a) | | 5,395 | 177,245 |
Air Liquide SA | | 15,718 | 2,719,346 |
Alstom SA | | 10,396 | 228,508 |
Amundi SA (c) | | 1,930 | 116,051 |
AXA SA | | 64,666 | 1,710,741 |
BNP Paribas SA | | 37,461 | 1,942,405 |
Bouygues SA | | 7,399 | 254,402 |
Bureau Veritas SA | | 9,462 | 271,812 |
Carrefour SA | | 20,754 | 440,142 |
CNP Assurances | | 5,568 | 122,354 |
Compagnie Generale des Etablissements Michelin SCA Series B | | 5,612 | 695,102 |
Covivio | | 1,618 | 115,230 |
Danone SA | | 21,768 | 1,316,338 |
Eiffage SA | | 2,692 | 265,832 |
EssilorLuxottica SA | | 9,527 | 1,621,951 |
Eurazeo SA | | 1,195 | 91,823 |
Gecina SA | | 1,457 | 164,128 |
Kering SA | | 2,492 | 1,325,924 |
Klepierre SA | | 6,963 | 166,664 |
L'Oreal SA | | 8,346 | 3,036,358 |
Orange SA | | 66,406 | 790,590 |
Publicis Groupe SA | | 7,364 | 442,110 |
Schneider Electric SA | | 18,065 | 2,591,769 |
SEB SA | | 878 | 105,437 |
Societe Generale Series A | | 27,125 | 651,924 |
Teleperformance | | 1,955 | 701,671 |
TotalEnergies SE | | 83,415 | 4,095,925 |
Valeo SA | | 7,440 | 135,268 |
Vivendi SA | | 24,794 | 284,773 |
Wendel SA | | 836 | 83,294 |
|
TOTAL FRANCE | | | 26,665,117 |
|
Germany - 4.4% | | | |
adidas AG | | 6,356 | 1,281,746 |
Allianz SE | | 13,614 | 3,071,783 |
BASF AG | | 30,680 | 1,615,700 |
Bayerische Motoren Werke AG (BMW) | | 11,051 | 902,489 |
Beiersdorf AG | | 3,428 | 344,310 |
Brenntag SE | | 5,265 | 406,266 |
Commerzbank AG (a) | | 32,610 | 212,889 |
Delivery Hero AG (a)(c) | | 5,451 | 191,619 |
Deutsche Borse AG | | 6,332 | 1,102,367 |
Deutsche Post AG | | 33,173 | 1,417,233 |
HeidelbergCement AG | | 5,006 | 288,383 |
HelloFresh AG (a) | | 5,588 | 235,558 |
Henkel AG & Co. KGaA | | 3,053 | 193,747 |
Lanxess AG | | 2,717 | 105,029 |
LEG Immobilien AG | | 2,378 | 243,818 |
Merck KGaA | | 4,306 | 798,881 |
MTU Aero Engines AG | | 1,752 | 353,318 |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | | 4,688 | 1,116,404 |
Puma AG | | 3,449 | 253,773 |
SAP SE | | 34,686 | 3,515,288 |
Symrise AG | | 4,443 | 528,692 |
Telefonica Deutschland Holding AG | | 34,973 | 105,182 |
|
TOTAL GERMANY | | | 18,284,475 |
|
Greece - 0.1% | | | |
Eurobank Ergasias Services and Holdings SA (a) | | 82,010 | 84,761 |
Hellenic Telecommunications Organization SA | | 7,141 | 137,379 |
Public Power Corp. of Greece (a) | | 6,322 | 50,616 |
|
TOTAL GREECE | | | 272,756 |
|
Hong Kong - 1.2% | | | |
BOC Hong Kong (Holdings) Ltd. | | 124,500 | 450,673 |
China Everbright International Ltd. | | 118,962 | 69,827 |
China Jinmao Holdings Group Ltd. | | 172,000 | 56,529 |
China Overseas Land and Investment Ltd. | | 129,500 | 400,062 |
CITIC Pacific Ltd. | | 193,000 | 199,660 |
CSPC Pharmaceutical Group Ltd. | | 311,280 | 318,236 |
Fosun International Ltd. | | 94,500 | 99,593 |
Ganfeng Lithium Co. Ltd. (H Shares) (c) | | 9,600 | 114,905 |
Hang Seng Bank Ltd. | | 25,600 | 453,260 |
Hong Kong & China Gas Co. Ltd. | | 374,356 | 412,885 |
Hong Kong Exchanges and Clearing Ltd. | | 40,162 | 1,703,631 |
Lenovo Group Ltd. | | 240,000 | 233,041 |
MTR Corp. Ltd. | | 50,048 | 265,910 |
Sinotruk Hong Kong Ltd. | | 22,000 | 26,610 |
Swire Pacific Ltd. (A Shares) | | 18,500 | 105,374 |
Swire Properties Ltd. | | 38,400 | 92,028 |
|
TOTAL HONG KONG | | | 5,002,224 |
|
Hungary - 0.1% | | | |
MOL Hungarian Oil and Gas PLC Series A (For. Reg.) | | 13,913 | 118,682 |
OTP Bank PLC | | 7,276 | 219,202 |
|
TOTAL HUNGARY | | | 337,884 |
|
India - 4.1% | | | |
Adani Green Energy Ltd. (a) | | 13,065 | 488,322 |
Adani Total Gas Ltd. (a) | | 9,201 | 291,964 |
Asian Paints Ltd. | | 12,828 | 540,075 |
Axis Bank Ltd. (a) | | 75,990 | 715,458 |
Bajaj Auto Ltd. | | 2,361 | 114,455 |
Bandhan Bank Ltd. (c) | | 20,790 | 90,044 |
Berger Paints India Ltd. | | 7,942 | 74,376 |
Bharat Petroleum Corp. Ltd. | | 27,162 | 127,669 |
Biocon Ltd. (a) | | 14,525 | 69,586 |
Britannia Industries Ltd. | | 3,370 | 143,650 |
Colgate-Palmolive Ltd. | | 4,188 | 90,268 |
Dabur India Ltd. | | 20,840 | 150,687 |
DLF Ltd. | | 19,117 | 91,996 |
Eicher Motors Ltd. | | 4,670 | 159,121 |
Grasim Industries Ltd. | | 9,340 | 204,986 |
Havells India Ltd. | | 8,685 | 147,888 |
HCL Technologies Ltd. | | 36,171 | 506,018 |
Hero Motocorp Ltd. | | 4,166 | 135,167 |
Hindalco Industries Ltd. | | 52,713 | 327,781 |
Hindustan Unilever Ltd. | | 27,728 | 804,627 |
Housing Development Finance Corp. Ltd. | | 57,569 | 1,658,970 |
Indraprastha Gas Ltd. | | 8,133 | 37,261 |
Info Edge India Ltd. | | 2,502 | 150,589 |
Infosys Ltd. | | 111,933 | 2,265,826 |
Lupin Ltd. | | 7,964 | 77,096 |
Mahindra & Mahindra Ltd. | | 29,090 | 348,085 |
Marico Ltd. | | 16,681 | 113,240 |
Motherson Sumi Systems Ltd. | | 42,913 | 76,559 |
Nestle India Ltd. | | 1,100 | 261,951 |
PI Industries Ltd. | | 2,569 | 94,932 |
Piramal Enterprises Ltd. | | 3,955 | 110,644 |
Reliance Industries Ltd. | | 94,968 | 3,436,765 |
Shree Cement Ltd. | | 357 | 119,973 |
Siemens Ltd. | | 2,276 | 66,988 |
State Bank of India | | 59,862 | 384,007 |
Tata Consultancy Services Ltd. | | 30,731 | 1,414,629 |
Titan Co. Ltd. | | 11,712 | 373,262 |
Trent Ltd. | | 5,633 | 89,458 |
UPL Ltd. (a) | | 16,274 | 173,548 |
Wipro Ltd. | | 44,003 | 288,768 |
|
TOTAL INDIA | | | 16,816,689 |
|
Indonesia - 0.4% | | | |
PT Aneka Tambang Tbk | | 290,000 | 51,826 |
PT Bank Central Asia Tbk | | 1,871,200 | 1,049,503 |
PT Barito Pacific Tbk | | 969,000 | 56,621 |
PT Indah Kiat Pulp & Paper Tbk | | 105,900 | 55,193 |
PT Kalbe Farma Tbk | | 766,100 | 86,493 |
PT Merdeka Copper Gold Tbk (a) | | 427,718 | 155,872 |
PT Tower Bersama Infrastructure Tbk | | 285,600 | 59,298 |
PT Unilever Indonesia Tbk | | 235,700 | 63,088 |
|
TOTAL INDONESIA | | | 1,577,894 |
|
Ireland - 0.7% | | | |
CRH PLC | | 25,813 | 1,020,255 |
DCC PLC (United Kingdom) | | 3,193 | 241,930 |
James Hardie Industries PLC CDI | | 15,078 | 434,673 |
Kerry Group PLC Class A | | 5,289 | 583,719 |
Kingspan Group PLC (Ireland) | | 5,134 | 477,909 |
|
TOTAL IRELAND | | | 2,758,486 |
|
Isle of Man - 0.0% | | | |
NEPI Rockcastle PLC | | 13,700 | 83,824 |
Israel - 0.3% | | | |
Bank Hapoalim BM (Reg.) | | 36,488 | 340,730 |
Bank Leumi le-Israel BM | | 47,744 | 504,751 |
CyberArk Software Ltd. (a) | | 1,271 | 199,725 |
|
TOTAL ISRAEL | | | 1,045,206 |
|
Italy - 0.9% | | | |
Amplifon SpA | | 3,854 | 153,755 |
Assicurazioni Generali SpA | | 36,580 | 692,572 |
Enel SpA | | 270,885 | 1,761,536 |
Intesa Sanpaolo SpA | | 549,915 | 1,120,571 |
|
TOTAL ITALY | | | 3,728,434 |
|
Japan - 14.1% | | | |
AEON Co. Ltd. | | 22,100 | 420,016 |
Ajinomoto Co., Inc. | | 15,500 | 402,714 |
Ana Holdings, Inc. (a) | | 5,600 | 105,564 |
Asahi Kasei Corp. | | 40,800 | 334,751 |
Astellas Pharma, Inc. | | 62,100 | 945,517 |
Azbil Corp. | | 4,100 | 124,485 |
Bridgestone Corp. | | 18,900 | 692,755 |
Capcom Co. Ltd. | | 5,500 | 145,129 |
Central Japan Railway Co. | | 4,800 | 604,249 |
Chugai Pharmaceutical Co. Ltd. | | 22,400 | 671,220 |
CyberAgent, Inc. | | 13,000 | 137,343 |
Dai Nippon Printing Co. Ltd. | | 7,200 | 150,466 |
Dai-ichi Mutual Life Insurance Co. | | 33,500 | 670,805 |
Daifuku Co. Ltd. | | 3,400 | 209,061 |
Daikin Industries Ltd. | | 8,300 | 1,268,387 |
Daiwa House Industry Co. Ltd. | | 19,000 | 456,764 |
DENSO Corp. | | 14,400 | 877,612 |
East Japan Railway Co. | | 10,200 | 531,897 |
Eisai Co. Ltd. | | 7,700 | 335,342 |
ENEOS Holdings, Inc. | | 104,400 | 367,343 |
Fast Retailing Co. Ltd. | | 1,900 | 874,772 |
FUJIFILM Holdings Corp. | | 12,100 | 665,152 |
Fujitsu Ltd. | | 6,500 | 982,470 |
Hankyu Hanshin Holdings, Inc. | | 7,900 | 208,494 |
Hikari Tsushin, Inc. | | 700 | 81,965 |
Hirose Electric Co. Ltd. | | 1,100 | 139,561 |
Hitachi Construction Machinery Co. Ltd. | | 3,500 | 79,245 |
Hitachi Metals Ltd. (a) | | 6,900 | 107,672 |
Hoshizaki Corp. | | 1,900 | 120,350 |
Hoya Corp. | | 12,200 | 1,210,754 |
Hulic Co. Ltd. | | 12,200 | 103,009 |
Ibiden Co. Ltd. | | 3,400 | 127,064 |
INPEX Corp. | | 34,100 | 405,728 |
Isuzu Motors Ltd. | | 18,800 | 219,317 |
Itochu Corp. | | 39,400 | 1,189,131 |
JFE Holdings, Inc. | | 16,000 | 195,660 |
JSR Corp. | | 6,700 | 181,939 |
Kajima Corp. | | 15,700 | 174,968 |
Kansai Paint Co. Ltd. | | 5,900 | 81,254 |
Kao Corp. | | 16,000 | 641,256 |
KDDI Corp. | | 53,700 | 1,778,259 |
Keio Corp. | | 3,300 | 126,563 |
Kikkoman Corp. | | 4,700 | 264,145 |
Kobayashi Pharmaceutical Co. Ltd. | | 1,700 | 115,931 |
Komatsu Ltd. | | 29,300 | 659,440 |
Kubota Corp. | | 34,300 | 582,711 |
Kurita Water Industries Ltd. | | 3,100 | 105,761 |
Kyowa Hakko Kirin Co., Ltd. | | 8,700 | 183,368 |
Lawson, Inc. | | 1,700 | 62,526 |
LIXIL Group Corp. | | 9,400 | 165,330 |
Marubeni Corp. | | 52,000 | 567,612 |
Mazda Motor Corp. (a) | | 19,300 | 137,045 |
Mercari, Inc. (a) | | 3,100 | 50,801 |
Mitsubishi Chemical Holdings Corp. | | 41,400 | 252,442 |
Mitsubishi Estate Co. Ltd. | | 39,400 | 573,923 |
Mitsui Chemicals, Inc. | | 6,500 | 148,511 |
Mitsui Fudosan Co. Ltd. | | 30,600 | 648,529 |
Miura Co. Ltd. | | 2,700 | 56,397 |
Mizuho Financial Group, Inc. | | 80,490 | 977,367 |
MS&AD Insurance Group Holdings, Inc. | | 14,800 | 440,556 |
Murata Manufacturing Co. Ltd. | | 19,200 | 1,144,464 |
NEC Corp. | | 8,000 | 310,367 |
Nintendo Co. Ltd. | | 3,699 | 1,688,189 |
Nippon Building Fund, Inc. | | 48 | 249,183 |
Nippon Express Holdings, Inc. | | 2,500 | 146,577 |
Nippon Paint Holdings Co. Ltd. | | 27,800 | 220,213 |
Nippon Steel & Sumitomo Metal Corp. | | 28,600 | 454,128 |
Nippon Yusen KK | | 5,400 | 389,578 |
Nissin Food Holdings Co. Ltd. | | 2,100 | 146,082 |
Nitori Holdings Co. Ltd. | | 2,800 | 288,062 |
Nitto Denko Corp. | | 4,800 | 322,181 |
Nomura Holdings, Inc. | | 103,100 | 396,982 |
Nomura Real Estate Holdings, Inc. | | 3,900 | 95,026 |
Nomura Real Estate Master Fund, Inc. | | 137 | 172,009 |
Nomura Research Institute Ltd. | | 11,200 | 316,696 |
NTT Data Corp. | | 20,800 | 383,509 |
Obayashi Corp. | | 23,100 | 158,862 |
Odakyu Electric Railway Co. Ltd. | | 9,400 | 142,345 |
OMRON Corp. | | 6,300 | 371,411 |
Oriental Land Co. Ltd. | | 6,700 | 1,013,510 |
ORIX Corp. | | 40,600 | 740,502 |
ORIX JREIT, Inc. | | 88 | 118,951 |
Osaka Gas Co. Ltd. | | 12,000 | 216,281 |
Otsuka Corp. | | 3,700 | 121,257 |
Pan Pacific International Holdings Ltd. | | 14,000 | 214,387 |
Panasonic Holdings Corp. | | 73,900 | 658,685 |
Recruit Holdings Co. Ltd. | | 45,100 | 1,636,301 |
Resona Holdings, Inc. | | 69,700 | 303,086 |
ROHM Co. Ltd. | | 2,900 | 202,597 |
SCSK Corp. | | 4,900 | 77,902 |
Secom Co. Ltd. | | 7,100 | 499,517 |
Sekisui Chemical Co. Ltd. | | 12,400 | 167,910 |
Sekisui House Ltd. | | 20,800 | 361,253 |
Seven & i Holdings Co. Ltd. | | 25,100 | 1,109,845 |
SG Holdings Co. Ltd. | | 10,400 | 183,276 |
Sharp Corp. | | 6,300 | 53,306 |
Shimadzu Corp. | | 7,700 | 251,730 |
SHIMIZU Corp. | | 17,100 | 89,666 |
Shin-Etsu Chemical Co. Ltd. | | 11,800 | 1,621,727 |
Shionogi & Co. Ltd. | | 8,900 | 495,071 |
Shiseido Co. Ltd. | | 13,500 | 638,165 |
SoftBank Corp. | | 95,600 | 1,112,580 |
Sohgo Security Services Co., Ltd. | | 2,400 | 66,669 |
Sompo Holdings, Inc. | | 10,400 | 423,384 |
Sony Group Corp. | | 41,900 | 3,616,015 |
Stanley Electric Co. Ltd. | | 4,500 | 77,594 |
Sumitomo Chemical Co. Ltd. | | 50,900 | 216,437 |
Sumitomo Metal Mining Co. Ltd. | | 8,300 | 364,011 |
Sumitomo Mitsui Trust Holdings, Inc. | | 11,400 | 353,828 |
Suntory Beverage & Food Ltd. | | 4,400 | 173,364 |
Sysmex Corp. | | 5,400 | 354,227 |
T&D Holdings, Inc. | | 17,900 | 230,023 |
Taisei Corp. | | 6,200 | 167,946 |
Takeda Pharmaceutical Co. Ltd. | | 52,700 | 1,529,172 |
TDK Corp. | | 13,000 | 401,592 |
Terumo Corp. | | 20,900 | 622,092 |
Tobu Railway Co. Ltd. | | 5,900 | 132,621 |
Tokyo Century Corp. | | 1,100 | 33,882 |
Tokyo Electron Ltd. | | 5,000 | 2,109,734 |
Tokyo Gas Co. Ltd. | | 12,000 | 229,853 |
Tokyu Corp. | | 16,100 | 196,884 |
Toray Industries, Inc. | | 45,000 | 213,268 |
Toto Ltd. | | 4,600 | 155,015 |
Toyo Suisan Kaisha Ltd. | | 2,800 | 86,454 |
Unicharm Corp. | | 13,500 | 469,692 |
USS Co. Ltd. | | 8,200 | 136,514 |
West Japan Railway Co. | | 7,200 | 267,257 |
Yakult Honsha Co. Ltd. | | 4,100 | 212,301 |
Yamaha Corp. | | 4,300 | 164,290 |
Yamaha Motor Co. Ltd. | | 9,700 | 200,263 |
Yaskawa Electric Corp. | | 8,200 | 278,435 |
Yokogawa Electric Corp. | | 7,300 | 116,380 |
Z Holdings Corp. | | 89,600 | 351,755 |
ZOZO, Inc. | | 3,900 | 81,656 |
|
TOTAL JAPAN | | | 58,454,375 |
|
Korea (South) - 2.0% | | | |
AMOREPACIFIC Corp. | | 970 | 137,303 |
AMOREPACIFIC Group, Inc. | | 1,135 | 44,415 |
BGF Retail Co. Ltd. | | 270 | 38,416 |
Celltrion Healthcare Co. Ltd. | | 2,802 | 140,361 |
CJ CheilJedang Corp. | | 276 | 86,332 |
CJ Corp. | | 465 | 31,601 |
CJ Logistics Corp. (a) | | 296 | 28,510 |
Coway Co. Ltd. | | 1,778 | 99,056 |
Doosan Bobcat, Inc. | | 1,486 | 48,028 |
GS Engineering & Construction Corp. | | 2,181 | 71,438 |
GS Holdings Corp. | | 1,446 | 49,684 |
Hankook Tire Co. Ltd. | | 2,773 | 75,705 |
Hanon Systems | | 6,227 | 55,429 |
Hanwha Solutions Corp. (a) | | 3,927 | 98,176 |
HD Hyundai Co. Ltd. | | 1,571 | 71,758 |
Hyundai Engineering & Construction Co. Ltd. | | 2,492 | 86,230 |
Hyundai Glovis Co. Ltd. | | 673 | 109,677 |
Kakao Corp. | | 10,463 | 726,991 |
KB Financial Group, Inc. | | 13,281 | 614,601 |
Korean Air Lines Co. Ltd. (a) | | 5,297 | 124,149 |
LG Chemical Ltd. | | 1,509 | 614,747 |
LG Corp. | | 2,788 | 160,146 |
LG Display Co. Ltd. | | 7,392 | 96,072 |
LG Electronics, Inc. | | 3,617 | 325,839 |
LG Household & Health Care Ltd. | | 312 | 222,260 |
Lotte Chemical Corp. | | 521 | 79,984 |
NAVER Corp. | | 4,131 | 915,324 |
POSCO Chemtech Co. Ltd. | | 1,038 | 109,073 |
Samsung Electro-Mechanics Co. Ltd. | | 1,834 | 236,122 |
Samsung Engineering Co. Ltd. (a) | | 5,141 | 104,334 |
Samsung Fire & Marine Insurance Co. Ltd. | | 1,076 | 177,407 |
Samsung SDI Co. Ltd. | | 1,843 | 873,253 |
Samsung SDS Co. Ltd. | | 1,121 | 129,942 |
Shinhan Financial Group Co. Ltd. | | 14,927 | 493,307 |
SK Biopharmaceuticals Co. Ltd. (a) | | 830 | 59,642 |
SK Innovation Co., Ltd. | | 1,654 | 261,844 |
SK Telecom Co. Ltd. | | 809 | 36,298 |
SK, Inc. | | 1,359 | 283,794 |
SKC Co. Ltd. | | 674 | 78,357 |
Yuhan Corp. | | 1,726 | 82,707 |
|
TOTAL KOREA (SOUTH) | | | 8,078,312 |
|
Kuwait - 0.1% | | | |
Kuwait Finance House KSCP | | 168,753 | 542,322 |
Luxembourg - 0.1% | | | |
Tenaris SA | | 16,080 | 245,738 |
Malaysia - 0.6% | | | |
AMMB Holdings Bhd (a) | | 61,600 | 52,021 |
Axiata Group Bhd | | 93,904 | 75,474 |
CIMB Group Holdings Bhd | | 217,758 | 259,560 |
Dialog Group Bhd | | 125,100 | 71,538 |
DiGi.com Bhd | | 93,200 | 81,492 |
Fraser & Neave Holdings Bhd | | 4,600 | 24,243 |
Hap Seng Consolidated Bhd | | 21,700 | 36,638 |
Hartalega Holdings Bhd | | 49,800 | 49,527 |
IHH Healthcare Bhd | | 55,400 | 83,561 |
Kuala Lumpur Kepong Bhd | | 15,600 | 105,759 |
Malayan Banking Bhd | | 155,959 | 324,367 |
Malaysia Airports Holdings Bhd (a) | | 39,100 | 61,462 |
Maxis Bhd | | 74,600 | 64,850 |
MISC Bhd | | 51,900 | 92,853 |
Nestle (Malaysia) Bhd | | 2,200 | 67,243 |
Petronas Dagangan Bhd | | 9,600 | 47,786 |
Petronas Gas Bhd | | 24,800 | 96,606 |
PPB Group Bhd | | 21,100 | 81,934 |
Press Metal Bhd | | 104,400 | 143,124 |
Public Bank Bhd | | 493,800 | 530,760 |
QL Resources Bhd | | 30,200 | 34,881 |
RHB Bank Bhd | | 58,544 | 83,875 |
Sime Darby Bhd | | 81,000 | 43,296 |
Telekom Malaysia Bhd | | 43,400 | 49,550 |
Top Glove Corp. Bhd | | 172,200 | 65,388 |
Westports Holdings Bhd | | 35,500 | 31,614 |
|
TOTAL MALAYSIA | | | 2,659,402 |
|
Mexico - 0.5% | | | |
Arca Continental S.A.B. de CV | | 14,400 | 91,376 |
CEMEX S.A.B. de CV unit (a) | | 496,300 | 218,400 |
Coca-Cola FEMSA S.A.B. de CV unit | | 17,480 | 95,313 |
Fomento Economico Mexicano S.A.B. de CV unit | | 67,000 | 503,785 |
Gruma S.A.B. de CV Series B | | 7,065 | 83,919 |
Grupo Bimbo S.A.B. de CV Series A | | 50,600 | 155,967 |
Grupo Financiero Banorte S.A.B. de CV Series O | | 87,000 | 574,316 |
Grupo Televisa SA de CV | | 78,300 | 145,346 |
Industrias Penoles SA de CV | | 4,310 | 47,460 |
Kimberly-Clark de Mexico SA de CV Series A | | 51,500 | 71,900 |
Operadora de Sites Mexicanos, SA de CV | | 44,300 | 54,098 |
|
TOTAL MEXICO | | | 2,041,880 |
|
Multi-National - 0.1% | | | |
HKT Trust/HKT Ltd. unit | | 132,000 | 189,064 |
Unibail-Rodamco SE & WFD Unibail-Rodamco NV unit (a) | | 4,224 | 298,109 |
|
TOTAL MULTI-NATIONAL | | | 487,173 |
|
Netherlands - 3.8% | | | |
AEGON NV | | 60,117 | 311,688 |
Akzo Nobel NV | | 6,297 | 546,243 |
ASML Holding NV (Netherlands) | | 13,741 | 7,798,547 |
CNH Industrial NV | | 33,932 | 480,691 |
ING Groep NV (Certificaten Van Aandelen) | | 130,124 | 1,232,822 |
JDE Peet's BV | | 3,116 | 91,670 |
Koninklijke Ahold Delhaize NV | | 34,799 | 1,026,430 |
Koninklijke DSM NV | | 5,804 | 975,708 |
Koninklijke KPN NV | | 112,863 | 389,444 |
NN Group NV | | 9,049 | 443,235 |
Prosus NV | | 30,990 | 1,494,606 |
Randstad NV | | 3,861 | 204,166 |
Wolters Kluwer NV | | 8,683 | 876,834 |
Wolters Kluwer NV rights (a)(e) | | 8,683 | 9,435 |
|
TOTAL NETHERLANDS | | | 15,881,519 |
|
New Zealand - 0.3% | | | |
Auckland International Airport Ltd. (a) | | 43,315 | 217,572 |
Fisher & Paykel Healthcare Corp. | | 18,891 | 259,602 |
Mercury Nz Ltd. | | 22,640 | 87,777 |
Meridian Energy Ltd. | | 44,268 | 134,356 |
Ryman Healthcare Group Ltd. | | 13,610 | 80,548 |
Spark New Zealand Ltd. | | 65,254 | 206,378 |
Xero Ltd. (a) | | 4,492 | 296,212 |
|
TOTAL NEW ZEALAND | | | 1,282,445 |
|
Norway - 0.8% | | | |
Aker BP ASA | | 4,100 | 146,898 |
DNB Bank ASA | | 30,547 | 591,919 |
Equinor ASA | | 32,415 | 1,095,614 |
Mowi ASA | | 14,595 | 412,266 |
Norsk Hydro ASA | | 44,502 | 373,707 |
Orkla ASA | | 24,892 | 201,990 |
Telenor ASA | | 23,103 | 325,832 |
|
TOTAL NORWAY | | | 3,148,226 |
|
Philippines - 0.2% | | | |
Ayala Land, Inc. | | 277,400 | 169,041 |
Bank of the Philippine Islands (BPI) | | 64,302 | 116,449 |
Globe Telecom, Inc. | | 920 | 39,932 |
GT Capital Holdings, Inc. | | 3,600 | 34,498 |
JG Summit Holdings, Inc. | | 95,813 | 101,760 |
SM Investments Corp. | | 7,805 | 126,610 |
SM Prime Holdings, Inc. | | 341,000 | 226,925 |
Universal Robina Corp. | | 29,280 | 57,186 |
|
TOTAL PHILIPPINES | | | 872,401 |
|
Poland - 0.3% | | | |
Bank Polska Kasa Opieki SA | | 5,871 | 129,017 |
CD Projekt RED SA | | 2,318 | 62,736 |
Cyfrowy Polsat SA | | 8,679 | 47,260 |
KGHM Polska Miedz SA (Bearer) | | 4,773 | 154,398 |
Orange Polska SA | | 22,176 | 33,896 |
Polski Koncern Naftowy Orlen SA | | 10,323 | 174,401 |
Powszechna Kasa Oszczednosci Bank SA (a) | | 28,830 | 212,781 |
Powszechny Zaklad Ubezpieczen SA | | 20,833 | 144,034 |
Santander Bank Polska SA | | 1,242 | 75,634 |
|
TOTAL POLAND | | | 1,034,157 |
|
Portugal - 0.1% | | | |
Galp Energia SGPS SA Class B | | 16,410 | 199,737 |
Jeronimo Martins SGPS SA | | 9,613 | 200,110 |
|
TOTAL PORTUGAL | | | 399,847 |
|
Qatar - 0.3% | | | |
Ooredoo QSC | | 31,110 | 63,976 |
Qatar Fuel Co. (a) | | 16,336 | 82,224 |
Qatar National Bank SAQ (a) | | 152,460 | 973,349 |
The Commercial Bank of Qatar (a) | | 68,797 | 145,254 |
|
TOTAL QATAR | | | 1,264,803 |
|
Russia - 0.0% | | | |
Gazprom OAO (d) | | 372,050 | 50,771 |
LUKOIL PJSC (d) | | 13,192 | 5,325 |
Mobile TeleSystems OJSC sponsored ADR (d) | | 14,384 | 14,326 |
Moscow Exchange MICEX-RTS OAO (d) | | 49,350 | 12,371 |
Novatek PJSC GDR (Reg. S) (d) | | 2,894 | 739 |
Novolipetsk Steel OJSC (d) | | 47,040 | 589 |
PhosAgro OJSC GDR (Reg. S) (d) | | 4,197 | 86 |
Polyus PJSC (d) | | 1,031 | 3,162 |
|
TOTAL RUSSIA | | | 87,369 |
|
Saudi Arabia - 0.5% | | | |
Almarai Co. Ltd. | | 7,750 | 107,444 |
Bank Albilad | | 16,474 | 227,512 |
Dr Sulaiman Al Habib Medical Services Group Co. | | 1,630 | 86,915 |
Saudi Arabian Mining Co. (a) | | 14,305 | 526,312 |
Saudi Basic Industries Corp. | | 30,086 | 1,050,780 |
The Savola Group | | 7,883 | 75,030 |
|
TOTAL SAUDI ARABIA | | | 2,073,993 |
|
Singapore - 1.1% | | | |
BOC Aviation Ltd. Class A (c) | | 7,100 | 55,695 |
CapitaLand Investment Ltd. | | 85,401 | 258,953 |
CapitaMall Trust | | 159,909 | 267,942 |
City Developments Ltd. | | 13,600 | 83,383 |
DBS Group Holdings Ltd. | | 60,151 | 1,459,301 |
Keppel Corp. Ltd. | | 49,400 | 243,631 |
Oversea-Chinese Banking Corp. Ltd. | | 112,700 | 1,000,617 |
Singapore Airlines Ltd. (a) | | 43,100 | 169,886 |
Singapore Exchange Ltd. | | 27,100 | 190,685 |
Singapore Telecommunications Ltd. | | 276,600 | 552,037 |
UOL Group Ltd. | | 16,700 | 87,751 |
|
TOTAL SINGAPORE | | | 4,369,881 |
|
South Africa - 1.6% | | | |
Absa Group Ltd. | | 26,757 | 289,071 |
Anglo American Platinum Ltd. | | 1,783 | 197,098 |
Aspen Pharmacare Holdings Ltd. | | 12,644 | 135,290 |
Bid Corp. Ltd. | | 11,061 | 232,281 |
Bidvest Group Ltd./The | | 9,351 | 128,189 |
Capitec Bank Holdings Ltd. | | 2,704 | 377,451 |
Clicks Group Ltd. | | 8,625 | 168,395 |
Discovery Ltd. (a) | | 13,760 | 132,119 |
FirstRand Ltd. | | 168,169 | 724,250 |
Gold Fields Ltd. | | 29,636 | 401,555 |
Growthpoint Properties Ltd. | | 107,074 | 94,968 |
Impala Platinum Holdings Ltd. | | 27,403 | 354,469 |
Kumba Iron Ore Ltd. | | 2,103 | 69,816 |
MTN Group Ltd. | | 56,425 | 598,443 |
MultiChoice Group Ltd. | | 11,581 | 94,474 |
Naspers Ltd. Class N | | 7,246 | 730,802 |
Nedbank Group Ltd. | | 14,691 | 205,151 |
Northam Platinum Holdings Ltd. (a) | | 10,974 | 130,803 |
Old Mutual Ltd. | | 152,050 | 121,982 |
Remgro Ltd. | | 16,120 | 144,802 |
Sanlam Ltd. | | 61,024 | 252,795 |
Shoprite Holdings Ltd. | | 16,303 | 235,481 |
Spar Group Ltd./The | | 6,264 | 65,706 |
Standard Bank Group Ltd. | | 44,881 | 475,627 |
Vodacom Group Ltd. | | 20,365 | 195,601 |
Woolworths Holdings Ltd. | | 34,728 | 130,006 |
|
TOTAL SOUTH AFRICA | | | 6,686,625 |
|
Spain - 1.4% | | | |
Banco Bilbao Vizcaya Argentaria SA | | 222,471 | 1,167,361 |
CaixaBank SA | | 148,571 | 479,572 |
Iberdrola SA | | 194,554 | 2,235,581 |
Industria de Diseno Textil SA | | 36,700 | 769,499 |
Naturgy Energy Group SA | | 6,467 | 194,542 |
Red Electrica Corporacion SA | | 14,714 | 296,255 |
Repsol SA | | 48,985 | 730,753 |
|
TOTAL SPAIN | | | 5,873,563 |
|
Sweden - 1.9% | | | |
Alfa Laval AB | | 10,456 | 291,056 |
ASSA ABLOY AB (B Shares) | | 33,354 | 842,927 |
Atlas Copco AB: | | | |
(A Shares) | | 21,548 | 976,919 |
(B Shares) | | 13,813 | 546,688 |
Boliden AB | | 9,096 | 394,413 |
Electrolux AB (B Shares) | | 7,428 | 113,280 |
Ericsson (B Shares) | | 97,115 | 774,708 |
Essity AB (B Shares) | | 20,219 | 533,195 |
Evolution AB (c) | | 5,746 | 589,530 |
H&M Hennes & Mauritz AB (B Shares) | | 24,629 | 310,056 |
Husqvarna AB (B Shares) | | 13,341 | 127,528 |
Nibe Industrier AB (B Shares) | | 47,555 | 466,248 |
Sandvik AB | | 37,559 | 710,929 |
SKF AB (B Shares) | | 12,461 | 203,522 |
Svenska Cellulosa AB SCA (B Shares) | | 20,034 | 387,714 |
Tele2 AB (B Shares) | | 16,103 | 213,434 |
Telia Co. AB | | 88,502 | 367,338 |
|
TOTAL SWEDEN | | | 7,849,485 |
|
Switzerland - 6.0% | | | |
ABB Ltd. (Reg.) | | 54,807 | 1,644,317 |
Adecco SA (Reg.) | | 5,242 | 202,288 |
Clariant AG (Reg.) | | 7,167 | 122,364 |
Coca-Cola HBC AG | | 6,630 | 134,416 |
Compagnie Financiere Richemont SA Series A | | 17,298 | 2,009,867 |
Geberit AG (Reg.) | | 1,185 | 675,774 |
Givaudan SA | | 305 | 1,212,229 |
Kuehne & Nagel International AG | | 1,767 | 494,312 |
Lindt & Spruengli AG | | 3 | 355,674 |
Lindt & Spruengli AG (participation certificate) | | 41 | 459,815 |
Lonza Group AG | | 2,431 | 1,433,401 |
Roche Holding AG (participation certificate) | | 23,306 | 8,642,192 |
SGS SA (Reg.) | | 193 | 495,918 |
Sika AG | | 4,691 | 1,432,905 |
Sonova Holding AG | | 1,732 | 624,604 |
Straumann Holding AG | | 3,350 | 394,937 |
Swiss Life Holding AG | | 1,019 | 595,825 |
Swiss Re Ltd. | | 9,931 | 814,410 |
Swisscom AG | | 834 | 493,145 |
Vifor Pharma AG | | 1,611 | 282,373 |
Zurich Insurance Group Ltd. | | 4,938 | 2,248,123 |
|
TOTAL SWITZERLAND | | | 24,768,889 |
|
Taiwan - 6.6% | | | |
Acer, Inc. | | 102,000 | 94,684 |
ASE Technology Holding Co. Ltd. | | 113,000 | 360,713 |
AU Optronics Corp. | | 282,000 | 161,165 |
Cathay Financial Holding Co. Ltd. | | 263,547 | 554,434 |
Cheng Shin Rubber Industry Co. Ltd. | | 57,000 | 64,274 |
China Steel Corp. | | 397,000 | 481,183 |
Chunghwa Telecom Co. Ltd. | | 127,000 | 563,302 |
Compal Electronics, Inc. | | 133,000 | 99,857 |
CTBC Financial Holding Co. Ltd. | | 623,000 | 613,138 |
Delta Electronics, Inc. | | 65,000 | 542,897 |
E.SUN Financial Holdings Co. Ltd. | | 403,638 | 461,263 |
ECLAT Textile Co. Ltd. | | 6,000 | 98,506 |
Evergreen Marine Corp. (Taiwan) | | 85,894 | 413,118 |
Far Eastern New Century Corp. | | 94,000 | 95,342 |
Far EasTone Telecommunications Co. Ltd. | | 56,000 | 157,434 |
Feng Tay Enterprise Co. Ltd. | | 14,000 | 90,184 |
First Financial Holding Co. Ltd. | | 351,437 | 330,227 |
Fubon Financial Holding Co. Ltd. | | 252,756 | 635,005 |
HIWIN Technologies Corp. | | 9,500 | 70,389 |
Hotai Motor Co. Ltd. | | 10,000 | 195,119 |
Hua Nan Financial Holdings Co. Ltd. | | 293,382 | 234,765 |
Innolux Corp. | | 306,000 | 139,420 |
Inventec Corp. | | 95,000 | 81,203 |
Lite-On Technology Corp. | | 75,000 | 164,417 |
MediaTek, Inc. | | 51,000 | 1,406,755 |
Mega Financial Holding Co. Ltd. | | 364,000 | 512,000 |
Nan Ya Plastics Corp. | | 173,000 | 505,717 |
Nien Made Enterprise Co. Ltd. | | 5,000 | 52,691 |
Oneness Biotech Co. Ltd. (a) | | 7,000 | 45,897 |
President Chain Store Corp. | | 19,000 | 175,899 |
Ruentex Development Co. Ltd. | | 37,440 | 98,046 |
Sinopac Financial Holdings Co. | | 332,720 | 205,011 |
Taishin Financial Holdings Co. Ltd. | | 348,381 | 228,008 |
Taiwan Cement Corp. | | 179,000 | 278,030 |
Taiwan High Speed Rail Corp. | | 56,000 | 53,084 |
Taiwan Mobile Co. Ltd. | | 56,000 | 205,853 |
Taiwan Semiconductor Manufacturing Co. Ltd. | | 819,000 | 14,817,988 |
The Shanghai Commercial & Savings Bank Ltd. | | 119,000 | 196,419 |
Unified-President Enterprises Corp. | | 157,000 | 363,442 |
United Microelectronics Corp. | | 399,000 | 634,202 |
Wan Hai Lines Ltd. | | 20,400 | 98,939 |
Yageo Corp. | | 14,000 | 189,071 |
Yang Ming Marine Transport Corp. (a) | | 57,000 | 237,933 |
Yuanta Financial Holding Co. Ltd. | | 331,280 | 291,754 |
|
TOTAL TAIWAN | | | 27,298,778 |
|
Thailand - 0.7% | | | |
Advanced Info Service PCL (For. Reg.) | | 17,300 | 108,256 |
Advanced Information Service PCL NVDR | | 23,400 | 146,428 |
Airports of Thailand PCL: | | | |
(For. Reg.) (a) | | 51,000 | 98,642 |
NVDR (a) | | 91,700 | 177,363 |
Asset World Corp. PCL NVDR | | 247,500 | 34,658 |
B. Grimm Power PCL: | | | |
(For. Reg.) | | 13,000 | 12,271 |
NVDR | | 7,400 | 6,985 |
Bangkok Dusit Medical Services PCL: | | | |
(For. Reg.) | | 131,200 | 98,294 |
NVDR | | 175,800 | 131,708 |
Berli Jucker PCL unit | | 39,900 | 39,769 |
BTS Group Holdings PCL: | | | |
(For. Reg.) | | 90,133 | 23,326 |
NVDR | | 155,100 | 40,589 |
Bumrungrad Hospital PCL: | | | |
NVDR | | 9,400 | 43,837 |
(For. Reg.) | | 6,200 | 28,914 |
Central Pattana PCL: | | | |
(For. Reg.) | | 31,400 | 55,111 |
NVDR | | 37,600 | 65,993 |
Charoen Pokphand Foods PCL: | | | |
(For. Reg.) | | 53,600 | 37,679 |
(NVDR) | | 74,000 | 52,019 |
CP ALL PCL: | | | |
(For. Reg.) | | 83,000 | 156,628 |
NVDR | | 110,800 | 209,090 |
Energy Absolute PCL: | | | |
(For. Reg.) | | 20,900 | 53,365 |
NVDR | | 27,000 | 69,332 |
Home Product Center PCL: | | | |
(For. Reg.) | | 78,800 | 34,289 |
NVDR | | 140,600 | 61,181 |
Indorama Ventures PCL: | | | |
(For. Reg.) | | 25,100 | 32,898 |
NVDR | | 35,400 | 46,398 |
Intouch Holdings PCL: | | | |
(For. Reg.) | | 6,200 | 12,632 |
NVDR | | 28,300 | 57,659 |
Land & House PCL: | | | |
NVDR | | 159,000 | 44,228 |
(For. Reg.) | | 123,700 | 34,408 |
Minor International PCL: | | | |
unit (a) | | 47,868 | 48,417 |
warrants 2/15/24 (a) | | 878 | 125 |
(For. Reg.) (a) | | 48,599 | 49,157 |
Muangthai Leasing PCL: | | | |
(For. Reg.) | | 10,200 | 13,669 |
NVDR | | 12,000 | 16,082 |
Osotspa PCL NVDR | | 44,600 | 45,270 |
PTT Exploration and Production PCL: | | | |
(For. Reg.) | | 20,200 | 88,461 |
NVDR | | 25,400 | 111,233 |
PTT Global Chemical PCL: | | | |
(For. Reg.) | | 30,600 | 44,403 |
NVDR | | 53,700 | 77,923 |
SCB X PCL: | | | |
(For. Reg.) | | 5,700 | 18,849 |
NVDR unit | | 6,500 | 21,494 |
Siam Cement PCL: | | | |
(For. Reg.) | | 11,200 | 120,483 |
NVDR | | 14,800 | 159,209 |
Siam Commercial Bank PCL: | | | |
(For. Reg.) | | 5,700 | 19,155 |
(NVDR) | | 6,500 | 21,844 |
Sri Trang Gloves Thailand PCL NVDR | | 34,600 | 24,510 |
Thai Oil PCL: | | | |
(For. Reg.) | | 17,300 | 28,331 |
NVDR | | 18,200 | 29,805 |
Thai Union Frozen Products PCL: | | | |
(For. Reg.) | | 27,600 | 13,585 |
NVDR | | 64,800 | 31,896 |
True Corp. PCL: | | | |
(For. Reg.) | | 156,800 | 21,978 |
NVDR | | 202,100 | 28,327 |
|
TOTAL THAILAND | | | 3,048,156 |
|
Turkey - 0.1% | | | |
Koc Holding A/S | | 25,804 | 69,861 |
Turk Sise ve Cam Fabrikalari A/S | | 48,557 | 59,256 |
Turkcell Iletisim Hizmet A/S | | 36,498 | 53,193 |
Turkiye Garanti Bankasi A/S | | 76,878 | 77,560 |
Turkiye Is Bankasi A/S Series C | | 54,597 | 38,719 |
|
TOTAL TURKEY | | | 298,589 |
|
United Arab Emirates - 0.7% | | | |
Abu Dhabi Commercial Bank PJSC | | 90,630 | 251,185 |
Abu Dhabi Islamic Bank | | 46,846 | 111,980 |
Aldar Properties PJSC (a) | | 135,430 | 208,323 |
Emirates NBD Bank PJSC (a) | | 85,607 | 355,429 |
Emirates Telecommunications Corp. | | 115,896 | 1,104,357 |
First Abu Dhabi Bank PJSC | | 147,395 | 900,490 |
|
TOTAL UNITED ARAB EMIRATES | | | 2,931,764 |
|
United Kingdom - 8.4% | | | |
Abrdn PLC | | 75,439 | 177,140 |
Antofagasta PLC | | 13,174 | 252,202 |
Ashtead Group PLC | | 14,837 | 767,180 |
Associated British Foods PLC | | 11,998 | 240,089 |
AstraZeneca PLC (United Kingdom) | | 51,484 | 6,870,089 |
Barratt Developments PLC | | 33,606 | 205,603 |
Berkeley Group Holdings PLC | | 3,852 | 195,360 |
British Land Co. PLC | | 28,106 | 181,042 |
BT Group PLC | | 297,732 | 660,247 |
Burberry Group PLC | | 13,050 | 257,548 |
Compass Group PLC | | 59,476 | 1,255,054 |
Croda International PLC | | 4,644 | 451,056 |
GlaxoSmithKline PLC | | 167,026 | 3,765,196 |
Informa PLC (a) | | 50,292 | 356,766 |
InterContinental Hotel Group PLC | | 5,970 | 381,123 |
Intertek Group PLC | | 5,215 | 324,973 |
J Sainsbury PLC | | 59,708 | 174,213 |
JD Sports Fashion PLC | | 85,381 | 140,680 |
Johnson Matthey PLC | | 6,603 | 181,637 |
Kingfisher PLC | | 68,774 | 216,884 |
Land Securities Group PLC | | 24,500 | 229,775 |
Legal & General Group PLC | | 199,202 | 620,932 |
Lloyds Banking Group PLC | | 2,363,254 | 1,342,243 |
Mondi PLC | | 7,610 | 142,961 |
Mondi PLC | | 8,000 | 150,837 |
National Grid PLC | | 119,430 | 1,774,369 |
Next PLC | | 4,353 | 326,043 |
NMC Health PLC (a) | | 987 | 10 |
Ocado Group PLC (a) | | 15,949 | 182,403 |
Reckitt Benckiser Group PLC | | 23,721 | 1,849,896 |
RELX PLC (London Stock Exchange) | | 64,006 | 1,906,770 |
Rentokil Initial PLC | | 62,079 | 426,376 |
Schroders PLC | | 4,246 | 149,885 |
Segro PLC | | 40,235 | 673,618 |
Spirax-Sarco Engineering PLC | | 2,460 | 371,203 |
St. James's Place PLC | | 17,596 | 282,760 |
Standard Chartered PLC (United Kingdom) | | 87,407 | 597,542 |
Taylor Wimpey PLC | | 120,811 | 190,006 |
Tesco PLC | | 255,519 | 868,080 |
Unilever PLC | | 85,393 | 3,969,931 |
Vodafone Group PLC | | 909,404 | 1,376,801 |
Whitbread PLC | | 7,102 | 247,908 |
|
TOTAL UNITED KINGDOM | | | 34,734,431 |
|
United States of America - 0.3% | | | |
Coca-Cola European Partners PLC | | 6,627 | 331,019 |
Li Auto, Inc. ADR (a) | | 18,566 | 416,435 |
Yum China Holdings, Inc. | | 14,380 | 601,084 |
|
TOTAL UNITED STATES OF AMERICA | | | 1,348,538 |
|
TOTAL COMMON STOCKS | | | |
(Cost $430,557,879) | | | 404,926,167 |
|
Nonconvertible Preferred Stocks - 0.5% | | | |
Brazil - 0.2% | | | |
Banco Bradesco SA (PN) | | 174,355 | 634,089 |
Companhia Energetica de Minas Gerais (CEMIG) (PN) | | 35,053 | 104,011 |
Gerdau SA | | 37,300 | 211,022 |
|
TOTAL BRAZIL | | | 949,122 |
|
Chile - 0.1% | | | |
Sociedad Quimica y Minera de Chile SA (PN-B) | | 4,535 | 336,631 |
Colombia - 0.0% | | | |
Bancolombia SA (PN) | | 14,368 | 139,396 |
Germany - 0.2% | | | |
Bayerische Motoren Werke AG (BMW) (non-vtg.) | | 1,884 | 138,792 |
Henkel AG & Co. KGaA | | 6,456 | 414,548 |
|
TOTAL GERMANY | | | 553,340 |
|
Korea (South) - 0.0% | | | |
AMOREPACIFIC Corp. | | 196 | 11,717 |
LG Chemical Ltd. | | 316 | 62,000 |
LG Household & Health Care Ltd. | | 60 | 23,489 |
|
TOTAL KOREA (SOUTH) | | | 97,206 |
|
TOTAL NONCONVERTIBLE PREFERRED STOCKS | | | |
(Cost $2,267,219) | | | 2,075,695 |
| | Principal Amount | Value |
|
Government Obligations - 0.1% | | | |
United States of America - 0.1% | | | |
U.S. Treasury Bills, yield at date of purchase 1.23% 1/26/23 (Cost $198,178)(f) | | 200,000 | 197,573 |
| | Shares | Value |
|
Money Market Funds - 1.2% | | | |
Fidelity Cash Central Fund 0.32% (g) | | 4,847,492 | 4,848,462 |
Fidelity Securities Lending Cash Central Fund 0.32% (g)(h) | | 282,067 | 282,095 |
TOTAL MONEY MARKET FUNDS | | | |
(Cost $5,130,557) | | | 5,130,557 |
TOTAL INVESTMENT IN SECURITIES - 99.7% | | | |
(Cost $438,153,833) | | | 412,329,992 |
NET OTHER ASSETS (LIABILITIES) - 0.3% | | | 1,429,994 |
NET ASSETS - 100% | | | $413,759,986 |
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) | 40 | June 2022 | $3,993,200 | $(125,891) | $(125,891) |
ICE E-mini MSCI Emerging Markets Index Contracts (United States) | 35 | June 2022 | 1,850,450 | 6,302 | 6,302 |
TME S&P/TSX 60 Index Contracts (Canada) | 3 | June 2022 | 584,751 | (25,054) | (25,054) |
TOTAL FUTURES CONTRACTS | | | | | $(144,643) |
The notional amount of futures purchased as a percentage of Net Assets is 1.6%
(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 $7,566,680 or 1.8% of net assets.
(d) Level 3 security
(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 $197,573.
(g) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, are available on the SEC's website or upon request.
(h) Investment made with cash collateral received from securities on loan.
Affiliated Central Funds
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Fund | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain/Loss | Change in Unrealized appreciation (depreciation) | Value, end of period | % ownership, end of period |
Fidelity Cash Central Fund 0.32% | $10,908,961 | $90,803,725 | $96,864,224 | $6,785 | $-- | $-- | $4,848,462 | 0.0% |
Fidelity Securities Lending Cash Central Fund 0.32% | 154,910 | 6,388,692 | 6,261,507 | 3,124 | -- | -- | 282,095 | 0.0% |
Total | $11,063,871 | $97,192,417 | $103,125,731 | $9,909 | $-- | $-- | $5,130,557 | |
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, 2022, 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 | $29,959,146 | $2,706,802 | $27,238,018 | $14,326 |
Consumer Discretionary | 45,634,071 | 3,576,722 | 42,057,349 | -- |
Consumer Staples | 32,390,118 | 4,087,850 | 28,302,268 | -- |
Energy | 18,363,249 | 4,937,540 | 13,368,874 | 56,835 |
Financials | 83,454,906 | 20,189,526 | 63,253,009 | 12,371 |
Health Care | 43,559,028 | 568,068 | 42,990,960 | -- |
Industrials | 46,269,628 | 5,545,775 | 40,723,853 | -- |
Information Technology | 47,727,805 | 1,928,970 | 45,798,835 | -- |
Materials | 36,560,846 | 7,347,810 | 29,209,199 | 3,837 |
Real Estate | 10,857,431 | 480,671 | 10,360,707 | 16,053 |
Utilities | 12,225,634 | 1,803,790 | 10,421,844 | -- |
Government Obligations | 197,573 | -- | 197,573 | -- |
Money Market Funds | 5,130,557 | 5,130,557 | -- | -- |
Total Investments in Securities: | $412,329,992 | $58,304,081 | $353,922,489 | $103,422 |
Derivative Instruments: | | | | |
Assets | | | | |
Futures Contracts | $6,302 | $6,302 | $-- | $-- |
Total Assets | $6,302 | $6,302 | $-- | $-- |
Liabilities | | | | |
Futures Contracts | $(150,945) | $(150,945) | $-- | $-- |
Total Liabilities | $(150,945) | $(150,945) | $-- | $-- |
Total Derivative Instruments: | $(144,643) | $(144,643) | $-- | $-- |
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, 2022. 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) | $6,302 | $(150,945) |
Total Equity Risk | 6,302 | (150,945) |
Total Value of Derivatives | $6,302 | $(150,945) |
(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, 2022 (Unaudited) |
Assets | | |
Investment in securities, at value (including securities loaned of $175,904) — See accompanying schedule: Unaffiliated issuers (cost $433,023,276) | $407,199,435 | |
Fidelity Central Funds (cost $5,130,557) | 5,130,557 | |
Total Investment in Securities (cost $438,153,833) | | $412,329,992 |
Segregated cash with brokers for derivative instruments | | 151,863 |
Foreign currency held at value (cost $443,132) | | 439,883 |
Receivable for investments sold | | 17,556 |
Receivable for fund shares sold | | 479,645 |
Dividends receivable | | 1,169,434 |
Reclaims receivable | | 401,719 |
Distributions receivable from Fidelity Central Funds | | 4,317 |
Other receivables | | 387 |
Total assets | | 414,994,796 |
Liabilities | | |
Payable for investments purchased on a delayed delivery basis | $9,435 | |
Payable for fund shares redeemed | 464,882 | |
Accrued management fee | 71,247 | |
Payable for daily variation margin on futures contracts | 57,606 | |
Other payables and accrued expenses | 349,545 | |
Collateral on securities loaned | 282,095 | |
Total liabilities | | 1,234,810 |
Net Assets | | $413,759,986 |
Net Assets consist of: | | |
Paid in capital | | $442,687,964 |
Total accumulated earnings (loss) | | (28,927,978) |
Net Assets | | $413,759,986 |
Net Asset Value, offering price and redemption price per share ($413,759,986 ÷ 36,321,922 shares) | | $11.39 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
| | Six months ended April 30, 2022 (Unaudited) |
Investment Income | | |
Dividends | | $4,869,016 |
Non-Cash dividends | | 380,433 |
Interest | | 228 |
Income from Fidelity Central Funds (including $3,124 from security lending) | | 9,909 |
Income before foreign taxes withheld | | 5,259,586 |
Less foreign taxes withheld | | (502,224) |
Total income | | 4,757,362 |
Expenses | | |
Management fee | $420,055 | |
Independent trustees' fees and expenses | 616 | |
Total expenses before reductions | 420,671 | |
Expense reductions | (2) | |
Total expenses after reductions | | 420,669 |
Net investment income (loss) | | 4,336,693 |
Realized and Unrealized Gain (Loss) | | |
Net realized gain (loss) on: | | |
Investment securities: | | |
Unaffiliated issuers (net of foreign taxes of $29,682) | (2,689,181) | |
Foreign currency transactions | (111,740) | |
Futures contracts | (388,106) | |
Total net realized gain (loss) | | (3,189,027) |
Change in net unrealized appreciation (depreciation) on: | | |
Investment securities: | | |
Unaffiliated issuers (net of decrease in deferred foreign taxes of $92,281) | (68,471,374) | |
Assets and liabilities in foreign currencies | (59,043) | |
Futures contracts | (303,022) | |
Total change in net unrealized appreciation (depreciation) | | (68,833,439) |
Net gain (loss) | | (72,022,466) |
Net increase (decrease) in net assets resulting from operations | | $(67,685,773) |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
| Six months ended April 30, 2022 (Unaudited) | Year ended October 31, 2021 |
Increase (Decrease) in Net Assets | | |
Operations | | |
Net investment income (loss) | $4,336,693 | $7,014,168 |
Net realized gain (loss) | (3,189,027) | 2,636,263 |
Change in net unrealized appreciation (depreciation) | (68,833,439) | 39,595,390 |
Net increase (decrease) in net assets resulting from operations | (67,685,773) | 49,245,821 |
Distributions to shareholders | (7,834,340) | (2,202,031) |
Share transactions | | |
Proceeds from sales of shares | 137,876,301 | 254,390,236 |
Reinvestment of distributions | 7,154,872 | 1,989,394 |
Cost of shares redeemed | (60,359,160) | (48,683,263) |
Net increase (decrease) in net assets resulting from share transactions | 84,672,013 | 207,696,367 |
Total increase (decrease) in net assets | 9,151,900 | 254,740,157 |
Net Assets | | |
Beginning of period | 404,608,086 | 149,867,929 |
End of period | $413,759,986 | $404,608,086 |
Other Information | | |
Shares | | |
Sold | 10,851,846 | 19,388,313 |
Issued in reinvestment of distributions | 546,174 | 162,399 |
Redeemed | (4,816,134) | (3,675,014) |
Net increase (decrease) | 6,581,886 | 15,875,698 |
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, | | | | |
| 2022 | 2021 | 2020 | 2019 | 2018 | 2017 A |
Selected Per–Share Data | | | | | | |
Net asset value, beginning of period | $13.60 | $10.81 | $10.89 | $9.87 | $10.96 | $10.00 |
Income from Investment Operations | | | | | | |
Net investment income (loss)B,C | .13 | .30 | .24 | .32D | .29 | .11 |
Net realized and unrealized gain (loss) | (2.08) | 2.63 | (.08) | .91 | (1.24) | .85 |
Total from investment operations | (1.95) | 2.93 | .16 | 1.23 | (.95) | .96 |
Distributions from net investment income | (.26) | (.14) | (.24) | (.21) | (.09) | – |
Distributions from net realized gain | – | – | – | – | (.05) | – |
Total distributions | (.26) | (.14) | (.24) | (.21) | (.14) | – |
Net asset value, end of period | $11.39 | $13.60 | $10.81 | $10.89 | $9.87 | $10.96 |
Total ReturnE,F | (14.62)% | 27.27% | 1.48% | 12.81% | (8.77)% | 9.60% |
Ratios to Average Net AssetsC,G,H | | | | | | |
Expenses before reductions | .20%I | .20% | .20% | .20% | .20% | .20%I |
Expenses net of fee waivers, if any | .20%I | .20% | .20% | .20% | .20% | .20%I |
Expenses net of all reductions | .20%I | .20% | .20% | .20% | .20% | .20%I |
Net investment income (loss) | 2.07%I | 2.28% | 2.25% | 3.14% | 2.70% | 2.25%I |
Supplemental Data | | | | | | |
Net assets, end of period (000 omitted) | $413,760 | $404,608 | $149,868 | $71,875 | $3,810 | $1,968 |
Portfolio turnover rateJ | 6%I | 19% | 11% | 17% | 10% | 4%K |
A For the period May 9, 2017 (commencement of operations) through October 31, 2017.
B Calculated based on average shares outstanding during the period.
C Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any such underlying funds is not included in the Fund's net investment income (loss) ratio.
D Net investment income per share reflects one or more large, non-recurring dividend(s) which amounted to $0.04 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%.
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 adviser, 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).
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, 2022
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% |
(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 – unadjusted quoted prices in active markets for identical investments
- Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
- Level 3 – unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value 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, 2022 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. Commissions paid to certain brokers with whom the investment adviser, or its affiliates, places trades on behalf of a fund include an amount in addition to trade execution, which may be rebated back to a fund. Any such rebates are included in net realized gain (loss) on investments in the Statement of Operations. 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. Funds may file withholding tax reclaims in certain jurisdictions to recover a portion of amounts previously withheld. Any withholding tax reclaims income is included in the Statement of Operations in foreign taxes withheld. Any receivables for withholding tax reclaims are included in the Statement of Assets and Liabilities in reclaims receivable.
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, 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 | $40,192,928 |
Gross unrealized depreciation | (69,892,125) |
Net unrealized appreciation (depreciation) | $(29,699,197) |
Tax cost | $441,884,546 |
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.
Long-term | $(198,918) |
Total capital loss carryforward | $(198,918) |
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 in-kind transactions, as applicable, are noted in the table below.
| Purchases ($) | Sales ($) |
Fidelity International Sustainability Index Fund | 102,359,075 | 11,638,576 |
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. During the period there were no interfund trades.
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 | $340 | $– | $– |
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 $2.
10. Other.
A 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, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a 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, 2021 to April 30, 2022).
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. In addition, if these transactional costs were included, your costs would have been higher.
| Annualized Expense Ratio-A | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses Paid During Period-B November 1, 2021 to April 30, 2022 |
Fidelity International Sustainability Index Fund | .20% | | | |
Actual | | $1,000.00 | $853.80 | $.92 |
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, 2020 through November 30, 2021. 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-0622
1.9883819.104
Fidelity® SAI International Value Index Fund
Offered exclusively to certain clients of the Adviser, or its affiliates, including Strategic Advisers LLC (SAI) - not available for sale to the general public. Fidelity SAI is a product name of Fidelity® funds dedicated to certain programs affiliated with SAI.
Semi-Annual Report
April 30, 2022


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 Fidelity Product Services LLC (FPS), and FPS 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 relationship between FPS 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. © 2022 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 COVID-19 emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and corporate earnings. On March 11, 2020, the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread. The pandemic prompted a number of measures to limit the spread of COVID-19, 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. To help stem the turmoil, the U.S. government took unprecedented action – in concert with the U.S. Federal Reserve and central banks around the world – to help support consumers, businesses, and the broader economy, and to limit disruption to the financial system.
In general, the overall impact of the pandemic lessened in 2021, amid a resilient economy and widespread distribution of three COVID-19 vaccines granted emergency use authorization from the U.S. Food and Drug Administration (FDA) early in the year. Still, the situation remains dynamic, and the extent and duration of its influence on financial markets and the economy is highly uncertain, due in part to a recent spike in cases based on highly contagious variants of the coronavirus.
Extreme events such as the COVID-19 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 continue to take extra steps to be responsive to customer needs. We encourage you to visit us online, 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, 2022 |
| Japan | 25.1% |
| United Kingdom | 17.8% |
| France | 16.3% |
| Germany | 7.4% |
| Australia | 4.4% |
| Netherlands | 4.0% |
| Switzerland | 3.8% |
| Spain | 3.7% |
| Italy | 3.5% |
| Other* | 14.0% |

* 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, 2022
| % of fund's net assets |
Stocks and Equity Futures | 100.0 |
Top Ten Stocks as of April 30, 2022
| % of fund's net assets |
Sanofi SA (France, Pharmaceuticals) | 2.9 |
TotalEnergies SE (France, Oil, Gas & Consumable Fuels) | 2.8 |
British American Tobacco PLC (United Kingdom) (United Kingdom, Tobacco) | 2.7 |
GlaxoSmithKline PLC (United Kingdom, Pharmaceuticals) | 2.4 |
Rio Tinto PLC (United Kingdom, Metals & Mining) | 2.3 |
BHP Group Ltd. (Australia, Metals & Mining) | 2.0 |
Novartis AG (Switzerland, Pharmaceuticals) | 1.9 |
Shell PLC (London) (United Kingdom, Oil, Gas & Consumable Fuels) | 1.8 |
BNP Paribas SA (France, Banks) | 1.8 |
Mercedes-Benz Group AG (Germany) (Germany, Automobiles) | 1.8 |
| 22.4 |
Market Sectors as of April 30, 2022
| % of fund's net assets |
Financials | 18.9 |
Industrials | 15.2 |
Health Care | 11.0 |
Consumer Discretionary | 10.8 |
Materials | 10.1 |
Consumer Staples | 8.0 |
Communication Services | 6.4 |
Information Technology | 6.3 |
Energy | 6.2 |
Utilities | 4.0 |
Real Estate | 1.8 |
Schedule of Investments April 30, 2022 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 98.7% | | | |
| | Shares | Value |
Australia - 4.4% | | | |
Aurizon Holdings Ltd. | | 3,333,640 | $9,414,587 |
Bank of Queensland Ltd. | | 1,163,841 | 6,603,130 |
Bendigo & Adelaide Bank Ltd. | | 1,015,682 | 7,572,746 |
BHP Group Ltd. | | 3,597,770 | 120,221,038 |
BlueScope Steel Ltd. | | 887,807 | 12,620,706 |
Challenger Ltd. | | 1,043,976 | 5,282,052 |
Fortescue Metals Group Ltd. | | 3,066,921 | 46,350,613 |
Rio Tinto Ltd. | | 672,298 | 53,181,391 |
|
TOTAL AUSTRALIA | | | 261,246,263 |
|
Austria - 0.3% | | | |
OMV AG | | 260,794 | 13,331,173 |
Voestalpine AG | | 200,486 | 5,217,222 |
|
TOTAL AUSTRIA | | | 18,548,395 |
|
Belgium - 1.0% | | | |
Ageas | | 328,675 | 15,727,611 |
Anheuser-Busch InBev SA NV | | 605,771 | 34,855,769 |
Sofina SA | | 28,533 | 8,744,139 |
|
TOTAL BELGIUM | | | 59,327,519 |
|
Bermuda - 0.6% | | | |
Jardine Matheson Holdings Ltd. | | 457,433 | 24,229,688 |
Orient Overseas International Ltd. | | 311,000 | 8,581,764 |
|
TOTAL BERMUDA | | | 32,811,452 |
|
Cayman Islands - 1.0% | | | |
CK Asset Holdings Ltd. | | 3,563,500 | 24,157,470 |
CK Hutchison Holdings Ltd. | | 4,861,000 | 34,114,143 |
|
TOTAL CAYMAN ISLANDS | | | 58,271,613 |
|
Denmark - 1.1% | | | |
A.P. Moller - Maersk A/S Series B | | 15,977 | 46,241,068 |
Danske Bank A/S | | 1,233,568 | 18,921,509 |
|
TOTAL DENMARK | | | 65,162,577 |
|
Finland - 1.1% | | | |
Fortum Corp. | | 788,294 | 13,106,064 |
Nokia Corp. | | 9,800,505 | 49,689,248 |
TietoEVRY Oyj | | 190,881 | 4,788,678 |
|
TOTAL FINLAND | | | 67,583,990 |
|
France - 16.3% | | | |
Atos SE | | 180,486 | 4,396,920 |
BNP Paribas SA | | 2,056,624 | 106,638,812 |
Bouygues SA | | 394,862 | 13,576,641 |
Carrefour SA | | 1,124,161 | 23,840,716 |
Compagnie de St. Gobain | | 949,032 | 55,364,814 |
Compagnie Generale des Etablissements Michelin SCA Series B | | 323,330 | 40,047,654 |
Credit Agricole SA | | 2,537,503 | 27,400,131 |
Danone SA | | 1,106,695 | 66,923,215 |
Eiffage SA | | 145,537 | 14,371,594 |
Elis SA | | 349,002 | 5,005,124 |
Engie SA | | 3,219,645 | 37,993,352 |
Faurecia SA | | 258,096 | 5,610,485 |
Ipsen SA | | 70,945 | 7,354,427 |
Orange SA | | 3,420,459 | 40,721,912 |
Publicis Groupe SA | | 415,453 | 24,942,432 |
Renault SA (a) | | 374,901 | 9,160,186 |
Rexel SA | | 431,864 | 8,846,588 |
Rubis SCA | | 174,977 | 4,653,950 |
Sanofi SA | | 1,619,961 | 171,221,668 |
Societe Generale Series A | | 1,409,963 | 33,887,117 |
Sopra Steria Group | | 26,780 | 4,746,178 |
SPIE SA | | 266,644 | 6,275,744 |
TotalEnergies SE | | 3,286,578 | 161,380,755 |
Valeo SA | | 417,354 | 7,587,964 |
VINCI SA | | 585,964 | 56,858,346 |
Worldline SA (a)(b) | | 452,068 | 17,786,251 |
|
TOTAL FRANCE | | | 956,592,976 |
|
Germany - 7.4% | | | |
Aurubis AG | | 61,065 | 6,939,391 |
Bayerische Motoren Werke AG (BMW) | | 672,277 | 54,902,031 |
Continental AG | | 195,601 | 13,406,708 |
Covestro AG (b) | | 349,899 | 15,065,094 |
Deutsche Post AG | | 545,034 | 23,285,209 |
Deutsche Telekom AG | | 2,829,656 | 52,125,545 |
Fresenius Medical Care AG & Co. KGaA | | 360,843 | 22,439,695 |
Fresenius SE & Co. KGaA | | 748,500 | 26,457,939 |
HeidelbergCement AG | | 258,780 | 14,907,648 |
Infineon Technologies AG | | 593,206 | 16,837,097 |
K+S AG | | 346,639 | 11,642,908 |
LEG Immobilien AG | | 131,918 | 13,525,624 |
Mercedes-Benz Group AG (Germany) | | 1,511,288 | 105,489,728 |
RWE AG | | 1,224,681 | 50,848,006 |
Thyssenkrupp AG (a) | | 732,842 | 5,620,189 |
|
TOTAL GERMANY | | | 433,492,812 |
|
Hong Kong - 1.4% | | | |
BOC Hong Kong (Holdings) Ltd. | | 6,510,500 | 23,567,111 |
Henderson Land Development Co. Ltd. | | 2,366,930 | 9,571,904 |
New World Development Co. Ltd. | | 2,485,000 | 9,504,610 |
Sino Land Ltd. | | 5,793,009 | 7,657,099 |
Sun Hung Kai Properties Ltd. | | 2,781,500 | 32,034,789 |
|
TOTAL HONG KONG | | | 82,335,513 |
|
Ireland - 0.4% | | | |
Bank of Ireland Group PLC | | 1,680,285 | 10,183,716 |
DCC PLC (United Kingdom) | | 178,690 | 13,539,156 |
|
TOTAL IRELAND | | | 23,722,872 |
|
Italy - 3.5% | | | |
Banco BPM SpA | | 2,744,098 | 8,645,821 |
Enel SpA | | 13,609,012 | 88,497,953 |
Hera SpA | | 1,418,430 | 5,290,168 |
Intesa Sanpaolo SpA | | 26,023,422 | 53,028,384 |
Leonardo SpA | | 732,949 | 7,543,061 |
Telecom Italia SpA | | 28,567,758 | 8,342,398 |
UniCredit SpA | | 4,031,678 | 37,313,500 |
|
TOTAL ITALY | | | 208,661,285 |
|
Japan - 25.1% | | | |
AGC, Inc. | | 411,900 | 15,441,893 |
Aisin Seiki Co. Ltd. | | 330,900 | 9,612,831 |
Amada Co. Ltd. | | 650,400 | 5,050,332 |
Brother Industries Ltd. | | 474,900 | 8,253,571 |
Canon, Inc. | | 1,884,100 | 43,351,568 |
Chubu Electric Power Co., Inc. | | 1,304,100 | 13,164,976 |
ENEOS Holdings, Inc. | | 5,850,300 | 20,584,956 |
FUJIFILM Holdings Corp. | | 727,000 | 39,964,104 |
Fujitsu Ltd. | | 182,000 | 27,509,147 |
Fukuoka Financial Group, Inc. | | 346,200 | 6,325,523 |
Hitachi Ltd. | | 825,500 | 39,150,549 |
Honda Motor Co. Ltd. | | 3,116,600 | 81,977,654 |
Iida Group Holdings Co. Ltd. | | 325,300 | 5,173,776 |
INPEX Corp. | | 1,858,400 | 22,111,566 |
Isuzu Motors Ltd. | | 1,126,400 | 13,140,338 |
Itochu Corp. | | 1,845,100 | 55,686,927 |
Japan Post Holdings Co. Ltd. | | 2,183,600 | 15,311,096 |
Japan Post Insurance Co. Ltd. | | 361,900 | 5,851,848 |
Japan Tobacco, Inc. | | 1,992,200 | 33,890,903 |
Kajima Corp. | | 900,000 | 10,030,032 |
Kyocera Corp. | | 636,000 | 33,394,424 |
Marubeni Corp. | | 3,148,500 | 34,367,836 |
Mazda Motor Corp. (a) | | 1,087,000 | 7,718,521 |
Medipal Holdings Corp. | | 380,800 | 6,271,165 |
Mitsubishi Chemical Holdings Corp. | | 2,564,300 | 15,636,189 |
Mitsubishi Corp. | | 2,620,000 | 87,967,870 |
Mitsubishi Electric Corp. | | 3,786,500 | 39,660,904 |
Mitsui & Co. Ltd. | | 2,896,200 | 70,133,819 |
Mitsui Chemicals, Inc. | | 370,600 | 8,467,432 |
Mizuho Financial Group, Inc. | | 4,598,800 | 55,841,889 |
NEC Corp. | | 494,100 | 19,169,039 |
NGK Spark Plug Co. Ltd. | | 310,600 | 4,766,225 |
NH Foods Ltd. | | 181,500 | 5,731,853 |
Nissan Motor Co. Ltd. (a) | | 4,357,120 | 17,443,936 |
Obayashi Corp. | | 1,306,700 | 8,986,362 |
Oji Holdings Corp. | | 1,837,100 | 8,702,350 |
Osaka Gas Co. Ltd. | | 754,600 | 13,600,466 |
Otsuka Holdings Co. Ltd. | | 1,010,300 | 33,948,548 |
Panasonic Holdings Corp. | | 4,221,900 | 37,630,623 |
Resona Holdings, Inc. | | 4,348,300 | 18,908,277 |
Ricoh Co. Ltd. | | 1,349,100 | 9,851,010 |
Seiko Epson Corp. | | 564,500 | 7,952,410 |
SoftBank Group Corp. | | 2,277,900 | 93,690,579 |
Sojitz Corp. | | 389,800 | 5,943,807 |
Stanley Electric Co. Ltd. | | 272,600 | 4,700,472 |
Subaru Corp. | | 1,114,400 | 16,910,698 |
Sumitomo Chemical Co. Ltd. | | 2,998,100 | 12,748,536 |
Sumitomo Corp. | | 2,266,400 | 35,862,702 |
Sumitomo Electric Industries Ltd. | | 1,437,900 | 15,458,621 |
Sumitomo Forestry Co. Ltd. | | 342,500 | 5,239,856 |
Sumitomo Heavy Industries Ltd. | | 222,600 | 4,710,526 |
Sumitomo Mitsui Financial Group, Inc. | | 2,487,400 | 75,154,172 |
Suzuki Motor Corp. | | 889,500 | 26,814,080 |
Taisei Corp. | | 374,100 | 10,133,622 |
Taisho Pharmaceutical Holdings Co. Ltd. | | 103,300 | 4,068,773 |
Takeda Pharmaceutical Co. Ltd. | | 2,865,600 | 83,149,813 |
TDK Corp. | | 643,500 | 19,878,826 |
Tokyo Gas Co. Ltd. | | 742,800 | 14,227,931 |
Toppan, Inc. | | 633,300 | 10,468,244 |
Tosoh Corp. | | 588,700 | 8,129,077 |
Yamaha Motor Co. Ltd. | | 570,800 | 11,784,564 |
|
TOTAL JAPAN | | | 1,476,809,637 |
|
Luxembourg - 0.8% | | | |
ArcelorMittal SA (Netherlands) | | 1,103,986 | 32,189,696 |
Aroundtown SA | | 1,753,707 | 8,818,573 |
SES SA (France) (depositary receipt) | | 694,470 | 6,213,782 |
|
TOTAL LUXEMBOURG | | | 47,222,051 |
|
Netherlands - 4.0% | | | |
AEGON NV | | 2,555,837 | 13,251,203 |
ASR Nederland NV | | 250,032 | 11,363,622 |
Koninklijke Ahold Delhaize NV | | 1,893,881 | 55,861,866 |
Koninklijke Philips Electronics NV | | 1,600,804 | 41,830,792 |
NN Group NV | | 575,700 | 28,198,709 |
OCI NV (a) | | 167,910 | 6,362,533 |
Randstad NV | | 220,581 | 11,664,131 |
Signify NV (b) | | 232,440 | 9,833,976 |
Stellantis NV (Italy) | | 4,028,109 | 54,079,998 |
|
TOTAL NETHERLANDS | | | 232,446,830 |
|
New Zealand - 0.1% | | | |
Fletcher Building Ltd. | | 1,465,650 | 5,838,446 |
Singapore - 2.1% | | | |
Oversea-Chinese Banking Corp. Ltd. | | 7,240,486 | 64,285,301 |
United Overseas Bank Ltd. | | 2,011,282 | 43,054,015 |
Wilmar International Ltd. | | 4,892,150 | 15,594,676 |
|
TOTAL SINGAPORE | | | 122,933,992 |
|
Spain - 3.7% | | | |
ACS Actividades de Construccion y Servicios SA | | 464,282 | 11,888,067 |
Banco Santander SA (Spain) | | 31,405,107 | 91,776,728 |
CaixaBank SA | | 7,883,133 | 25,445,939 |
Repsol SA | | 2,544,923 | 37,964,877 |
Telefonica SA | | 9,942,941 | 48,368,854 |
|
TOTAL SPAIN | | | 215,444,465 |
|
Sweden - 2.8% | | | |
Electrolux AB (B Shares) (c) | | 457,497 | 6,977,016 |
Ericsson (B Shares) | | 5,230,463 | 41,724,581 |
Industrivarden AB (A Shares) | | 634,401 | 16,254,965 |
Kinnevik AB (B Shares) (a) | | 454,396 | 8,893,648 |
Securitas AB (B Shares) | | 585,993 | 6,918,706 |
Skanska AB (B Shares) | | 724,865 | 13,846,509 |
SKF AB (B Shares) | | 684,791 | 11,184,478 |
SSAB AB (A Shares) | | 1,462,383 | 9,287,765 |
Volvo AB (B Shares) | | 2,997,344 | 47,817,951 |
|
TOTAL SWEDEN | | | 162,905,619 |
|
Switzerland - 3.8% | | | |
ams-OSRAM AG (a) | | 496,756 | 6,076,902 |
Holcim AG | | 937,012 | 45,815,700 |
Logitech International SA (Reg.) | | 313,509 | 20,402,734 |
Nestle SA (Reg. S) | | 57,887 | 7,472,870 |
Novartis AG | | 1,245,999 | 110,108,076 |
UBS Group AG | | 1,929,225 | 32,751,760 |
|
TOTAL SWITZERLAND | | | 222,628,042 |
|
United Kingdom - 17.8% | | | |
3i Group PLC | | 1,762,530 | 28,844,231 |
Abrdn PLC | | 3,949,449 | 9,273,812 |
Anglo American PLC (United Kingdom) | | 504,521 | 22,345,733 |
Associated British Foods PLC | | 645,202 | 12,910,974 |
Aviva PLC | | 6,005,137 | 32,218,332 |
Barclays PLC | | 28,865,066 | 53,058,105 |
Barratt Developments PLC | | 1,851,883 | 11,329,901 |
Bellway PLC | | 223,479 | 6,787,566 |
Berkeley Group Holdings PLC | | 203,476 | 10,319,590 |
British American Tobacco PLC (United Kingdom) | | 3,771,489 | 158,071,933 |
BT Group PLC | | 14,425,713 | 31,990,277 |
GlaxoSmithKline PLC | | 6,258,887 | 141,091,441 |
Imperial Brands PLC | | 1,719,426 | 35,790,758 |
J Sainsbury PLC | | 3,168,722 | 9,245,557 |
Kingfisher PLC | | 3,740,527 | 11,796,021 |
Lloyds Banking Group PLC | | 128,655,076 | 73,071,416 |
Marks & Spencer Group PLC (a) | | 3,547,282 | 6,055,638 |
Persimmon PLC | | 578,105 | 15,056,327 |
Rio Tinto PLC | | 1,921,400 | 135,758,758 |
Royal Mail PLC | | 1,430,748 | 6,132,615 |
Shell PLC (London) | | 4,031,675 | 108,233,923 |
Standard Chartered PLC (United Kingdom) | | 4,628,493 | 31,641,866 |
Taylor Wimpey PLC | | 6,607,849 | 10,392,536 |
Virgin Money UK PLC CDI | | 2,271,296 | 4,856,480 |
Vistry Group PLC | | 402,589 | 4,200,242 |
Vodafone Group PLC | | 48,536,048 | 73,481,601 |
|
TOTAL UNITED KINGDOM | | | 1,043,955,633 |
|
TOTAL COMMON STOCKS | | | |
(Cost $6,048,532,185) | | | 5,797,941,982 |
| | Principal Amount | Value |
|
Government Obligations - 0.0% | | | |
United States of America - 0.0% | | | |
U.S. Treasury Bills, yield at date of purchase 1.23% 1/26/23 (Cost $2,873,585)(d) | | 2,900,000 | 2,864,812 |
| | Shares | Value |
|
Money Market Funds - 0.6% | | | |
Fidelity Cash Central Fund 0.32% (e) | | 24,952,352 | 24,957,343 |
Fidelity Securities Lending Cash Central Fund 0.32% (e)(f) | | 7,788,500 | 7,789,279 |
TOTAL MONEY MARKET FUNDS | | | |
(Cost $32,746,622) | | | 32,746,622 |
TOTAL INVESTMENT IN SECURITIES - 99.3% | | | |
(Cost $6,084,152,392) | | | 5,833,553,416 |
NET OTHER ASSETS (LIABILITIES) - 0.7% | | | 41,373,526 |
NET ASSETS - 100% | | | $5,874,926,942 |
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) | 774 | June 2022 | $77,268,420 | $(1,637,142) | $(1,637,142) |
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) 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 $42,685,321 or 0.7% 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 was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $2,864,813.
(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.
(f) Investment made with cash collateral received from securities on loan.
Affiliated Central Funds
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Fund | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain/Loss | Change in Unrealized appreciation (depreciation) | Value, end of period | % ownership, end of period |
Fidelity Cash Central Fund 0.32% | $45,610,810 | $794,440,346 | $815,093,813 | $20,894 | $-- | $-- | $24,957,343 | 0.0% |
Fidelity Securities Lending Cash Central Fund 0.32% | -- | 496,550,869 | 488,761,590 | 359,032 | -- | -- | 7,789,279 | 0.0% |
Total | $45,610,810 | $1,290,991,215 | $1,303,855,403 | $379,926 | $-- | $-- | $32,746,622 | |
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. 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, 2022, 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 | $379,877,380 | $-- | $379,877,380 | $-- |
Consumer Discretionary | 625,516,148 | -- | 625,516,148 | -- |
Consumer Staples | 466,246,728 | -- | 466,246,728 | -- |
Energy | 363,607,250 | -- | 363,607,250 | -- |
Financials | 1,109,148,716 | -- | 1,109,148,716 | -- |
Health Care | 647,942,337 | -- | 647,942,337 | -- |
Industrials | 885,967,831 | -- | 885,967,831 | -- |
Information Technology | 375,772,688 | -- | 375,772,688 | -- |
Materials | 597,209,969 | -- | 597,209,969 | -- |
Real Estate | 105,270,069 | -- | 105,270,069 | -- |
Utilities | 241,382,866 | -- | 241,382,866 | -- |
Government Obligations | 2,864,812 | -- | 2,864,812 | -- |
Money Market Funds | 32,746,622 | 32,746,622 | -- | -- |
Total Investments in Securities: | $5,833,553,416 | $32,746,622 | $5,800,806,794 | $-- |
Derivative Instruments: | | | | |
Liabilities | | | | |
Futures Contracts | $(1,637,142) | $(1,637,142) | $-- | $-- |
Total Liabilities | $(1,637,142) | $(1,637,142) | $-- | $-- |
Total Derivative Instruments: | $(1,637,142) | $(1,637,142) | $-- | $-- |
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, 2022. 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) | $0 | $(1,637,142) |
Total Equity Risk | 0 | (1,637,142) |
Total Value of Derivatives | $0 | $(1,637,142) |
(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, 2022 (Unaudited) |
Assets | | |
Investment in securities, at value (including securities loaned of $6,848,828) — See accompanying schedule: Unaffiliated issuers (cost $6,051,405,770) | $5,800,806,794 | |
Fidelity Central Funds (cost $32,746,622) | 32,746,622 | |
Total Investment in Securities (cost $6,084,152,392) | | $5,833,553,416 |
Segregated cash with brokers for derivative instruments | | 1,288,934 |
Foreign currency held at value (cost $9,793,039) | | 9,791,558 |
Receivable for fund shares sold | | 322,234 |
Dividends receivable | | 32,695,642 |
Reclaims receivable | | 8,009,880 |
Distributions receivable from Fidelity Central Funds | | 17,547 |
Prepaid expenses | | 1,841 |
Other receivables | | 2,607 |
Total assets | | 5,885,683,659 |
Liabilities | | |
Payable for fund shares redeemed | $936,338 | |
Accrued management fee | 761,118 | |
Payable for daily variation margin on futures contracts | 1,027,738 | |
Other payables and accrued expenses | 242,244 | |
Collateral on securities loaned | 7,789,279 | |
Total liabilities | | 10,756,717 |
Net Assets | | $5,874,926,942 |
Net Assets consist of: | | |
Paid in capital | | $6,065,131,330 |
Total accumulated earnings (loss) | | (190,204,388) |
Net Assets | | $5,874,926,942 |
Net Asset Value, offering price and redemption price per share ($5,874,926,942 ÷ 678,156,434 shares) | | $8.66 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
| | Six months ended April 30, 2022 (Unaudited) |
Investment Income | | |
Dividends: | | |
Unaffiliated issuers | | $132,085,201 |
Non-Cash dividends | | 21,251,108 |
Income from Fidelity Central Funds (including $359,032 from security lending) | | 379,926 |
Income before foreign taxes withheld | | 153,716,235 |
Less foreign taxes withheld | | (10,566,283) |
Total income | | 143,149,952 |
Expenses | | |
Management fee | $4,498,652 | |
Custodian fees and expenses | 259,385 | |
Independent trustees' fees and expenses | 8,951 | |
Registration fees | 74,540 | |
Audit | 27,676 | |
Legal | 4,639 | |
Interest | 4,754 | |
Miscellaneous | 10,577 | |
Total expenses | | 4,889,174 |
Net investment income (loss) | | 138,260,778 |
Realized and Unrealized Gain (Loss) | | |
Net realized gain (loss) on: | | |
Investment securities: | | |
Unaffiliated issuers | 39,616,701 | |
Foreign currency transactions | (392,226) | |
Futures contracts | (6,252,683) | |
Total net realized gain (loss) | | 32,971,792 |
Change in net unrealized appreciation (depreciation) on: | | |
Investment securities: | | |
Unaffiliated issuers | (558,404,666) | |
Assets and liabilities in foreign currencies | (2,075,704) | |
Futures contracts | (2,371,296) | |
Total change in net unrealized appreciation (depreciation) | | (562,851,666) |
Net gain (loss) | | (529,879,874) |
Net increase (decrease) in net assets resulting from operations | | $(391,619,096) |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
| Six months ended April 30, 2022 (Unaudited) | Year ended October 31, 2021 |
Increase (Decrease) in Net Assets | | |
Operations | | |
Net investment income (loss) | $138,260,778 | $184,240,516 |
Net realized gain (loss) | 32,971,792 | 300,862,195 |
Change in net unrealized appreciation (depreciation) | (562,851,666) | 591,438,016 |
Net increase (decrease) in net assets resulting from operations | (391,619,096) | 1,076,540,727 |
Distributions to shareholders | (449,845,102) | (51,993,306) |
Share transactions | | |
Proceeds from sales of shares | 965,840,111 | 2,803,272,597 |
Reinvestment of distributions | 447,410,521 | 51,615,891 |
Cost of shares redeemed | (681,908,942) | (152,783,351) |
Net increase (decrease) in net assets resulting from share transactions | 731,341,690 | 2,702,105,137 |
Total increase (decrease) in net assets | (110,122,508) | 3,726,652,558 |
Net Assets | | |
Beginning of period | 5,985,049,450 | 2,258,396,892 |
End of period | $5,874,926,942 | $5,985,049,450 |
Other Information | | |
Shares | | |
Sold | 100,667,039 | 291,393,514 |
Issued in reinvestment of distributions | 49,328,613 | 5,908,191 |
Redeemed | (68,429,558) | (16,184,874) |
Net increase (decrease) | 81,566,094 | 281,116,831 |
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, | | | |
| 2022 | 2021 | 2020 | 2019 | 2018 A |
Selected Per–Share Data | | | | | |
Net asset value, beginning of period | $10.03 | $7.16 | $9.19 | $8.93 | $10.00 |
Income from Investment Operations | | | | | |
Net investment income (loss)B,C | .22 | .38 | .24 | .37 | .28 |
Net realized and unrealized gain (loss) | (.78) | 2.63 | (1.95) | .07 | (1.34) |
Total from investment operations | (.56) | 3.01 | (1.71) | .44 | (1.06) |
Distributions from net investment income | (.46) | (.14) | (.32) | (.18) | (.01) |
Distributions from net realized gain | (.35) | – | – | –D | – |
Total distributions | (.81) | (.14) | (.32) | (.18) | (.01) |
Net asset value, end of period | $8.66 | $10.03 | $7.16 | $9.19 | $8.93 |
Total ReturnE,F | (5.96)% | 42.33% | (19.36)% | 5.12% | (10.64)% |
Ratios to Average Net AssetsC,G,H | | | | | |
Expenses before reductions | .16%I | .17% | .18% | .26% | .37%I |
Expenses net of fee waivers, if any | .16%I | .17% | .18% | .20% | .20%I |
Expenses net of all reductions | .16%I | .17% | .18% | .20% | .20%I |
Net investment income (loss) | 4.62%I | 3.84% | 3.04% | 4.22% | 3.32%I |
Supplemental Data | | | | | |
Net assets, end of period (000 omitted) | $5,874,927 | $5,985,049 | $2,258,397 | $1,036,532 | $475,509 |
Portfolio turnover rateJ | 81%I | 60% | 57% | 59% | 54%I |
A For the period December 19, 2017 (commencement of operations) through October 31, 2018.
B Calculated based on average shares outstanding during the period.
C Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any such underlying funds is not included in the Fund's net investment income (loss) ratio.
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 adviser, 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.
Notes to Financial Statements (Unaudited)
For the period ended April 30, 2022
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% |
(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 – unadjusted quoted prices in active markets for identical investments
- Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
- Level 3 – unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value 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, 2022 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. Commissions paid to certain brokers with whom the investment adviser, or its affiliates, places trades on behalf of a fund include an amount in addition to trade execution, which may be rebated back to a fund. Any such rebates are included in net realized gain (loss) on investments in the Statement of Operations. 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. Funds may file withholding tax reclaims in certain jurisdictions to recover a portion of amounts previously withheld. Any withholding tax reclaims income is included in the Statement of Operations in foreign taxes withheld. Any receivables for withholding tax reclaims are included in the Statement of Assets and Liabilities in reclaims receivable.
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), 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 | $394,243,298 |
Gross unrealized depreciation | (683,048,166) |
Net unrealized appreciation (depreciation) | $(288,804,868) |
Tax cost | $6,120,721,142 |
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 in-kind transactions, as applicable, are noted in the table below.
| Purchases ($) | Sales ($) |
Fidelity SAI International Value Index Fund | 2,768,343,101 | 2,382,055,833 |
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 Value Index Fund | Borrower | $60,842,625 | .35% | $4,754 |
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. During the period there were no interfund trades.
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. During the period, there were no borrowings on this line of credit.
| Amount |
Fidelity SAI International Value Index Fund | $4,961 |
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 | $38,192 | $– | $– |
9. Other.
A 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, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a 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 | 65% | 26% |
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 | 91% |
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, 2021 to April 30, 2022).
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. In addition, if these transactional costs were included, your costs would have been higher.
| Annualized Expense Ratio-A | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses Paid During Period-B November 1, 2021 to April 30, 2022 |
Fidelity SAI International Value Index Fund | .16% | | | |
Actual | | $1,000.00 | $940.40 | $.77 |
Hypothetical-C | | $1,000.00 | $1,024.00 | $.80 |
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, 2020 through November 30, 2021. 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-0622
1.9885502.104
Fidelity® SAI Emerging Markets Value Index Fund
Offered exclusively to certain clients of the Adviser, or its affiliates, including Strategic Advisers LLC (SAI) - not available for sale to the general public. Fidelity SAI is a product name of Fidelity® funds dedicated to certain programs affiliated with SAI.
Semi-Annual Report
April 30, 2022


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 Fidelity Product Services LLC (FPS), and FPS 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 relationship between FPS 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. © 2022 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 COVID-19 emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and corporate earnings. On March 11, 2020, the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread. The pandemic prompted a number of measures to limit the spread of COVID-19, 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. To help stem the turmoil, the U.S. government took unprecedented action – in concert with the U.S. Federal Reserve and central banks around the world – to help support consumers, businesses, and the broader economy, and to limit disruption to the financial system.
In general, the overall impact of the pandemic lessened in 2021, amid a resilient economy and widespread distribution of three COVID-19 vaccines granted emergency use authorization from the U.S. Food and Drug Administration (FDA) early in the year. Still, the situation remains dynamic, and the extent and duration of its influence on financial markets and the economy is highly uncertain, due in part to a recent spike in cases based on highly contagious variants of the coronavirus.
Extreme events such as the COVID-19 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 continue to take extra steps to be responsive to customer needs. We encourage you to visit us online, 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, 2022 |
| Taiwan | 15.9% |
| India | 15.7% |
| China | 13.8% |
| Korea (South) | 13.2% |
| Cayman Islands | 9.5% |
| Brazil | 5.9% |
| Saudi Arabia | 4.2% |
| South Africa | 4.1% |
| Hong Kong | 2.1% |
| Other* | 15.6% |

* 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, 2022
| % of fund's net assets |
Stocks and Equity Futures | 100.0 |
Top Ten Stocks as of April 30, 2022
| % of fund's net assets |
Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan, Semiconductors & Semiconductor Equipment) | 4.3 |
Samsung Electronics Co. Ltd. (Korea (South), Technology Hardware, Storage & Peripherals) | 3.7 |
Tencent Holdings Ltd. (Cayman Islands, Interactive Media & Services) | 3.3 |
Alibaba Group Holding Ltd. sponsored ADR (Cayman Islands, Internet & Direct Marketing Retail) | 3.1 |
China Construction Bank Corp. (H Shares) (China, Banks) | 2.1 |
Vale SA (Brazil, Metals & Mining) | 1.7 |
Petroleo Brasileiro SA - Petrobras (PN) (non-vtg.) (Brazil, Oil, Gas & Consumable Fuels) | 1.7 |
Industrial & Commercial Bank of China Ltd. (H Shares) (China, Banks) | 1.6 |
Hon Hai Precision Industry Co. Ltd. (Foxconn) (Taiwan, Electronic Equipment & Components) | 1.6 |
Bank of China Ltd. (H Shares) (China, Banks) | 1.5 |
| 24.6 |
Market Sectors as of April 30, 2022
| % of fund's net assets |
Financials | 23.4 |
Information Technology | 19.9 |
Consumer Discretionary | 12.9 |
Communication Services | 10.9 |
Materials | 9.4 |
Industrials | 5.0 |
Consumer Staples | 5.0 |
Energy | 4.9 |
Health Care | 3.4 |
Utilities | 2.2 |
Real Estate | 1.8 |
Schedule of Investments April 30, 2022 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 96.4% | | | |
| | Shares | Value |
Bermuda - 0.4% | | | |
Credicorp Ltd. (United States) | | 31,516 | $4,377,257 |
Kunlun Energy Co. Ltd. | | 7,578,000 | 6,288,882 |
|
TOTAL BERMUDA | | | 10,666,139 |
|
Brazil - 3.6% | | | |
Banco do Brasil SA | | 2,866,400 | 19,260,269 |
Companhia Siderurgica Nacional SA (CSN) | | 1,335,600 | 5,692,026 |
JBS SA | | 1,458,500 | 11,166,016 |
Telefonica Brasil SA | | 499,500 | 5,373,923 |
Vale SA | | 2,783,600 | 46,894,901 |
Vibra Energia SA | | 2,106,500 | 8,998,732 |
|
TOTAL BRAZIL | | | 97,385,867 |
|
British Virgin Islands - 0.0% | | | |
VK Co. Ltd. GDR (Reg. S) (a)(b) | | 217,763 | 73,240 |
Cayman Islands - 9.5% | | | |
Alibaba Group Holding Ltd. sponsored ADR (a) | | 852,689 | 82,787,575 |
Autohome, Inc. ADR Class A | | 103,316 | 3,003,396 |
China Feihe Ltd. (c) | | 4,939,000 | 4,695,843 |
China Hongqiao Group Ltd. | | 4,340,000 | 5,399,957 |
CIFI Holdings Group Co. Ltd. | | 7,593,000 | 3,652,367 |
Country Garden Holdings Co. Ltd. | | 15,170,000 | 10,492,740 |
Daqo New Energy Corp. ADR (a) | | 121,951 | 5,069,503 |
Hengan International Group Co. Ltd. | | 1,328,000 | 6,275,898 |
Kingboard Chemical Holdings Ltd. | | 1,362,500 | 6,134,135 |
Lufax Holding Ltd. ADR | | 1,073,989 | 5,960,639 |
Meituan Class B (a)(c) | | 257,800 | 5,523,728 |
New Oriental Education & Technology Group, Inc. sponsored ADR (a) | | 308,952 | 3,877,348 |
Sunac China Holdings Ltd. (b)(d) | | 5,665,000 | 2,810,481 |
Tencent Holdings Ltd. | | 1,890,800 | 89,103,733 |
Tingyi (Cayman Islands) Holding Corp. | | 3,682,000 | 6,720,246 |
Vipshop Holdings Ltd. ADR (a) | | 749,268 | 5,739,393 |
WH Group Ltd. (c) | | 16,027,500 | 11,068,586 |
|
TOTAL CAYMAN ISLANDS | | | 258,315,568 |
|
Chile - 0.4% | | | |
Cencosud SA | | 2,755,841 | 4,411,233 |
Empresas CMPC SA | | 2,185,466 | 3,257,338 |
Falabella SA | | 1,490,019 | 4,184,759 |
|
TOTAL CHILE | | | 11,853,330 |
|
China - 13.8% | | | |
Agricultural Bank of China Ltd. (H Shares) | | 62,952,000 | 23,610,898 |
Anhui Conch Cement Co. Ltd. (H Shares) | | 2,344,500 | 12,740,096 |
Bank of China Ltd. (H Shares) | | 103,184,000 | 40,487,607 |
Bank of Communications Co. Ltd. (H Shares) | | 43,739,000 | 30,437,491 |
China CITIC Bank Corp. Ltd. (H Shares) | | 18,592,000 | 9,449,381 |
China Construction Bank Corp. (H Shares) | | 80,899,000 | 57,632,385 |
China Galaxy Securities Co. Ltd. (H Shares) | | 6,878,000 | 3,741,102 |
China Life Insurance Co. Ltd. (H Shares) | | 14,753,000 | 21,438,658 |
China Minsheng Banking Corp. Ltd. (H Shares) | | 12,779,500 | 4,845,899 |
China National Building Materials Co. Ltd. (H Shares) | | 9,336,000 | 12,424,469 |
China Railway Group Ltd. (H Shares) | | 8,616,000 | 6,034,329 |
China Tower Corp. Ltd. (H Shares) (c) | | 88,874,000 | 10,372,430 |
COSCO SHIPPING Holdings Co. Ltd. (H Shares) | | 6,651,300 | 10,347,845 |
Dongfeng Motor Group Co. Ltd. (H Shares) | | 5,030,000 | 3,669,363 |
Guangzhou Automobile Group Co. Ltd. (H Shares) | | 5,590,000 | 4,739,740 |
Industrial & Commercial Bank of China Ltd. (H Shares) | | 73,997,000 | 44,605,888 |
New China Life Insurance Co. Ltd. (H Shares) | | 1,588,300 | 4,024,274 |
People's Insurance Co. of China Group Ltd. (H Shares) | | 16,798,000 | 5,351,065 |
PetroChina Co. Ltd. (H Shares) | | 34,956,000 | 16,593,405 |
PICC Property & Casualty Co. Ltd. (H Shares) | | 13,678,000 | 13,990,124 |
Ping An Insurance Group Co. of China Ltd. (H Shares) | | 2,662,000 | 16,825,754 |
Postal Savings Bank of China Co. Ltd. (H Shares) (c) | | 17,390,000 | 13,184,749 |
Sinopharm Group Co. Ltd. (H Shares) | | 2,748,000 | 6,323,642 |
|
TOTAL CHINA | | | 372,870,594 |
|
Colombia - 0.1% | | | |
Grupo de Inversiones Suramerica SA | | 214,610 | 2,174,295 |
Czech Republic - 0.2% | | | |
CEZ A/S | | 113,766 | 4,881,750 |
Egypt - 0.1% | | | |
Commercial International Bank SAE | | 742,564 | 1,799,182 |
Greece - 0.3% | | | |
Alpha Bank SA (a) | | 3,303,469 | 3,718,526 |
National Bank of Greece SA (a) | | 1,123,979 | 4,458,237 |
|
TOTAL GREECE | | | 8,176,763 |
|
Hong Kong - 2.1% | | | |
China Merchants Holdings International Co. Ltd. | | 2,672,000 | 4,664,769 |
China Overseas Land and Investment Ltd. | | 7,377,500 | 22,791,162 |
China Taiping Insurance Group Ltd. | | 2,870,800 | 3,282,088 |
CITIC Pacific Ltd. | | 13,107,000 | 13,559,323 |
Lenovo Group Ltd. | | 13,846,000 | 13,444,511 |
|
TOTAL HONG KONG | | | 57,741,853 |
|
Hungary - 0.2% | | | |
MOL Hungarian Oil and Gas PLC Series A (For. Reg.) | | 113,939 | 971,935 |
Richter Gedeon PLC | | 258,664 | 5,159,048 |
|
TOTAL HUNGARY | | | 6,130,983 |
|
India - 15.7% | | | |
Aurobindo Pharma Ltd. | | 575,988 | 4,703,932 |
Bajaj Auto Ltd. | | 137,686 | 6,674,679 |
Bharat Petroleum Corp. Ltd. | | 1,807,140 | 8,494,077 |
Cipla Ltd./India (a) | | 1,001,874 | 12,771,565 |
Dr. Reddy's Laboratories Ltd. | | 239,355 | 12,875,372 |
HCL Technologies Ltd. | | 2,152,028 | 30,106,032 |
Hero Motocorp Ltd. | | 265,985 | 8,629,940 |
Hindustan Petroleum Corp. Ltd. | | 1,307,336 | 4,589,230 |
Indian Oil Corp. Ltd. | | 5,205,579 | 8,481,969 |
Infosys Ltd. | | 1,643,297 | 33,264,771 |
ITC Ltd. | | 5,857,041 | 19,716,807 |
Jindal Steel & Power Ltd. | | 788,655 | 5,492,676 |
Lupin Ltd. | | 473,870 | 4,587,341 |
Mahindra & Mahindra Ltd. | | 1,960,424 | 23,458,021 |
Maruti Suzuki India Ltd. | | 262,104 | 26,219,574 |
MRF Ltd. | | 4,256 | 4,020,722 |
NTPC Ltd. | | 9,419,763 | 19,096,258 |
Oil & Natural Gas Corp. Ltd. | | 7,471,654 | 15,465,592 |
Power Finance Corp. Ltd. | | 2,378,798 | 3,634,903 |
Reliance Industries Ltd. | | 601,380 | 21,763,140 |
State Bank of India | | 3,350,863 | 21,495,356 |
Steel Authority of India Ltd. | | 2,960,291 | 3,685,008 |
Sun Pharmaceutical Industries Ltd. | | 2,097,009 | 25,317,983 |
Tata Motors Ltd. (a) | | 4,058,132 | 22,937,003 |
Tata Steel Ltd. | | 1,550,233 | 25,422,752 |
Tech Mahindra Ltd. | | 1,229,776 | 20,060,591 |
Vedanta Ltd. | | 2,579,346 | 13,551,755 |
Wipro Ltd. | | 2,835,628 | 18,608,668 |
|
TOTAL INDIA | | | 425,125,717 |
|
Indonesia - 1.9% | | | |
PT Adaro Energy Tbk | | 9,875,400 | 2,256,282 |
PT Astra International Tbk | | 41,454,700 | 21,645,219 |
PT Indofood Sukses Makmur Tbk | | 8,989,900 | 3,911,953 |
PT Telkom Indonesia Persero Tbk | | 77,832,200 | 24,778,726 |
|
TOTAL INDONESIA | | | 52,592,180 |
|
Korea (South) - 13.2% | | | |
BNK Financial Group, Inc. | | 594,105 | 3,665,066 |
DL E&C Co. Ltd. | | 67,001 | 3,134,448 |
E-Mart, Inc. | | 39,239 | 4,038,793 |
Hana Financial Group, Inc. | | 595,260 | 21,982,520 |
Hankook Tire Co. Ltd. | | 162,364 | 4,432,668 |
Hyundai Mobis | | 135,578 | 21,939,498 |
Industrial Bank of Korea | | 545,983 | 4,818,682 |
KB Financial Group, Inc. | | 736,048 | 34,061,875 |
Kia Corp. | | 547,912 | 35,746,592 |
Korea Investment Holdings Co. Ltd. | | 94,981 | 5,237,842 |
LG Corp. | | 241,527 | 13,873,629 |
LG Display Co. Ltd. | | 454,339 | 5,904,926 |
LG Electronics, Inc. | | 179,689 | 16,187,362 |
POSCO | | 150,230 | 34,119,122 |
Samsung Electronics Co. Ltd. | | 1,914,679 | 101,497,453 |
Shinhan Financial Group Co. Ltd. | | 1,024,202 | 33,847,764 |
Woori Financial Group, Inc. | | 1,125,893 | 12,974,579 |
|
TOTAL KOREA (SOUTH) | | | 357,462,819 |
|
Kuwait - 1.0% | | | |
Agility Public Warehousing Co. KSC | | 2,694,492 | 10,988,956 |
Mobile Telecommunication Co. | | 4,342,092 | 9,647,519 |
National Bank of Kuwait | | 894,328 | 3,069,602 |
National Industries Group Holding SAK | | 3,730,391 | 3,833,844 |
|
TOTAL KUWAIT | | | 27,539,921 |
|
Luxembourg - 0.2% | | | |
Ternium SA sponsored ADR | | 100,508 | 4,311,793 |
Malaysia - 1.6% | | | |
Axiata Group Bhd | | 8,936,600 | 7,182,707 |
Genting Bhd | | 4,367,100 | 4,621,944 |
Hartalega Holdings Bhd | | 3,439,700 | 3,420,817 |
IHH Healthcare Bhd | | 6,230,800 | 9,398,096 |
Kuala Lumpur Kepong Bhd | | 699,200 | 4,740,180 |
PPB Group Bhd | | 633,400 | 2,459,562 |
Tenaga Nasional Bhd | | 4,301,900 | 8,927,915 |
Top Glove Corp. Bhd | | 9,748,600 | 3,701,759 |
|
TOTAL MALAYSIA | | | 44,452,980 |
|
Mexico - 1.8% | | | |
Alfa SA de CV Series A | | 5,570,100 | 3,731,324 |
America Movil S.A.B. de CV Series L | | 36,575,500 | 35,595,983 |
Arca Continental S.A.B. de CV | | 423,900 | 2,689,869 |
Fibra Uno Administracion SA de CV | | 6,071,300 | 6,658,452 |
|
TOTAL MEXICO | | | 48,675,628 |
|
Philippines - 0.7% | | | |
Aboitiz Equity Ventures, Inc. | | 3,086,760 | 2,991,124 |
Ayala Corp. | | 491,430 | 6,903,543 |
JG Summit Holdings, Inc. | | 5,964,380 | 6,334,570 |
PLDT, Inc. | | 117,745 | 4,182,829 |
|
TOTAL PHILIPPINES | | | 20,412,066 |
|
Poland - 0.7% | | | |
Cyfrowy Polsat SA | | 550,097 | 2,995,446 |
KGHM Polska Miedz SA (Bearer) | | 202,773 | 6,559,345 |
PGE Polska Grupa Energetyczna SA (a) | | 1,646,651 | 3,662,044 |
Polish Oil & Gas Co. SA | | 3,207,728 | 4,494,244 |
|
TOTAL POLAND | | | 17,711,079 |
|
Qatar - 1.1% | | | |
Barwa Real Estate Co. (a)(e) | | 3,771,217 | 3,515,695 |
Qatar National Bank SAQ (a) | | 4,193,897 | 26,775,068 |
|
TOTAL QATAR | | | 30,290,763 |
|
Russia - 0.1% | | | |
Gazprom OAO (b) | | 9,889,350 | 1,349,529 |
Inter Rao Ues JSC (b) | | 63,735,100 | 458,250 |
Magnit OJSC (b) | | 135,409 | 3,628 |
Mobile TeleSystems OJSC sponsored ADR (b) | | 753,517 | 750,495 |
Sberbank of Russia (b) | | 440,500 | 3,532 |
Surgutneftegas OJSC (b) | | 29,672,400 | 473,506 |
VTB Bank OJSC (b) | | 9,075,720,096 | 452,196 |
|
TOTAL RUSSIA | | | 3,491,136 |
|
Saudi Arabia - 4.2% | | | |
Almarai Co. Ltd. | | 511,922 | 7,097,138 |
Banque Saudi Fransi | | 475,514 | 6,871,296 |
Etihad Etisalat Co. | | 772,712 | 8,910,044 |
Jarir Marketing Co. | | 120,420 | 6,164,189 |
Riyad Bank | | 2,665,921 | 28,999,034 |
Saudi Electricity Co. (e) | | 1,621,282 | 11,692,353 |
Saudi Telecom Co. | | 1,228,777 | 38,002,061 |
The Savola Group | | 535,801 | 5,099,738 |
|
TOTAL SAUDI ARABIA | | | 112,835,853 |
|
South Africa - 4.1% | | | |
AngloGold Ashanti Ltd. | | 754,104 | 15,442,582 |
Aspen Pharmacare Holdings Ltd. | | 503,909 | 5,391,781 |
Foschini Group Ltd./The (d) | | 677,915 | 5,915,627 |
Impala Platinum Holdings Ltd. | | 1,736,458 | 22,461,809 |
MTN Group Ltd. (d) | | 2,855,269 | 30,282,970 |
Sibanye-Stillwater Ltd. | | 5,463,997 | 18,903,535 |
Tiger Brands Ltd. | | 335,970 | 3,271,094 |
Truworths International Ltd. | | 864,925 | 3,055,516 |
Woolworths Holdings Ltd. | | 1,555,489 | 5,823,041 |
|
TOTAL SOUTH AFRICA | | | 110,547,955 |
|
Taiwan - 15.9% | | | |
Acer, Inc. | | 6,043,000 | 5,609,571 |
ASUSTeK Computer, Inc. | | 1,430,000 | 17,210,133 |
AU Optronics Corp. | | 18,331,000 | 10,476,328 |
Catcher Technology Co. Ltd. | | 1,560,000 | 7,637,815 |
Cheng Shin Rubber Industry Co. Ltd. | | 3,919,700 | 4,419,915 |
Compal Electronics, Inc. | | 8,213,000 | 6,166,330 |
Evergreen Marine Corp. (Taiwan) | | 5,201,000 | 25,014,879 |
Far Eastern New Century Corp. | | 7,535,000 | 7,642,604 |
Foxconn Technology Co. Ltd. | | 2,173,000 | 4,308,219 |
Fubon Financial Holding Co. Ltd. | | 13,596,872 | 34,159,741 |
Hon Hai Precision Industry Co. Ltd. (Foxconn) | | 12,659,000 | 43,395,050 |
Innolux Corp. | | 21,626,000 | 9,853,234 |
Largan Precision Co. Ltd. | | 191,000 | 10,844,851 |
Lite-On Technology Corp. | | 4,381,000 | 9,604,169 |
Macronix International Co. Ltd. | | 3,801,000 | 4,839,072 |
Nanya Technology Corp. | | 2,410,000 | 5,276,583 |
Novatek Microelectronics Corp. | | 438,000 | 5,797,359 |
Pegatron Corp. | | 4,182,000 | 9,913,251 |
Pou Chen Corp. | | 5,190,000 | 5,415,379 |
Powertech Technology, Inc. | | 1,500,000 | 4,715,753 |
Radiant Opto-Electronics Corp. | | 952,000 | 3,284,221 |
Shin Kong Financial Holding Co. Ltd. | | 23,845,309 | 7,889,177 |
Simplo Technology Co. Ltd. | | 348,000 | 3,421,671 |
Taiwan Semiconductor Manufacturing Co. Ltd. | | 6,394,000 | 115,685,280 |
Unified-President Enterprises Corp. | | 9,462,000 | 21,903,734 |
United Microelectronics Corp. | | 16,450,000 | 26,146,928 |
Winbond Electronics Corp. | | 5,706,000 | 5,154,393 |
Yang Ming Marine Transport Corp. (a) | | 3,576,000 | 14,927,146 |
|
TOTAL TAIWAN | | | 430,712,786 |
|
Thailand - 1.7% | | | |
Advanced Information Service PCL NVDR | | 1,207,500 | 7,556,042 |
Charoen Pokphand Foods PCL: | | | |
(For. Reg.) | | 255,600 | 179,676 |
(NVDR) | | 6,817,300 | 4,792,271 |
Kasikornbank PCL: | | | |
NVDR | | 2,335,200 | 10,346,321 |
(For. Reg.) | | 42,100 | 186,528 |
PTT Global Chemical PCL NVDR | | 3,416,100 | 4,957,060 |
SCB X PCL: | | | |
(For. Reg.) | | 137,350 | 454,194 |
NVDR unit | | 1,254,100 | 4,147,106 |
Siam Commercial Bank PCL (NVDR) | | 1,254,100 | 4,214,538 |
Thai Beverage PCL | | 17,490,100 | 8,615,788 |
|
TOTAL THAILAND | | | 45,449,524 |
|
Turkey - 0.2% | | | |
Koc Holding A/S | | 1,946,104 | 5,268,862 |
Turkiye Garanti Bankasi A/S | | 1,357,171 | 1,369,213 |
|
TOTAL TURKEY | | | 6,638,075 |
|
United Arab Emirates - 1.6% | | | |
Dubai Islamic Bank Pakistan Ltd. (a) | | 947,396 | 1,663,659 |
Emirates NBD Bank PJSC (a) | | 5,045,176 | 20,946,879 |
Emirates Telecommunications Corp. | | 2,074,776 | 19,770,262 |
|
TOTAL UNITED ARAB EMIRATES | | | 42,380,800 |
|
TOTAL COMMON STOCKS | | | |
(Cost $2,723,108,138) | | | 2,612,700,639 |
|
Nonconvertible Preferred Stocks - 2.4% | | | |
Brazil - 2.3% | | | |
Bradespar SA (PN) | | 577,700 | 3,422,533 |
Companhia Energetica de Minas Gerais (CEMIG) (PN) | | 2,793,200 | 8,288,159 |
Metalurgica Gerdau SA (PN) | | 1,563,900 | 3,593,464 |
Petroleo Brasileiro SA - Petrobras (PN) (non-vtg.) | | 7,624,500 | 46,697,450 |
|
TOTAL BRAZIL | | | 62,001,606 |
|
Colombia - 0.1% | | | |
Bancolombia SA (PN) | | 257,286 | 2,496,155 |
Russia - 0.0% | | | |
AK Transneft OAO (b) | | 2,792 | 1,056,538 |
TOTAL NONCONVERTIBLE PREFERRED STOCKS | | | |
(Cost $60,004,040) | | | 65,554,299 |
| | Principal Amount | Value |
|
Government Obligations - 0.1% | | | |
United States of America - 0.1% | | | |
U.S. Treasury Bills, yield at date of purchase 1.23% 1/26/23 (Cost $1,882,693)(f) | | 1,900,000 | 1,876,946 |
| | Shares | Value |
|
Money Market Funds - 1.9% | | | |
Fidelity Cash Central Fund 0.32% (g) | | 17,155,927 | 17,159,358 |
Fidelity Securities Lending Cash Central Fund 0.32% (g)(h) | | 34,375,037 | 34,378,475 |
TOTAL MONEY MARKET FUNDS | | | |
(Cost $51,537,833) | | | 51,537,833 |
TOTAL INVESTMENT IN SECURITIES - 100.8% | | | |
(Cost $2,836,532,704) | | | 2,731,669,717 |
NET OTHER ASSETS (LIABILITIES) - (0.8)% | | | (21,070,755) |
NET ASSETS - 100% | | | $2,710,598,962 |
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) | 613 | June 2022 | $32,409,310 | $(404,153) | $(404,153) |
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) 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 $44,845,336 or 1.7% 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 $1,876,946.
(g) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
(h) Investment made with cash collateral received from securities on loan.
Affiliated Central Funds
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Fund | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain/Loss | Change in Unrealized appreciation (depreciation) | Value, end of period | % ownership, end of period |
Fidelity Cash Central Fund 0.32% | $20,250,590 | $586,740,062 | $589,831,294 | $16,297 | $-- | $-- | $17,159,358 | 0.0% |
Fidelity Securities Lending Cash Central Fund 0.32% | 6,606,250 | 123,905,630 | 96,133,405 | 52,823 | -- | -- | 34,378,475 | 0.1% |
Total | $26,856,840 | $710,645,692 | $685,964,699 | $69,120 | $-- | $-- | $51,537,833 | |
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, 2022, 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 | $297,581,806 | $120,303,188 | $176,454,883 | $823,735 |
Consumer Discretionary | 346,827,527 | 111,751,996 | 235,075,531 | -- |
Consumer Staples | 132,858,053 | 30,463,994 | 102,390,431 | 3,628 |
Energy | 132,686,897 | 47,669,385 | 82,137,939 | 2,879,573 |
Financials | 630,418,594 | 129,977,086 | 499,985,780 | 455,728 |
Health Care | 93,651,336 | 5,159,048 | 88,492,288 | -- |
Industrials | 139,251,195 | 23,822,986 | 115,428,209 | -- |
Information Technology | 543,430,801 | 5,069,503 | 538,361,298 | -- |
Materials | 248,332,221 | 67,172,055 | 181,160,166 | -- |
Real Estate | 49,920,897 | 10,174,147 | 36,936,269 | 2,810,481 |
Utilities | 63,295,611 | 24,862,262 | 37,975,099 | 458,250 |
Government Obligations | 1,876,946 | -- | 1,876,946 | -- |
Money Market Funds | 51,537,833 | 51,537,833 | -- | -- |
Total Investments in Securities: | $2,731,669,717 | $627,963,483 | $2,096,274,839 | $7,431,395 |
Derivative Instruments: | | | | |
Liabilities | | | | |
Futures Contracts | $(404,153) | $(404,153) | $-- | $-- |
Total Liabilities | $(404,153) | $(404,153) | $-- | $-- |
Total Derivative Instruments: | $(404,153) | $(404,153) | $-- | $-- |
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, 2022. 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) | $0 | $(404,153) |
Total Equity Risk | 0 | (404,153) |
Total Value of Derivatives | $0 | $(404,153) |
(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, 2022 (Unaudited) |
Assets | | |
Investment in securities, at value (including securities loaned of $26,599,834) — See accompanying schedule: Unaffiliated issuers (cost $2,784,994,871) | $2,680,131,884 | |
Fidelity Central Funds (cost $51,537,833) | 51,537,833 | |
Total Investment in Securities (cost $2,836,532,704) | | $2,731,669,717 |
Segregated cash with brokers for derivative instruments | | 175,393 |
Foreign currency held at value (cost $16,884,468) | | 16,777,759 |
Dividends receivable | | 7,808,791 |
Distributions receivable from Fidelity Central Funds | | 23,804 |
Receivable for daily variation margin on futures contracts | | 168,167 |
Prepaid expenses | | 531 |
Other receivables | | 4,595 |
Total assets | | 2,756,628,757 |
Liabilities | | |
Payable for investments purchased | | |
Regular delivery | $4,069,074 | |
Delayed delivery | 1,385,367 | |
Accrued management fee | 351,091 | |
Other payables and accrued expenses | 5,845,788 | |
Collateral on securities loaned | 34,378,475 | |
Total liabilities | | 46,029,795 |
Net Assets | | $2,710,598,962 |
Net Assets consist of: | | |
Paid in capital | | $2,861,723,921 |
Total accumulated earnings (loss) | | (151,124,959) |
Net Assets | | $2,710,598,962 |
Net Asset Value, offering price and redemption price per share ($2,710,598,962 ÷ 217,619,373 shares) | | $12.46 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
| | Six months ended April 30, 2022 (Unaudited) |
Investment Income | | |
Dividends | | $37,069,055 |
Non-Cash dividends | | 2,879,086 |
Interest | | 2,743 |
Income from Fidelity Central Funds (including $52,823 from security lending) | | 69,120 |
Income before foreign taxes withheld | | 40,020,004 |
Less foreign taxes withheld | | (4,654,875) |
Total income | | 35,365,129 |
Expenses | | |
Management fee | $1,886,781 | |
Custodian fees and expenses | 724,510 | |
Independent trustees' fees and expenses | 3,473 | |
Registration fees | 97,954 | |
Audit | 36,034 | |
Legal | 1,761 | |
Interest | 5,017 | |
Miscellaneous | 3,523 | |
Total expenses | | 2,759,053 |
Net investment income (loss) | | 32,606,076 |
Realized and Unrealized Gain (Loss) | | |
Net realized gain (loss) on: | | |
Investment securities: | | |
Unaffiliated issuers (net of foreign taxes of $1,576,887) | (57,708,945) | |
Foreign currency transactions | (628,309) | |
Futures contracts | 4,665,898 | |
Total net realized gain (loss) | | (53,671,356) |
Change in net unrealized appreciation (depreciation) on: | | |
Investment securities: | | |
Unaffiliated issuers (net of decrease in deferred foreign taxes of $3,051,032) | (221,783,058) | |
Assets and liabilities in foreign currencies | (366,795) | |
Futures contracts | (236,336) | |
Total change in net unrealized appreciation (depreciation) | | (222,386,189) |
Net gain (loss) | | (276,057,545) |
Net increase (decrease) in net assets resulting from operations | | $(243,451,469) |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
| Six months ended April 30, 2022 (Unaudited) | Year ended October 31, 2021 |
Increase (Decrease) in Net Assets | | |
Operations | | |
Net investment income (loss) | $32,606,076 | $50,228,082 |
Net realized gain (loss) | (53,671,356) | 49,414,723 |
Change in net unrealized appreciation (depreciation) | (222,386,189) | 83,259,274 |
Net increase (decrease) in net assets resulting from operations | (243,451,469) | 182,902,079 |
Distributions to shareholders | (110,523,013) | (13,732,853) |
Share transactions | | |
Proceeds from sales of shares | 984,000,001 | 949,000,000 |
Reinvestment of distributions | 110,523,013 | 13,732,853 |
Cost of shares redeemed | – | (28) |
Net increase (decrease) in net assets resulting from share transactions | 1,094,523,014 | 962,732,825 |
Total increase (decrease) in net assets | 740,548,532 | 1,131,902,051 |
Net Assets | | |
Beginning of period | 1,970,050,430 | 838,148,379 |
End of period | $2,710,598,962 | $1,970,050,430 |
Other Information | | |
Shares | | |
Sold | 71,983,087 | 65,341,811 |
Issued in reinvestment of distributions | 8,108,805 | 1,030,995 |
Redeemed | – | (2) |
Net increase (decrease) | 80,091,892 | 66,372,804 |
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, | |
| 2022 | 2021 | 2020 A |
Selected Per–Share Data | | | |
Net asset value, beginning of period | $14.32 | $11.78 | $10.00 |
Income from Investment Operations | | | |
Net investment income (loss)B,C | .18 | .51 | .19 |
Net realized and unrealized gain (loss) | (1.35) | 2.22 | 1.59 |
Total from investment operations | (1.17) | 2.73 | 1.78 |
Distributions from net investment income | (.37) | (.17) | – |
Distributions from net realized gain | (.32) | (.02) | – |
Total distributions | (.69) | (.19) | – |
Net asset value, end of period | $12.46 | $14.32 | $11.78 |
Total ReturnD,E | (8.62)% | 23.32% | 17.80% |
Ratios to Average Net AssetsC,F,G | | | |
Expenses before reductions | .22%H | .22% | .27%H,I |
Expenses net of fee waivers, if any | .22%H | .22% | .25%H |
Expenses net of all reductions | .22%H | .22% | .25%H |
Net investment income (loss) | 2.60%H | 3.53% | 3.43%H |
Supplemental Data | | | |
Net assets, end of period (000 omitted) | $2,710,599 | $1,970,050 | $838,148 |
Portfolio turnover rateJ | 30%H | 33% | 17%K |
A For the period May 12, 2020 (commencement of operations) through October 31, 2020.
B Calculated based on average shares outstanding during the period.
C Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any such underlying funds is not included in the Fund's net investment income (loss) ratio.
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 adviser, 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, 2022
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. 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% |
(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 – unadjusted quoted prices in active markets for identical investments
- Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
- Level 3 – unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value 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, 2022 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. Commissions paid to certain brokers with whom the investment adviser, or its affiliates, places trades on behalf of a fund include an amount in addition to trade execution, which may be rebated back to a fund. Any such rebates are included in net realized gain (loss) on investments in the Statement of Operations. 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. Funds may file withholding tax reclaims in certain jurisdictions to recover a portion of amounts previously withheld. Any withholding tax reclaims income is included in the Statement of Operations in foreign taxes withheld. Any receivables for withholding tax reclaims are included in the Statement of Assets and Liabilities in dividends receivable.
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 | $264,218,145 |
Gross unrealized depreciation | (378,664,507) |
Net unrealized appreciation (depreciation) | $(114,446,362) |
Tax cost | $2,845,711,926 |
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, as applicable, are noted in the table below.
| Purchases ($) | Sales ($) |
Fidelity SAI Emerging Markets Value Index Fund | 1,378,123,239 | 372,812,980 |
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 | $20,123,762 | .41% | $4,853 |
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. During the period there were no interfund trades.
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. During the period, there were no borrowings on this line of credit.
| Amount |
Fidelity SAI Emerging Markets Value Index Fund | $1,898 |
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 Value Index Fund | $5,594 | $– | $– |
9. Bank Borrowings.
The Fund is permitted to have bank borrowings for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity requirements. The 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 Value Index Fund | $2,540,000 | .58% | $164 |
10. Other.
A 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, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a 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 | 34% | 66% |
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% |
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, 2021 to April 30, 2022).
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. In addition, if these transactional costs were included, your costs would have been higher.
| Annualized Expense Ratio-A | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses Paid During Period-B November 1, 2021 to April 30, 2022 |
Fidelity SAI Emerging Markets Value Index Fund | .22% | | | |
Actual | | $1,000.00 | $913.80 | $1.04 |
Hypothetical-C | | $1,000.00 | $1,023.70 | $1.10 |
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, 2020 through November 30, 2021. 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-0622
1.9900584.101
Fidelity® SAI International Momentum Index Fund
Offered exclusively to certain clients of the Adviser, or its affiliates, including Strategic Advisers LLC (SAI) - not available for sale to the general public. Fidelity SAI is a product name of Fidelity® funds dedicated to certain programs affiliated with SAI.
Semi-Annual Report
April 30, 2022


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. © 2022 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 COVID-19 emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and corporate earnings. On March 11, 2020, the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread. The pandemic prompted a number of measures to limit the spread of COVID-19, 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. To help stem the turmoil, the U.S. government took unprecedented action – in concert with the U.S. Federal Reserve and central banks around the world – to help support consumers, businesses, and the broader economy, and to limit disruption to the financial system.
In general, the overall impact of the pandemic lessened in 2021, amid a resilient economy and widespread distribution of three COVID-19 vaccines granted emergency use authorization from the U.S. Food and Drug Administration (FDA) early in the year. Still, the situation remains dynamic, and the extent and duration of its influence on financial markets and the economy is highly uncertain, due in part to a recent spike in cases based on highly contagious variants of the coronavirus.
Extreme events such as the COVID-19 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 continue to take extra steps to be responsive to customer needs. We encourage you to visit us online, 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, 2022 |
| Japan | 21.9% |
| France | 14.8% |
| United Kingdom | 14.5% |
| Australia | 6.9% |
| Switzerland | 5.8% |
| Denmark | 5.7% |
| Netherlands | 5.6% |
| Sweden | 4.2% |
| Bailiwick of Jersey | 3.7% |
| Other* | 16.9% |

* 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, 2022
| % of fund's net assets |
Novo Nordisk A/S Series B (Denmark, Pharmaceuticals) | 3.4 |
Diageo PLC (United Kingdom, Beverages) | 2.9 |
ASML Holding NV (Netherlands) (Netherlands, Semiconductors & Semiconductor Equipment) | 2.5 |
LVMH Moet Hennessy Louis Vuitton SE (France, Textiles, Apparel & Luxury Goods) | 2.4 |
L'Oreal SA (France, Personal Products) | 2.4 |
National Australia Bank Ltd. (Australia, Banks) | 2.4 |
Sony Group Corp. (Japan, Household Durables) | 2.3 |
Glencore Xstrata PLC (Bailiwick of Jersey, Metals & Mining) | 2.2 |
Tokyo Electron Ltd. (Japan, Semiconductors & Semiconductor Equipment) | 2.1 |
Shell PLC (London) (United Kingdom, Oil, Gas & Consumable Fuels) | 1.8 |
| 24.4 |
Market Sectors as of April 30, 2022
| % of fund's net assets |
Industrials | 18.3 |
Financials | 17.4 |
Consumer Discretionary | 11.6 |
Materials | 10.9 |
Health Care | 10.6 |
Consumer Staples | 9.9 |
Information Technology | 8.8 |
Energy | 6.2 |
Communication Services | 2.4 |
Real Estate | 1.8 |
Utilities | 1.5 |
Asset Allocation as of April 30, 2022
| % of fund's net assets |
Stocks and Equity Futures | 100.0 |
Schedule of Investments April 30, 2022 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 99.4% | | | |
| | Shares | Value |
Australia - 6.9% | | | |
Allkem Ltd. (a) | | 217,182 | $1,810,043 |
Altium Ltd. | | 44,774 | 1,008,636 |
Computershare Ltd. | | 212,852 | 3,752,597 |
IGO Ltd. | | 250,127 | 2,274,247 |
Iluka Resources Ltd. | | 155,205 | 1,215,705 |
Incitec Pivot Ltd. | | 711,446 | 1,918,785 |
Lynas Rare Earths Ltd. (a) | | 334,909 | 2,101,610 |
Macquarie Group Ltd. | | 105,889 | 15,244,107 |
National Australia Bank Ltd. | | 1,200,825 | 27,413,269 |
Origin Energy Ltd. | | 375,565 | 1,796,384 |
OZ Minerals Ltd. | | 96,584 | 1,676,500 |
Pilbara Minerals Ltd. (a) | | 961,147 | 1,864,333 |
Santos Ltd. | | 624,823 | 3,491,555 |
SEEK Ltd. | | 129,488 | 2,537,368 |
Sonic Healthcare Ltd. | | 175,472 | 4,531,781 |
South32 Ltd. | | 1,725,720 | 5,747,230 |
Steadfast Group Ltd. | | 352,782 | 1,277,207 |
|
TOTAL AUSTRALIA | | | 79,661,357 |
|
Austria - 0.9% | | | |
BAWAG Group AG (b) | | 25,462 | 1,209,034 |
Erste Group Bank AG | | 124,241 | 3,868,339 |
OMV AG | | 52,680 | 2,692,877 |
Verbund AG | | 24,949 | 2,666,781 |
|
TOTAL AUSTRIA | | | 10,437,031 |
|
Bailiwick of Jersey - 3.7% | | | |
Ferguson PLC | | 85,072 | 10,672,213 |
Glencore Xstrata PLC | | 4,060,039 | 25,016,607 |
Man Group PLC | | 546,746 | 1,593,506 |
WPP PLC | | 450,797 | 5,619,125 |
|
TOTAL BAILIWICK OF JERSEY | | | 42,901,451 |
|
Belgium - 0.1% | | | |
Sofina SA | | 5,763 | 1,766,112 |
Bermuda - 0.1% | | | |
Orient Overseas International Ltd. | | 64,000 | 1,766,022 |
Cayman Islands - 0.2% | | | |
ENN Energy Holdings Ltd. | | 204,400 | 2,737,954 |
Denmark - 5.7% | | | |
A.P. Moller - Maersk A/S Series B | | 3,274 | 9,475,700 |
DSV A/S | | 74,030 | 12,137,347 |
Novo Nordisk A/S Series B | | 349,508 | 39,922,993 |
Pandora A/S | | 33,207 | 2,915,789 |
Ringkjoebing Landbobank A/S | | 10,645 | 1,305,378 |
|
TOTAL DENMARK | | | 65,757,207 |
|
Finland - 1.5% | | | |
Fortum Corp. | | 105,586 | 1,755,458 |
Kesko Oyj | | 99,924 | 2,515,733 |
Nordea Bank ABP | | 1,283,851 | 12,800,103 |
|
TOTAL FINLAND | | | 17,071,294 |
|
France - 14.8% | | | |
Air Liquide SA | | 112,516 | 19,466,211 |
Bollore SA | | 334,092 | 1,559,016 |
Bureau Veritas SA | | 105,929 | 3,042,991 |
Compagnie de St. Gobain | | 190,023 | 11,085,599 |
EssilorLuxottica SA | | 73,493 | 12,512,023 |
Hermes International SCA | | 12,747 | 15,717,783 |
L'Oreal SA | | 77,475 | 28,186,177 |
LVMH Moet Hennessy Louis Vuitton SE | | 43,673 | 28,262,341 |
Pernod Ricard SA | | 73,781 | 15,227,234 |
Publicis Groupe SA | | 85,672 | 5,143,465 |
Remy Cointreau SA | | 8,499 | 1,684,789 |
Sartorius Stedim Biotech | | 8,769 | 2,869,471 |
Societe Generale Series A | | 288,947 | 6,944,566 |
Teleperformance | | 21,492 | 7,713,716 |
TotalEnergies SE | | 241,938 | 11,879,875 |
|
TOTAL FRANCE | | | 171,295,257 |
|
Germany - 3.6% | | | |
Aurubis AG | | 12,515 | 1,422,197 |
Commerzbank AG (a) | | 268,592 | 1,753,456 |
Deutsche Bank AG | | 756,215 | 7,561,646 |
Infineon Technologies AG | | 87,513 | 2,483,901 |
K+S AG | | 71,036 | 2,385,957 |
LEG Immobilien AG | | 23,149 | 2,373,480 |
Mercedes-Benz Group AG (Germany) | | 275,018 | 19,196,589 |
Merck KGaA | | 22,822 | 4,234,106 |
|
TOTAL GERMANY | | | 41,411,332 |
|
Hong Kong - 0.7% | | | |
Techtronic Industries Co. Ltd. | | 631,000 | 8,422,655 |
Ireland - 1.0% | | | |
Bank of Ireland Group PLC | | 339,370 | 2,056,822 |
James Hardie Industries PLC CDI | | 162,865 | 4,695,116 |
Kingspan Group PLC (Ireland) | | 56,387 | 5,248,900 |
|
TOTAL IRELAND | | | 12,000,838 |
|
Israel - 1.5% | | | |
Bank Hapoalim BM (Reg.) | | 435,177 | 4,063,737 |
Bank Leumi le-Israel BM | | 539,192 | 5,700,353 |
Bezeq The Israel Telecommunication Corp. Ltd. | | 750,517 | 1,198,265 |
Icl Group Ltd. | | 257,949 | 2,849,104 |
Israel Discount Bank Ltd. (Class A) | | 425,858 | 2,538,058 |
Nova Ltd. (a) | | 9,398 | 908,558 |
|
TOTAL ISRAEL | | | 17,258,075 |
|
Italy - 2.0% | | | |
Banco BPM SpA (c) | | 554,086 | 1,745,757 |
Eni SpA | | 924,835 | 12,928,075 |
FinecoBank SpA | | 155,771 | 2,165,429 |
Interpump Group SpA | | 30,303 | 1,225,143 |
UniCredit SpA | | 573,143 | 5,304,484 |
|
TOTAL ITALY | | | 23,368,888 |
|
Japan - 21.9% | | | |
Ajinomoto Co., Inc. | | 200,900 | 5,219,694 |
Asics Corp. | | 69,500 | 1,096,485 |
BayCurrent Consulting, Inc. | | 5,100 | 1,672,124 |
Bridgestone Corp. | | 222,000 | 8,137,121 |
Chugai Pharmaceutical Co. Ltd. | | 175,900 | 5,270,873 |
Dai-ichi Mutual Life Insurance Co. | | 150,800 | 3,019,622 |
Dentsu Group, Inc. | | 84,100 | 3,031,104 |
Ebara Corp. | | 30,700 | 1,409,971 |
Hitachi Ltd. | | 313,300 | 14,858,712 |
Hoya Corp. | | 128,800 | 12,782,387 |
Ibiden Co. Ltd. | | 49,000 | 1,831,222 |
INPEX Corp. | | 380,800 | 4,530,825 |
Isetan Mitsukoshi Holdings Ltd. | | 145,500 | 1,079,840 |
Itochu Corp. | | 446,600 | 13,478,826 |
Kawasaki Kisen Kaisha Ltd. | | 28,900 | 1,510,952 |
Keyence Corp. | | 14,000 | 5,628,059 |
Kikkoman Corp. | | 71,000 | 3,990,282 |
Lasertec Corp. | | 22,600 | 3,019,392 |
Marubeni Corp. | | 637,000 | 6,953,251 |
Mitsubishi Corp. | | 551,400 | 18,513,543 |
Mitsui & Co. Ltd. | | 609,500 | 14,759,534 |
Mitsui OSK Lines Ltd. | | 134,300 | 3,144,115 |
Nikon Corp. | | 127,300 | 1,430,448 |
Nippon Yusen KK | | 63,100 | 4,552,286 |
Nomura Research Institute Ltd. | | 138,200 | 3,907,802 |
Olympus Corp. | | 184,300 | 3,243,888 |
Open House Group Co. Ltd. | | 27,200 | 1,052,495 |
ORIX Corp. | | 443,700 | 8,092,632 |
Renesas Electronics Corp. (a) | | 511,100 | 5,457,510 |
SBI Holdings, Inc. Japan | | 89,700 | 2,006,331 |
Screen Holdings Co. Ltd. | | 17,100 | 1,397,571 |
Sega Sammy Holdings, Inc. | | 64,400 | 1,141,144 |
SHIMANO, Inc. | | 30,900 | 5,475,000 |
Shin-Etsu Chemical Co. Ltd. | | 114,600 | 15,749,994 |
Shinko Electric Industries Co. Ltd. | | 24,800 | 1,069,007 |
Shionogi & Co. Ltd. | | 103,800 | 5,773,971 |
Sony Group Corp. | | 311,000 | 26,839,637 |
Sumitomo Corp. | | 262,500 | 4,153,706 |
Tokyo Electron Ltd. | | 57,600 | 24,304,130 |
Toyota Tsusho Corp. | | 86,800 | 3,118,485 |
|
TOTAL JAPAN | | | 253,703,971 |
|
Luxembourg - 1.3% | | | |
ArcelorMittal SA (Netherlands) | | 226,239 | 6,596,610 |
B&M European Value Retail SA | | 311,302 | 1,907,375 |
Eurofins Scientific SA | | 47,066 | 4,374,211 |
Tenaris SA | | 168,444 | 2,574,192 |
|
TOTAL LUXEMBOURG | | | 15,452,388 |
|
Netherlands - 5.6% | | | |
ASM International NV (Netherlands) | | 14,069 | 4,227,624 |
ASML Holding NV (Netherlands) | | 51,583 | 29,275,339 |
BE Semiconductor Industries NV | | 26,723 | 1,628,998 |
EXOR NV | | 41,446 | 2,876,138 |
IMCD NV | | 20,851 | 3,319,949 |
OCI NV (a) | | 34,002 | 1,288,421 |
Stellantis NV (Italy) (c) | | 228,753 | 3,071,159 |
STMicroelectronics NV (Italy) | | 240,401 | 8,888,112 |
Wolters Kluwer NV | | 96,050 | 9,699,398 |
Wolters Kluwer NV rights (a)(d) | | 96,050 | 104,368 |
|
TOTAL NETHERLANDS | | | 64,379,506 |
|
Norway - 1.6% | | | |
Equinor ASA | | 398,982 | 13,485,426 |
Gjensidige Forsikring ASA | | 62,466 | 1,335,486 |
Norsk Hydro ASA | | 446,151 | 3,746,564 |
|
TOTAL NORWAY | | | 18,567,476 |
|
Portugal - 0.2% | | | |
Jeronimo Martins SGPS SA | | 101,442 | 2,111,681 |
Singapore - 1.4% | | | |
DBS Group Holdings Ltd. | | 658,800 | 15,982,905 |
Spain - 0.2% | | | |
Naturgy Energy Group SA | | 64,407 | 1,937,512 |
Sweden - 4.2% | | | |
AddTech AB (B Shares) | | 95,042 | 1,676,578 |
Boliden AB | | 93,825 | 4,068,362 |
Castellum AB | | 84,737 | 1,678,076 |
Epiroc AB (A Shares) | | 350,359 | 7,102,850 |
EQT AB | | 101,048 | 2,859,842 |
Fastighets AB Balder (a) | | 36,555 | 1,811,932 |
Getinge AB (B Shares) | | 79,975 | 2,313,500 |
Investor AB (B Shares) (c) | | 888,612 | 17,099,475 |
Nibe Industrier AB (B Shares) | | 370,566 | 3,633,179 |
Sagax AB | | 65,644 | 1,676,840 |
Samhallsbyggnadsbolaget I Norden AB (B Shares) (c) | | 438,143 | 1,376,281 |
SSAB AB (A Shares) | | 278,957 | 1,771,689 |
Thule Group AB (b) | | 34,818 | 1,207,737 |
|
TOTAL SWEDEN | | | 48,276,341 |
|
Switzerland - 5.8% | | | |
Kuehne & Nagel International AG | | 18,557 | 5,191,252 |
Lindt & Spruengli AG | | 77 | 9,128,969 |
Lonza Group AG | | 27,142 | 16,003,854 |
Nestle SA (Reg. S) | | 16,418 | 2,119,467 |
Sika AG | | 51,915 | 15,857,866 |
Sonova Holding AG | | 19,415 | 7,001,556 |
Straumann Holding AG | | 25,950 | 3,059,288 |
Swiss Life Holding AG | | 9,128 | 5,337,283 |
VAT Group AG (b) | | 9,568 | 2,959,493 |
|
TOTAL SWITZERLAND | | | 66,659,028 |
|
United Kingdom - 14.5% | | | |
3i Group PLC | | 356,092 | 5,827,532 |
Admiral Group PLC | | 84,350 | 2,655,108 |
Ashtead Group PLC | | 164,396 | 8,500,465 |
Auto Trader Group PLC (b) | | 322,683 | 2,546,667 |
Big Yellow Group PLC | | 63,420 | 1,146,124 |
BT Group PLC | | 966,257 | 2,142,759 |
Bunzl PLC | | 102,874 | 3,968,943 |
Centrica PLC (a) | | 2,154,190 | 2,134,350 |
Dechra Pharmaceuticals PLC | | 39,621 | 1,795,440 |
Diageo PLC | | 674,554 | 33,652,716 |
Drax Group PLC | | 152,480 | 1,540,918 |
Future PLC | | 41,522 | 1,137,213 |
GlaxoSmithKline PLC | | 378,925 | 8,541,946 |
Halma PLC | | 126,071 | 3,869,818 |
Howden Joinery Group PLC | | 220,517 | 2,087,749 |
IG Group Holdings PLC | | 136,779 | 1,397,891 |
IMI PLC | | 100,792 | 1,696,806 |
Inchcape PLC | | 141,283 | 1,264,153 |
Investec PLC | | 254,550 | 1,499,272 |
ITV PLC | | 1,326,701 | 1,225,146 |
J Sainsbury PLC | | 639,623 | 1,866,264 |
JD Sports Fashion PLC | | 905,352 | 1,491,726 |
Lloyds Banking Group PLC | | 25,970,444 | 14,750,270 |
Londonmetric Properity PLC | | 333,845 | 1,128,353 |
Marks & Spencer Group PLC (a) | | 717,061 | 1,224,110 |
NatWest Group PLC | | 1,909,943 | 5,123,971 |
Rightmove PLC | | 320,331 | 2,462,416 |
Safestore Holdings PLC | | 77,315 | 1,216,302 |
Segro PLC | | 439,953 | 7,365,737 |
Severn Trent PLC | | 81,448 | 3,201,032 |
Shell PLC (London) | | 786,400 | 21,111,612 |
Spirax-Sarco Engineering PLC | | 26,979 | 4,071,011 |
St. James's Place PLC | | 197,674 | 3,176,540 |
Tesco PLC | | 2,833,035 | 9,624,727 |
Tritax Big Box REIT PLC | | 641,343 | 1,957,809 |
|
TOTAL UNITED KINGDOM | | | 168,402,896 |
|
TOTAL COMMON STOCKS | | | |
(Cost $1,228,382,306) | | | 1,151,329,177 |
| | Principal Amount | Value |
|
Government Obligations - 0.0% | | | |
United States of America - 0.0% | | | |
U.S. Treasury Bills, yield at date of purchase 1.23% 1/26/23 (Cost $396,357)(e) | | 400,000 | 395,147 |
| | Shares | Value |
|
Money Market Funds - 1.5% | | | |
Fidelity Cash Central Fund 0.32% (f) | | 434,321 | 434,408 |
Fidelity Securities Lending Cash Central Fund 0.32% (f)(g) | | 16,913,309 | 16,915,000 |
TOTAL MONEY MARKET FUNDS | | | |
(Cost $17,349,408) | | | 17,349,408 |
TOTAL INVESTMENT IN SECURITIES - 100.9% | | | |
(Cost $1,246,128,071) | | | 1,169,073,732 |
NET OTHER ASSETS (LIABILITIES) - (0.9)% | | | (10,562,216) |
NET ASSETS - 100% | | | $1,158,511,516 |
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) | 72 | June 2022 | $7,187,760 | $(321,566) | $(321,566) |
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) 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 $7,922,931 or 0.7% 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) 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 $395,147.
(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
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Fund | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain/Loss | Change in Unrealized appreciation (depreciation) | Value, end of period | % ownership, end of period |
Fidelity Cash Central Fund 0.32% | $8,855,470 | $417,025,955 | $425,447,017 | $4,357 | $-- | $-- | $434,408 | 0.0% |
Fidelity Securities Lending Cash Central Fund 0.32% | -- | 31,107,266 | 14,192,266 | 27,804 | -- | -- | 16,915,000 | 0.0% |
Total | $8,855,470 | $448,133,221 | $439,639,283 | $32,161 | $-- | $-- | $17,349,408 | |
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, 2022, 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 | $28,602,544 | $1,198,265 | $27,404,279 | $-- |
Consumer Discretionary | 133,798,845 | -- | 133,798,845 | -- |
Consumer Staples | 116,551,843 | -- | 116,551,843 | -- |
Energy | 72,694,437 | -- | 72,694,437 | -- |
Financials | 199,351,661 | 12,302,148 | 187,049,513 | -- |
Health Care | 121,719,265 | -- | 121,719,265 | -- |
Industrials | 212,927,832 | -- | 212,927,832 | -- |
Information Technology | 102,658,276 | 908,558 | 101,749,718 | -- |
Materials | 123,523,151 | 2,849,104 | 120,674,047 | -- |
Real Estate | 21,730,934 | -- | 21,730,934 | -- |
Utilities | 17,770,389 | -- | 17,770,389 | -- |
Government Obligations | 395,147 | -- | 395,147 | -- |
Money Market Funds | 17,349,408 | 17,349,408 | -- | -- |
Total Investments in Securities: | $1,169,073,732 | $34,607,483 | $1,134,466,249 | $-- |
Derivative Instruments: | | | | |
Liabilities | | | | |
Futures Contracts | $(321,566) | $(321,566) | $-- | $-- |
Total Liabilities | $(321,566) | $(321,566) | $-- | $-- |
Total Derivative Instruments: | $(321,566) | $(321,566) | $-- | $-- |
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, 2022. 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) | $0 | $(321,566) |
Total Equity Risk | 0 | (321,566) |
Total Value of Derivatives | $0 | $(321,566) |
(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, 2022 (Unaudited) |
Assets | | |
Investment in securities, at value (including securities loaned of $14,262,699) — See accompanying schedule: Unaffiliated issuers (cost $1,228,778,663) | $1,151,724,324 | |
Fidelity Central Funds (cost $17,349,408) | 17,349,408 | |
Total Investment in Securities (cost $1,246,128,071) | | $1,169,073,732 |
Segregated cash with brokers for derivative instruments | | 3,700 |
Foreign currency held at value (cost $1,352,161) | | 1,347,978 |
Receivable for fund shares sold | | 156,672 |
Dividends receivable | | 4,579,597 |
Reclaims receivable | | 1,097,595 |
Distributions receivable from Fidelity Central Funds | | 12,281 |
Prepaid expenses | | 167 |
Other receivables | | 36 |
Total assets | | 1,176,271,758 |
Liabilities | | |
Payable for investments purchased on a delayed delivery basis | $104,368 | |
Payable for fund shares redeemed | 380,819 | |
Accrued management fee | 153,105 | |
Payable for daily variation margin on futures contracts | 97,530 | |
Other payables and accrued expenses | 109,420 | |
Collateral on securities loaned | 16,915,000 | |
Total liabilities | | 17,760,242 |
Net Assets | | $1,158,511,516 |
Net Assets consist of: | | |
Paid in capital | | $1,299,154,775 |
Total accumulated earnings (loss) | | (140,643,259) |
Net Assets | | $1,158,511,516 |
Net Asset Value, offering price and redemption price per share ($1,158,511,516 ÷ 97,784,704 shares) | | $11.85 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
| | Six months ended April 30, 2022 (Unaudited) |
Investment Income | | |
Dividends | | $15,554,203 |
Non-Cash dividends | | 5,199,571 |
Income from Fidelity Central Funds (including $27,804 from security lending) | | 32,161 |
Income before foreign taxes withheld | | 20,785,935 |
Less foreign taxes withheld | | (1,522,193) |
Total income | | 19,263,742 |
Expenses | | |
Management fee | $1,014,170 | |
Custodian fees and expenses | 112,458 | |
Independent trustees' fees and expenses | 1,937 | |
Registration fees | 54,076 | |
Audit | 22,687 | |
Legal | 1,097 | |
Interest | 1,776 | |
Miscellaneous | 1,567 | |
Total expenses | | 1,209,768 |
Net investment income (loss) | | 18,053,974 |
Realized and Unrealized Gain (Loss) | | |
Net realized gain (loss) on: | | |
Investment securities: | | |
Unaffiliated issuers | (62,662,026) | |
Foreign currency transactions | (834,079) | |
Futures contracts | (880,265) | |
Total net realized gain (loss) | | (64,376,370) |
Change in net unrealized appreciation (depreciation) on: | | |
Investment securities: | | |
Unaffiliated issuers | (202,062,466) | |
Assets and liabilities in foreign currencies | (253,695) | |
Futures contracts | (487,788) | |
Total change in net unrealized appreciation (depreciation) | | (202,803,949) |
Net gain (loss) | | (267,180,319) |
Net increase (decrease) in net assets resulting from operations | | $(249,126,345) |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
| Six months ended April 30, 2022 (Unaudited) | Year ended October 31, 2021 |
Increase (Decrease) in Net Assets | | |
Operations | | |
Net investment income (loss) | $18,053,974 | $12,228,902 |
Net realized gain (loss) | (64,376,370) | 10,707,226 |
Change in net unrealized appreciation (depreciation) | (202,803,949) | 105,045,569 |
Net increase (decrease) in net assets resulting from operations | (249,126,345) | 127,981,697 |
Distributions to shareholders | (37,303,193) | (4,606,186) |
Share transactions | | |
Proceeds from sales of shares | 582,564,428 | 654,139,459 |
Reinvestment of distributions | 37,266,455 | 4,604,063 |
Cost of shares redeemed | (210,462,434) | (119,284,291) |
Net increase (decrease) in net assets resulting from share transactions | 409,368,449 | 539,459,231 |
Total increase (decrease) in net assets | 122,938,911 | 662,834,742 |
Net Assets | | |
Beginning of period | 1,035,572,605 | 372,737,863 |
End of period | $1,158,511,516 | $1,035,572,605 |
Other Information | | |
Shares | | |
Sold | 40,058,802 | 47,007,361 |
Issued in reinvestment of distributions | 2,617,027 | 366,566 |
Redeemed | (16,254,377) | (8,899,729) |
Net increase (decrease) | 26,421,452 | 38,474,198 |
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, | |
| 2022 | 2021 | 2020 A |
Selected Per–Share Data | | | |
Net asset value, beginning of period | $14.51 | $11.33 | $10.00 |
Income from Investment Operations | | | |
Net investment income (loss)B,C | .18D | .28 | .08 |
Net realized and unrealized gain (loss) | (2.48) | 3.05 | 1.25 |
Total from investment operations | (2.30) | 3.33 | 1.33 |
Distributions from net investment income | (.26) | (.09) | – |
Distributions from net realized gain | (.11) | (.05) | – |
Total distributions | (.36)E | (.15)E | – |
Net asset value, end of period | $11.85 | $14.51 | $11.33 |
Total ReturnF,G | (16.24)% | 29.56% | 13.30% |
Ratios to Average Net AssetsC,H,I | | | |
Expenses before reductions | .18%J | .19% | .24%J |
Expenses net of fee waivers, if any | .18%J | .19% | .20%J |
Expenses net of all reductions | .18%J | .19% | .20%J |
Net investment income (loss) | 2.67%D,J | 2.03% | 1.55%J |
Supplemental Data | | | |
Net assets, end of period (000 omitted) | $1,158,512 | $1,035,573 | $372,738 |
Portfolio turnover rateK | 88%J | 73% | 29%L |
A For the period May 12, 2020 (commencement of operations) through October 31, 2020.
B Calculated based on average shares outstanding during the period.
C Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any such underlying funds is not included in the Fund's net investment income (loss) ratio.
D Net investment income per share reflects one or more large, non-recurring dividend(s) which amounted to $.05 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 1.90%.
E Total distributions per share do not sum due to rounding.
F Total returns for periods of less than one year are not annualized.
G Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
H 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.
I Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment adviser, 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.
J Annualized
K Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
L 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, 2022
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% |
(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 – unadjusted quoted prices in active markets for identical investments
- Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
- Level 3 – unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value 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, 2022 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. Commissions paid to certain brokers with whom the investment adviser, or its affiliates, places trades on behalf of a fund include an amount in addition to trade execution, which may be rebated back to a fund. Any such rebates are included in net realized gain (loss) on investments in the Statement of Operations. 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. Large, non-recurring dividends recognized by the Fund are presented separately on the Statement of Operations in "Non-cash dividends" and the impact of these dividends is presented in the Financial Highlights. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain. Funds may file withholding tax reclaims in certain jurisdictions to recover a portion of amounts previously withheld. Any withholding tax reclaims income is included in the Statement of Operations in foreign taxes withheld. Any receivables for withholding tax reclaims are included in the Statement of Assets and Liabilities in reclaims receivable.
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 | $75,802,986 |
Gross unrealized depreciation | (155,325,924) |
Net unrealized appreciation (depreciation) | $(79,522,938) |
Tax cost | $1,248,275,104 |
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 in-kind transactions, as applicable, are noted in the table below.
| Purchases ($) | Sales ($) |
Fidelity SAI International Momentum Index Fund | 957,654,790 | 569,938,545 |
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 | $15,078,000 | .39% | $1,776 |
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. During the period there were no interfund trades.
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. During the period, there were no borrowings on this line of credit.
| Amount |
Fidelity SAI International Momentum Index Fund | $1,036 |
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 | $3,009 | $– | $– |
9. Other.
A 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, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a 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 International Fund | Strategic Advisers International Fund |
Fidelity SAI International Momentum Index Fund | 24% | 36% |
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 Momentum Index Fund | 61% |
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, 2021 to April 30, 2022).
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. In addition, if these transactional costs were included, your costs would have been higher.
| Annualized Expense Ratio-A | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses Paid During Period-B November 1, 2021 to April 30, 2022 |
Fidelity SAI International Momentum Index Fund | .18% | | | |
Actual | | $1,000.00 | $837.60 | $.82 |
Hypothetical-C | | $1,000.00 | $1,023.90 | $.90 |
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, 2020 through November 30, 2021. 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-0622
1.9900588.101
Fidelity® SAI International Quality Index Fund
Offered exclusively to certain clients of the Adviser, or its affiliates, including Strategic Advisers LLC (SAI) - not available for sale to the general public. Fidelity SAI is a product name of Fidelity® funds dedicated to certain programs affiliated with SAI.
Semi-Annual Report
April 30, 2022


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 Fidelity Product Services LLC (FPS), and FPS 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 relationship between FPS 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. © 2022 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 COVID-19 emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and corporate earnings. On March 11, 2020, the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread. The pandemic prompted a number of measures to limit the spread of COVID-19, 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. To help stem the turmoil, the U.S. government took unprecedented action – in concert with the U.S. Federal Reserve and central banks around the world – to help support consumers, businesses, and the broader economy, and to limit disruption to the financial system.
In general, the overall impact of the pandemic lessened in 2021, amid a resilient economy and widespread distribution of three COVID-19 vaccines granted emergency use authorization from the U.S. Food and Drug Administration (FDA) early in the year. Still, the situation remains dynamic, and the extent and duration of its influence on financial markets and the economy is highly uncertain, due in part to a recent spike in cases based on highly contagious variants of the coronavirus.
Extreme events such as the COVID-19 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 continue to take extra steps to be responsive to customer needs. We encourage you to visit us online, 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, 2022 |
| Japan | 17.5% |
| Switzerland | 16.9% |
| United Kingdom | 15.7% |
| Australia | 9.1% |
| France | 7.7% |
| Netherlands | 7.1% |
| Germany | 7.1% |
| Denmark | 5.9% |
| Sweden | 3.8% |
| Other* | 9.2% |

* 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, 2022
| % of fund's net assets |
Roche Holding AG (participation certificate) (Switzerland, Pharmaceuticals) | 3.8 |
Novartis AG (Switzerland, Pharmaceuticals) | 3.5 |
Novo Nordisk A/S Series B (Denmark, Pharmaceuticals) | 3.5 |
ASML Holding NV (Netherlands) (Netherlands, Semiconductors & Semiconductor Equipment) | 3.3 |
LVMH Moet Hennessy Louis Vuitton SE (France, Textiles, Apparel & Luxury Goods) | 3.1 |
GlaxoSmithKline PLC (United Kingdom, Pharmaceuticals) | 3.0 |
BHP Group Ltd. (Australia, Metals & Mining) | 3.0 |
Diageo PLC (United Kingdom, Beverages) | 2.9 |
Allianz SE (Germany, Insurance) | 2.8 |
CSL Ltd. (Australia, Biotechnology) | 2.7 |
| 31.6 |
Market Sectors as of April 30, 2022
| % of fund's net assets |
Health Care | 23.1 |
Information Technology | 14.9 |
Financials | 12.6 |
Industrials | 12.2 |
Consumer Staples | 10.9 |
Materials | 8.5 |
Communication Services | 6.9 |
Consumer Discretionary | 7.1 |
Real Estate | 1.8 |
Utilities | 1.0 |
Asset Allocation as of April 30, 2022
| % of fund's net assets |
Stocks and Equity Futures | 100.0 |
Schedule of Investments April 30, 2022 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 99.0% | | | |
| | Shares | Value |
Australia - 9.1% | | | |
ALS Ltd. | | 76,509 | $692,797 |
Altium Ltd. | | 19,390 | 436,804 |
ASX Ltd. | | 30,690 | 1,855,507 |
BHP Group Ltd. | | 448,057 | 14,972,018 |
carsales.com Ltd. | | 44,417 | 655,732 |
CSL Ltd. | | 71,087 | 13,566,972 |
Fortescue Metals Group Ltd. | | 268,370 | 4,055,896 |
Medibank Private Ltd. | | 436,608 | 981,121 |
Newcrest Mining Ltd. | | 129,630 | 2,434,368 |
Rio Tinto Ltd. | | 58,828 | 4,653,524 |
SEEK Ltd. | | 56,129 | 1,099,870 |
Telstra Corp. Ltd. | | 198,030 | 562,138 |
|
TOTAL AUSTRALIA | | | 45,966,747 |
|
Austria - 0.2% | | | |
Verbund AG | | 10,791 | 1,153,443 |
Bailiwick of Jersey - 2.0% | | | |
Experian PLC | | 153,656 | 5,306,411 |
Ferguson PLC | | 36,794 | 4,615,777 |
|
TOTAL BAILIWICK OF JERSEY | | | 9,922,188 |
|
Belgium - 0.7% | | | |
Proximus (a) | | 24,636 | 430,596 |
Sofina SA | | 2,496 | 764,917 |
UCB SA | | 20,036 | 2,277,546 |
|
TOTAL BELGIUM | | | 3,473,059 |
|
Cayman Islands - 0.1% | | | |
Chow Tai Fook Jewellery Group Ltd. | | 348,800 | 584,841 |
Denmark - 5.9% | | | |
Coloplast A/S Series B | | 18,833 | 2,537,345 |
Demant A/S (b) | | 15,872 | 697,472 |
Genmab A/S (b) | | 10,411 | 3,660,941 |
Novo Nordisk A/S Series B | | 153,351 | 17,516,716 |
Novozymes A/S Series B | | 33,283 | 2,320,143 |
Pandora A/S | | 15,852 | 1,391,908 |
Ringkjoebing Landbobank A/S | | 4,610 | 565,316 |
Royal Unibrew A/S | | 6,577 | 566,879 |
SimCorp A/S | | 6,425 | 449,792 |
|
TOTAL DENMARK | | | 29,706,512 |
|
Finland - 1.2% | | | |
Elisa Corp. (A Shares) | | 23,871 | 1,399,351 |
Kojamo OYJ | | 23,904 | 475,527 |
Kone OYJ (B Shares) | | 63,917 | 3,072,982 |
Orion Oyj (B Shares) | | 16,834 | 660,272 |
Valmet Corp. | | 21,134 | 565,985 |
|
TOTAL FINLAND | | | 6,174,117 |
|
France - 7.7% | | | |
bioMerieux SA | | 7,505 | 714,490 |
Edenred SA | | 39,561 | 1,986,839 |
Hermes International SCA | | 5,521 | 6,807,710 |
L'Oreal SA | | 35,286 | 12,837,398 |
La Francaise des Jeux SAEM (c) | | 19,679 | 734,833 |
LVMH Moet Hennessy Louis Vuitton SE | | 23,908 | 15,471,711 |
Remy Cointreau SA | | 3,684 | 730,293 |
|
TOTAL FRANCE | | | 39,283,274 |
|
Germany - 7.1% | | | |
Allianz SE | | 61,652 | 13,910,795 |
Beiersdorf AG | | 15,578 | 1,564,662 |
Deutsche Borse AG | | 30,110 | 5,241,987 |
LEG Immobilien AG | | 11,544 | 1,183,613 |
Nemetschek Se | | 8,787 | 697,287 |
SAP SE | | 130,664 | 13,242,275 |
|
TOTAL GERMANY | | | 35,840,619 |
|
Hong Kong - 1.9% | | | |
Hong Kong Exchanges and Clearing Ltd. | | 188,900 | 8,012,945 |
Power Assets Holdings Ltd. | | 216,500 | 1,456,779 |
|
TOTAL HONG KONG | | | 9,469,724 |
|
Israel - 0.4% | | | |
NICE Ltd. (b) | | 10,004 | 2,059,224 |
Italy - 0.7% | | | |
DiaSorin SpA | | 3,105 | 406,730 |
FinecoBank SpA | | 96,646 | 1,343,511 |
Italgas SpA | | 76,941 | 498,168 |
Recordati SpA | | 15,899 | 766,147 |
Reply SpA | | 3,560 | 524,093 |
|
TOTAL ITALY | | | 3,538,649 |
|
Japan - 17.5% | | | |
Astellas Pharma, Inc. | | 63,600 | 968,356 |
BayCurrent Consulting, Inc. | | 2,200 | 721,308 |
Capcom Co. Ltd. | | 25,800 | 680,788 |
Chugai Pharmaceutical Co. Ltd. | | 101,100 | 3,029,478 |
CyberAgent, Inc. | | 64,900 | 685,660 |
Daito Trust Construction Co. Ltd. | | 10,900 | 1,049,800 |
Disco Corp. | | 4,700 | 1,150,327 |
Hamamatsu Photonics K.K. | | 23,300 | 1,042,516 |
Hirose Electric Co. Ltd. | | 5,300 | 672,432 |
Hoya Corp. | | 58,600 | 5,815,589 |
Japan Exchange Group, Inc. | | 85,000 | 1,265,685 |
Japan Tobacco, Inc. | | 174,300 | 2,965,156 |
Kakaku.com, Inc. | | 20,500 | 429,307 |
KDDI Corp. | | 262,900 | 8,705,855 |
Keyence Corp. | | 28,500 | 11,457,121 |
Kobayashi Pharmaceutical Co. Ltd. | | 9,200 | 627,391 |
Lion Corp. | | 47,400 | 488,383 |
M3, Inc. | | 67,800 | 2,165,122 |
Nexon Co. Ltd. | | 74,000 | 1,685,062 |
Nihon M&A Center Holdings, Inc. | | 47,500 | 584,906 |
Nintendo Co. Ltd. | | 18,500 | 8,443,228 |
Nippon Shinyaku Co. Ltd. | | 9,700 | 656,048 |
Nippon Telegraph & Telephone Corp. | | 189,400 | 5,581,497 |
Nissan Chemical Corp. | | 22,700 | 1,199,074 |
NOF Corp. | | 13,100 | 491,702 |
OBIC Co. Ltd. | | 10,600 | 1,566,037 |
Otsuka Holdings Co. Ltd. | | 88,400 | 2,970,456 |
Shimadzu Corp. | | 43,700 | 1,428,647 |
SHIMANO, Inc. | | 13,400 | 2,374,272 |
Shionogi & Co. Ltd. | | 44,900 | 2,497,604 |
SMC Corp. | | 9,800 | 4,745,360 |
Sompo Holdings, Inc. | | 56,200 | 2,287,902 |
Square Enix Holdings Co. Ltd. | | 14,200 | 566,946 |
T&D Holdings, Inc. | | 93,300 | 1,198,946 |
TechnoPro Holdings, Inc. | | 17,200 | 438,051 |
Trend Micro, Inc. | | 22,300 | 1,243,379 |
Unicharm Corp. | | 70,900 | 2,466,753 |
USS Co. Ltd. | | 35,100 | 584,347 |
Yakult Honsha Co. Ltd. | | 25,500 | 1,320,406 |
ZOZO, Inc. | | 17,800 | 372,687 |
|
TOTAL JAPAN | | | 88,623,584 |
|
Netherlands - 7.1% | | | |
Adyen BV (b)(c) | | 4,836 | 8,111,390 |
Arcadis NV | | 11,755 | 490,462 |
ASML Holding NV (Netherlands) | | 29,717 | 16,865,542 |
BE Semiconductor Industries NV | | 11,580 | 705,901 |
Euronext NV (c) | | 15,616 | 1,251,187 |
Ferrari NV (Italy) | | 20,283 | 4,270,682 |
Wolters Kluwer NV | | 41,605 | 4,201,390 |
Wolters Kluwer NV rights (b)(d) | | 41,605 | 45,208 |
|
TOTAL NETHERLANDS | | | 35,941,762 |
|
New Zealand - 0.2% | | | |
Fisher & Paykel Healthcare Corp. | | 91,468 | 1,256,965 |
Norway - 0.2% | | | |
Entra ASA (c) | | 28,872 | 476,033 |
Gjensidige Forsikring ASA | | 30,111 | 643,756 |
|
TOTAL NORWAY | | | 1,119,789 |
|
Singapore - 0.2% | | | |
Singapore Exchange Ltd. | | 130,600 | 918,947 |
Spain - 0.4% | | | |
Enagas SA | | 39,442 | 852,842 |
Red Electrica Corporacion SA | | 68,605 | 1,381,311 |
|
TOTAL SPAIN | | | 2,234,153 |
|
Sweden - 3.8% | | | |
Atlas Copco AB (A Shares) | | 157,029 | 7,119,204 |
Epiroc AB (A Shares) | | 152,023 | 3,081,972 |
Hexagon AB (B Shares) | | 329,027 | 4,245,413 |
Kinnevik AB (B Shares) (b) | | 39,817 | 779,317 |
Lifco AB | | 33,589 | 704,551 |
Sagax AB | | 28,584 | 730,162 |
Swedish Match Co. AB | | 250,395 | 1,994,341 |
Thule Group AB (c) | | 15,082 | 523,151 |
|
TOTAL SWEDEN | | | 19,178,111 |
|
Switzerland - 16.9% | | | |
Belimo Holding AG (Reg.) | | 1,560 | 770,985 |
Bucher Industries AG | | 1,056 | 380,725 |
Ems-Chemie Holding AG | | 1,075 | 959,034 |
Geberit AG (Reg.) | | 5,686 | 3,242,577 |
Kuehne & Nagel International AG | | 8,038 | 2,248,601 |
Logitech International SA (Reg.) | | 27,434 | 1,785,367 |
Nestle SA (Reg. S) | | 94,809 | 12,239,281 |
Novartis AG | | 199,161 | 17,599,721 |
Partners Group Holding AG | | 3,597 | 3,811,012 |
Roche Holding AG (participation certificate) | | 51,656 | 19,154,772 |
Schindler Holding AG (participation certificate) | | 9,534 | 1,831,726 |
SGS SA (Reg.) | | 962 | 2,471,879 |
Sonova Holding AG | | 8,411 | 3,033,226 |
Swisscom AG (a) | | 4,023 | 2,378,803 |
Tecan Group AG | | 2,008 | 603,440 |
Temenos Group AG | | 10,653 | 1,075,375 |
VAT Group AG (c) | | 4,279 | 1,323,544 |
Zurich Insurance Group Ltd. | | 23,844 | 10,855,456 |
|
TOTAL SWITZERLAND | | | 85,765,524 |
|
United Kingdom - 15.7% | | | |
Admiral Group PLC | | 42,835 | 1,348,329 |
Ashtead Group PLC | | 71,205 | 3,681,815 |
Auto Trader Group PLC (c) | | 153,634 | 1,212,504 |
Big Yellow Group PLC | | 27,429 | 495,696 |
Computacenter PLC | | 13,975 | 469,555 |
Diageo PLC | | 293,329 | 14,633,843 |
Direct Line Insurance Group PLC | | 213,190 | 676,639 |
Games Workshop Group PLC | | 5,197 | 480,296 |
GlaxoSmithKline PLC | | 676,426 | 15,248,385 |
Halma PLC | | 60,169 | 1,846,920 |
Hargreaves Lansdown PLC | | 56,378 | 645,435 |
IG Group Holdings PLC | | 68,412 | 699,175 |
IMI PLC | | 43,686 | 735,442 |
Imperial Brands PLC | | 150,461 | 3,131,925 |
Intermediate Capital Group PLC | | 46,614 | 892,028 |
M&G PLC | | 412,057 | 1,093,989 |
Persimmon PLC | | 50,577 | 1,317,241 |
RELX PLC (London Stock Exchange) | | 314,180 | 9,359,573 |
Rightmove PLC | | 138,848 | 1,067,338 |
Rio Tinto PLC | | 162,713 | 11,496,677 |
Rotork PLC | | 138,561 | 505,544 |
Safestore Holdings PLC | | 33,428 | 525,882 |
Sage Group PLC | | 177,652 | 1,630,240 |
Schroders PLC | | 19,346 | 682,918 |
Segro PLC | | 190,572 | 3,190,575 |
St. James's Place PLC | | 85,622 | 1,375,910 |
Tritax Big Box REIT PLC | | 296,147 | 904,039 |
Wise PLC (b) | | 64,650 | 316,815 |
|
TOTAL UNITED KINGDOM | | | 79,664,728 |
|
TOTAL COMMON STOCKS | | | |
(Cost $495,876,049) | | | 501,875,960 |
| | Principal Amount | Value |
|
Government Obligations - 0.1% | | | |
United States of America - 0.1% | | | |
U.S. Treasury Bills, yield at date of purchase 1.23% 1/26/23 (Cost $297,267)(e) | | 300,000 | 296,360 |
| | Shares | Value |
|
Money Market Funds - 0.7% | | | |
Fidelity Cash Central Fund 0.32% (f) | | 737,950 | 738,098 |
Fidelity Securities Lending Cash Central Fund 0.32% (f)(g) | | 2,868,838 | 2,869,125 |
TOTAL MONEY MARKET FUNDS | | | |
(Cost $3,607,223) | | | 3,607,223 |
TOTAL INVESTMENT IN SECURITIES - 99.8% | | | |
(Cost $499,780,539) | | | 505,779,543 |
NET OTHER ASSETS (LIABILITIES) - 0.2% | | | 1,198,893 |
NET ASSETS - 100% | | | $506,978,436 |
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) | 52 | June 2022 | $5,191,160 | $(212,166) | $(212,166) |
The notional amount of futures purchased as a percentage of Net Assets is 1.0%
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) 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 $13,632,642 or 2.7% of net assets.
(d) Security or a portion of the security purchased on a delayed delivery or when-issued basis.
(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 $296,360.
(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
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Fund | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain/Loss | Change in Unrealized appreciation (depreciation) | Value, end of period | % ownership, end of period |
Fidelity Cash Central Fund 0.32% | $6,762,264 | $46,765,609 | $52,789,775 | $1,506 | $-- | $-- | $738,098 | 0.0% |
Fidelity Securities Lending Cash Central Fund 0.32% | -- | 22,430,670 | 19,561,545 | 9,894 | -- | -- | 2,869,125 | 0.0% |
Total | $6,762,264 | $69,196,279 | $72,351,320 | $11,400 | $-- | $-- | $3,607,223 | |
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, 2022, 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 | $35,584,675 | $-- | $35,584,675 | $-- |
Consumer Discretionary | 34,913,679 | -- | 34,913,679 | -- |
Consumer Staples | 55,566,711 | -- | 55,566,711 | -- |
Financials | 63,102,730 | -- | 63,102,730 | -- |
Health Care | 117,803,793 | -- | 117,803,793 | -- |
Industrials | 62,938,775 | -- | 62,938,775 | -- |
Information Technology | 75,009,291 | 2,059,224 | 72,950,067 | -- |
Materials | 42,582,436 | -- | 42,582,436 | -- |
Real Estate | 9,031,327 | -- | 9,031,327 | -- |
Utilities | 5,342,543 | -- | 5,342,543 | -- |
Government Obligations | 296,360 | -- | 296,360 | -- |
Money Market Funds | 3,607,223 | 3,607,223 | -- | -- |
Total Investments in Securities: | $505,779,543 | $5,666,447 | $500,113,096 | $-- |
Derivative Instruments: | | | | |
Liabilities | | | | |
Futures Contracts | $(212,166) | $(212,166) | $-- | $-- |
Total Liabilities | $(212,166) | $(212,166) | $-- | $-- |
Total Derivative Instruments: | $(212,166) | $(212,166) | $-- | $-- |
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, 2022. 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) | $0 | $(212,166) |
Total Equity Risk | 0 | (212,166) |
Total Value of Derivatives | $0 | $(212,166) |
(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, 2022 (Unaudited) |
Assets | | |
Investment in securities, at value (including securities loaned of $2,737,832) — See accompanying schedule: Unaffiliated issuers (cost $496,173,316) | $502,172,320 | |
Fidelity Central Funds (cost $3,607,223) | 3,607,223 | |
Total Investment in Securities (cost $499,780,539) | | $505,779,543 |
Foreign currency held at value (cost $2,184,988) | | 2,119,358 |
Receivable for fund shares sold | | 129,382 |
Dividends receivable | | 1,204,358 |
Reclaims receivable | | 1,150,785 |
Interest receivable | | 509 |
Distributions receivable from Fidelity Central Funds | | 1,065 |
Prepaid expenses | | 144 |
Total assets | | 510,385,144 |
Liabilities | | |
Payable for investments purchased on a delayed delivery basis | $45,208 | |
Payable for fund shares redeemed | 304,419 | |
Accrued management fee | 66,896 | |
Payable for daily variation margin on futures contracts | 70,730 | |
Other payables and accrued expenses | 50,330 | |
Collateral on securities loaned | 2,869,125 | |
Total liabilities | | 3,406,708 |
Net Assets | | $506,978,436 |
Net Assets consist of: | | |
Paid in capital | | $493,793,487 |
Total accumulated earnings (loss) | | 13,184,949 |
Net Assets | | $506,978,436 |
Net Asset Value, offering price and redemption price per share ($506,978,436 ÷ 44,513,432 shares) | | $11.39 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
| | Six months ended April 30, 2022 (Unaudited) |
Investment Income | | |
Dividends | | $8,565,457 |
Foreign tax reclaims | | 695,580 |
Income from Fidelity Central Funds (including $9,894 from security lending) | | 11,400 |
Income before foreign taxes withheld | | 9,272,437 |
Less foreign taxes withheld | | (1,365,024) |
Total income | | 7,907,413 |
Expenses | | |
Management fee | $415,231 | |
Custodian fees and expenses | 42,905 | |
Independent trustees' fees and expenses | 844 | |
Registration fees | 26,339 | |
Audit | 22,592 | |
Legal | 463 | |
Interest | 65 | |
Miscellaneous | 923 | |
Total expenses | | 509,362 |
Net investment income (loss) | | 7,398,051 |
Realized and Unrealized Gain (Loss) | | |
Net realized gain (loss) on: | | |
Investment securities: | | |
Unaffiliated issuers | 2,798,025 | |
Foreign currency transactions | (172,220) | |
Futures contracts | (258,100) | |
Total net realized gain (loss) | | 2,367,705 |
Change in net unrealized appreciation (depreciation) on: | | |
Investment securities: | | |
Unaffiliated issuers | (81,451,235) | |
Assets and liabilities in foreign currencies | (174,974) | |
Futures contracts | (356,675) | |
Total change in net unrealized appreciation (depreciation) | | (81,982,884) |
Net gain (loss) | | (79,615,179) |
Net increase (decrease) in net assets resulting from operations | | $(72,217,128) |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
| Six months ended April 30, 2022 (Unaudited) | Year ended October 31, 2021 |
Increase (Decrease) in Net Assets | | |
Operations | | |
Net investment income (loss) | $7,398,051 | $8,838,979 |
Net realized gain (loss) | 2,367,705 | 56,989,236 |
Change in net unrealized appreciation (depreciation) | (81,982,884) | 67,282,760 |
Net increase (decrease) in net assets resulting from operations | (72,217,128) | 133,110,975 |
Distributions to shareholders | (57,966,562) | (4,741,796) |
Share transactions | | |
Proceeds from sales of shares | 46,335,847 | 211,498,578 |
Reinvestment of distributions | 57,912,763 | 4,739,668 |
Cost of shares redeemed | (55,287,672) | (229,953,190) |
Net increase (decrease) in net assets resulting from share transactions | 48,960,938 | (13,714,944) |
Total increase (decrease) in net assets | (81,222,752) | 114,654,235 |
Net Assets | | |
Beginning of period | 588,201,188 | 473,546,953 |
End of period | $506,978,436 | $588,201,188 |
Other Information | | |
Shares | | |
Sold | 3,761,611 | 14,999,451 |
Issued in reinvestment of distributions | 4,434,362 | 379,477 |
Redeemed | (4,232,245) | (17,607,218) |
Net increase (decrease) | 3,963,728 | (2,228,290) |
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, | |
| 2022 | 2021 | 2020 A |
Selected Per–Share Data | | | |
Net asset value, beginning of period | $14.51 | $11.07 | $10.00 |
Income from Investment Operations | | | |
Net investment income (loss)B,C | .17 | .24 | .08 |
Net realized and unrealized gain (loss) | (1.82) | 3.32 | .99 |
Total from investment operations | (1.65) | 3.56 | 1.07 |
Distributions from net investment income | (.24) | (.10) | – |
Distributions from net realized gain | (1.24) | (.02) | – |
Total distributions | (1.47)D | (.12) | – |
Net asset value, end of period | $11.39 | $14.51 | $11.07 |
Total ReturnE,F | (12.67)% | 32.28% | 10.70% |
Ratios to Average Net AssetsC,G,H | | | |
Expenses before reductions | .18%I | .19% | .23%I,J |
Expenses net of fee waivers, if any | .18%I | .19% | .20%I |
Expenses net of all reductions | .18%I | .19% | .20%I |
Net investment income (loss) | 2.67%I | 1.78% | 1.55%I |
Supplemental Data | | | |
Net assets, end of period (000 omitted) | $506,978 | $588,201 | $473,547 |
Portfolio turnover rateK | 53%I | 78% | 30%L |
A For the period May 12, 2020 (commencement of operations) through October 31, 2020.
B Calculated based on average shares outstanding during the period.
C Net investment income (loss) is affected by the timing of the declaration of dividends by any underlying mutual funds or exchange-traded funds (ETFs). Net investment income (loss) of any such underlying funds is not included in the Fund's net investment income (loss) ratio.
D Total distributions per share do not sum due to rounding.
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 adviser, 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 Audit fees are not annualized.
K Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
L 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, 2022
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% |
(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 – unadjusted quoted prices in active markets for identical investments
- Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
- Level 3 – unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value 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, 2022 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. Commissions paid to certain brokers with whom the investment adviser, or its affiliates, places trades on behalf of a fund include an amount in addition to trade execution, which may be rebated back to a fund. Any such rebates are included in net realized gain (loss) on investments in the Statement of Operations. 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. Funds may file withholding tax reclaims in certain jurisdictions to recover a portion of amounts previously withheld. Any withholding tax reclaims income is included in the Statement of Operations in foreign tax reclaims. Any receivables for withholding tax reclaims are included in the Statement of Assets and Liabilities in reclaims receivable.
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 | $49,402,496 |
Gross unrealized depreciation | (46,164,632) |
Net unrealized appreciation (depreciation) | $3,237,864 |
Tax cost | $502,329,513 |
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 and in-kind transactions, as applicable, are noted in the table below.
| Purchases ($) | Sales ($) |
Fidelity SAI International Quality Index Fund | 146,428,699 | 145,390,120 |
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 | $3,687,000 | .32% | $65 |
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. During the period there were no interfund trades.
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. During the period, there were no borrowings on this line of credit.
| Amount |
Fidelity SAI International Quality Index Fund | $463 |
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 Quality Index Fund | $1,068 | $– | $– |
9. Other.
A 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, a fund may also enter into contracts that provide general indemnifications. A fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against a 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 International Fund |
Fidelity SAI International Quality Index Fund | 21% |
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 Quality Index Fund | 21% |
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, 2021 to April 30, 2022).
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. In addition, if these transactional costs were included, your costs would have been higher.
| Annualized Expense Ratio-A | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses Paid During Period-B November 1, 2021 to April 30, 2022 |
Fidelity SAI International Quality Index Fund | .18% | | | |
Actual | | $1,000.00 | $873.30 | $.84 |
Hypothetical-C | | $1,000.00 | $1,023.90 | $.90 |
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, 2020 through November 30, 2021. 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-0622
1.9900586.101
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
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 21, 2022 |
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 21, 2022 |
| |
By: | /s/John J. Burke III |
| John J. Burke III |
| Chief Financial Officer |
|
|
Date: | June 21, 2022 |